strikte Beschränkung von Bankinvestitionen auf länderübergreifende staatliche Schuldtitel ohne länderspezifisches Risiko … the EU take this interdependence into account. Both treat government bonds of member states as risk-free, highly liquid … remedy this. Consequently, EU government bonds could be given risk weights specific to each country. At least in the euro …

, 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 …

reduced margin and further increases its default risk. The capped ratio schedule as such makes the bank less prudent and more … prone to risk-taking, thereby adversely affecting the stability of the banking system. Our findings provide alternative …

demonstrates that the deposit insurance liability under BA rises monotonically with portfolio risk, but it is much less risk … failure probability than the BA capital regulation. -- deposit insurance ; Basel accord ; value-at-risk ; forbearance …

This study analyzes the relevance of capital adjustment and risk-taking adjustment during the financial tsunami when …-stage least square analysis. The results show that capital and risk adjustment are positively correlated for both USA and non … theory. In addition, for banks with low capital adequacy ratio, capital and risk adjustment are negatively correlated. This …

Due to its known weaknesses Value at Risk (VaR) has been modified to have a better market risk measurement model. 2007 … Banks’ hypothetical trading portfolios to measure their total market risk. The results of designed risk measurement process …-adjusted market risk is relatively higher than the currently measured one. Nevertheless, possible deteriorations due to sudden extreme …