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Mariathasan, Mike; Merrouche, Ouarda - C.E.P.R. Discussion Papers - 2013

In this paper, we examine the relationship between banks’ approval for the internal ratings-based (IRB) approaches of Basel II and the ratio of risk-weighted over total assets. Analysing a panel of 115 banks from 21 OECD countries that were eventually approved for applying the IRB to their...

Persistent link: https://www.econbiz.de/10011083229

From National towards European/Global Financial Regulation

Goodhart, Charles - In: 50 Years of Money and Finance: Lessons and Challenges

Persistent link: https://www.econbiz.de/10010927933

The optimal rating philosophy for the rating of SMEs

Rikkers, F.; Thibeault, A. - Vlerick Business School - 2007

The objective of this research is to determine the optimal rating philosophy for the rating of SMEs, and to describe the consequences of the chosen philosophy on several related aspects. As to our knowledge, this is the first paper that studies the considerations of financial institutions on...

Persistent link: https://www.econbiz.de/10005607029

Capital Adequacy Regime in India: An Overview

Sarma, Mandira; Nikaido, Yuko - Indian Council for Research on International Economic … - 2007

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 reasonably well, with an average CRAR of about...

Persistent link: https://www.econbiz.de/10005706104

Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans

Rosch, Daniel; Scheule, Harald - Hong Kong Institute for Monetary Research (HKIMR), … - 2008

Recent studies find a positive correlation between default and loss given default rates of credit portfolios. In response, financial regulators require financial institutions to base their capital on the 'Downturn' loss rate given default which is also known as Downturn LGD. This article...

Persistent link: https://www.econbiz.de/10005357488

Capital Adequacy Regime in India - An Overview

Sarma, Mandira; Nikaido, Yuko - East Asian Bureau of Economic Research (EABER) - 2007

Persistent link: https://www.econbiz.de/10009365421

Wie ist das EU-Konzept zur Bankenunion zu bewerten?

Lautenschläger, Sabine; Gstädtner, Thomas; Steffen, Sascha - In: Ifo Schnelldienst 66 (2013) 01, pp. 03-13

gemacht. Nach Ansicht von Sabine Lautenschläger, Deutsche Bundesbank, braucht Europa Zeit, um eine europäische Bankenaufsicht …

Persistent link: https://www.econbiz.de/10010877400

Bankenunion: Ist eine gemeinsame europäische Bankenaufsicht ein neues Instrument der Bankenrettung?

Burghof, Hans-Peter; Speyer, Bernhard; Kemmer, Michael; … - In: Ifo Schnelldienst 65 (2012) 14, pp. 03-25

In der Debatte über die Zukunft der Eurozone wird auch das Konzept der Bankenunion diskutiert. Hans-Peter Burghof, Universität Hohenheim, sieht unter den gegenwärtigen Bedingungen die Gefahr einer europäischen Bankenunion, in der das Vermögen einiger Länder des Währungsraumes ohne...

Persistent link: https://www.econbiz.de/10010578145

Understanding the high profitability of Chinese banks

Löchel, Horst; Li, Helena Xiang - Frankfurt School of Finance and Management - 2011

)). The contradiction of high profitability and low efficiency causes great confusion in understanding banking in China. Our … by the managed interest system in China falls to the international peer average level. Surprisingly, the hypothesis has … labor cost. The above results of course raise the question how the big Chinese banks can stay competitive if China continues …

Persistent link: https://www.econbiz.de/10009646524

Die Behandlung der operationellen Risiken nach Basel II: Ein Anreiz zur Verbesserung des Risikomanagements?

Rünger, Petra; Walther, Ursula - Fakultät Wirtschaftswissenschaften, Technische … - 2004

Operationelle Risiken stellen für Banken nach dem Kreditrisiko die zweitwichtigste Risikokategorie dar. Ein effektives Risikomanagement der operationellen Risiken dürfte in Zukunft ein entscheidender Wettbewerbsfaktor sein. Im Rahmen der Neuregelung der bankaufsichtsrechtlichen Vorgaben...

Persistent link: https://www.econbiz.de/10009207050