Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies

Wiley Finance Books

Numerix Market Risk

Numerix LLC

Blog: Macroprudential Supervision and the Transmission Mechanism

Asymptotix 207 days ago

Blog: the asymptotix of the basel accords

Asymptotix 208 days ago

News: ISDA Letter To OCC, Fed Board And FDIC On Regulatory Capital Rules: Standardized Approach For Risk-weighted Assets - Market Discipline And Disclosure Requirements

208 days ago - News Articles

Click here to dowqnload ISDA's letter to the Office of the Comptroller of the Currency, Board of Governors of the Federal Reserve System and the Federal Deposit InsuranceCorpo...

Blog: Have regulators deepened the recession?

Robert Peston Blog 219 days ago

News: European Commission: Commissioner Michel Barnier's Reaction To The Basel Committee's Preliminary "Regulatory Consistency Assessment"

230 days ago - News Articles

The Basel Committee on Banking Supervision has been carrying out a preliminary assessment of the consistency of the Council's general approach on the Capital Requirements Dire...

News: U.S. Agencies Release A Regulatory Capital Estimation Tool To Assist In Assessing The Potential Effects Of Recently Proposed Regulatory Capital Rules

236 days ago - News Articles

The federal banking regulatory agencies on Monday announced the availability of a regulatory capital estimation tool to help community banking organizations and other interest...

News: The Basel Accord and the Value of Bank Differentiation

241 days ago - Review of Finance - current issue

The authors investigate optimal capital requirements in a model in which banks decide on their investment in credit scoring systems. The main result is that regulators should ...

News: 2012-53: Bank Capital Ratios and the Structure of Nonfinancial Industries

264 days ago - FRB Finance and Economics Discussion Series Working Papers

Seung Jung Lee and Viktors Stebunovs. We exploit variation in commercial bank capital ratios across states to identify the impact of commercial bank balance sheet pressures ma...

News: Non-Bank Financial Institutions Regulation and Risk-Taking

268 days ago - Emerald | Journal of Financial Regulation and Compliance

AbstractPurpose - The study examines the relationship between regulation of non-bank financial institutions and their risk-taking behaviours in Ghana.Design/methodology/approa...

News: Non-Bank Financial Institutions Regulation and Risk-Taking

268 days ago - Emerald | Journal of Financial Regulation and Compliance

AbstractPurpose - The study examines the relationship between regulation of non-bank financial institutions and their risk-taking behaviours in Ghana.Design/methodology/approa...