In this paper, we analyze the impact of banks' non-interest income share on risk in the German banking sector for the … on risk significantly differs depending on banks' overall business model. More specifically, we show banks with retail …-interest income. Furthermore, they indicate that the impact of non-interest income on risk significantly depends on the activities …

, we find that, after the SLR was finalized in 2014, covered banks shifted their portfolio toward riskier (risk … to be larger at banks more constrained ex ante by the leverage limit. Despite increased asset risk, overall bank risk … (book and market measures) did not increase, suggesting the higher capital required under the new rule offset the risk …

In this paper we present an analytical review of the capital adequacy regime and the present state of capital to risk …-weighted asset ratio (CRAR) of the banking sector in India. In the current regime of Basel I, Indian banking system is performing … as well as India's own minimum regulatory requirement of 9 per cent. As the revised capital adequacy norms, Basel II, are …

. Moreover, we find that the impact of diversification depends strongly on the risk level. However, it is only for moderate risk …Should banks be diversified or focused? Does diversification indeed lead to enhanced performance and, therefore … banks? profitability (ROA) and their portfolio diversification across different industries, broader economic sectors and …

coping with systemic liquidity risk. …

In this paper we investigate the interaction between a credit portfolio and another risk type, which can be thought of … as market risk. Combining Merton-like factor models for credit risk with linear factor models for market risk, we … analytically calculate their interrisk correlation and show how inter-risk correlation bounds can be derived. Moreover, we …

, there is limited evidence on any non-linear relationship between risk and fee incomes as also between risk and non …-deposit funding share. Finally, the analysis supports the fact that foreign and de novo private banks exhibit lower risk as compared …

In the work of the Basel Committee there has been a tradition of distinguishing market from credit risk and to treat … both categories independently in the calculation of risk capital. In practice positions in a portfolio depend … simultaneously on both market and credit risk factors. In this case, an approximation of the portfolio value function splitting value …