Works matching DE "RISK-weighted assets"
Results: 66
On a Transform Method for the Efficient Computation of Conditional V@R (and V@R) with Application to Loss Models with Jumps and Stochastic Volatility.
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- Methodology & Computing in Applied Probability, 2016, v. 18, n. 2, p. 575, doi. 10.1007/s11009-015-9446-7
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Discussion of "How Sensitive Are Bank Market Values to Regulatory Adjustments of Capital?".
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- International Journal of Accounting (World Scientific), 2024, v. 59, n. 4, p. 1, doi. 10.1142/S1094406024800027
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- Article
How Sensitive Are Bank Market Values to Regulatory Adjustments of Capital?
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- International Journal of Accounting (World Scientific), 2024, v. 59, n. 4, p. 1, doi. 10.1142/S1094406024500148
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Sustainability and Bank Capital A Study of Indian Private Banks.
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- Acta Universitatis Bohemiae Meridionales, 2022, v. 25, n. 2, p. 99, doi. 10.32725/acta.2022.012
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- Article
Patient-specific fracture risk assessment of vertebrae: A multiscale approach coupling X-ray physics and continuum micromechanics.
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- International Journal for Numerical Methods in Biomedical Engineering, 2016, v. 32, n. 9, p. n/a, doi. 10.1002/cnm.2760
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- Article
The Trend of International Risk Diversification.
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- Acta Universitatis Danubius: Œconomica, 2013, v. 9, n. 5, p. 235
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- Article
Capacidad total de absorción de pérdidas -- hacia una metodología simple y eficiente.
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- Management Letters / Cuadernos de Gestión, 2020, v. 20, n. 2, p. 199, doi. 10.5295/cdg.180962ms
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Risk-Adjusted Performance Ratios: Part 1.
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- Journal of Performance Measurement, 2015, v. 19, n. 3, p. 29
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Regulatory Failure and Regulatory Change in the Banking Sector.
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- National Institute Economic Review, 2016, v. 235, p. R15, doi. 10.1177/002795011623500111
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- Article
تأثير متطلبات الرقابة الإشرافية على الأداء المالي للمصارف الإسلامية في العراق دراسة حالة: مصرف التعاون الإسلامي للاستثمار والتنمية للسنوات (٢٠١٨-٢٠١٥)
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- Accounting & Financial Studies Journal, 2020, v. 15, n. 50, p. 81
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Impact of Capital Regulation and Market Discipline on Capital Ratio Selection: A Cross Country Study.
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- International Journal of Financial Studies, 2020, v. 8, n. 2, p. 21, doi. 10.3390/ijfs8020021
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- Article
ELPR: A New Measure of Capital Adequacy for Commercial Banks.
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- Accounting Review, 2024, v. 99, n. 1, p. 337, doi. 10.2308/TAR-2020-0661
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- Article
The Impact of Transitory Climate Risk on Firm Valuation and Financial Institutions: A Stress Test Approach.
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- Schmalenbach Journal of Business Research (SBUR), 2024, v. 76, n. 1, p. 63, doi. 10.1007/s41471-023-00166-y
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Estimation of risk factors associated with colorectal cancer: an application of knowledge discovery in databases.
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- Kuwait Journal of Science, 2016, v. 43, n. 2, p. 151
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The Impact of Competition and Risk Exposure on Profitability of the Romanian Banking System During the COVID-19 Pandemic.
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- Journal of Competitiveness, 2022, n. 2, p. 5, doi. 10.7441/joc.2022.02.01
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REGULATORNI ZAHTJEVI I NJIHOV UTICAJ NA STABILNOST BANKARSKOG SEKTORA BOSNE I HERCEGOVINE.
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- Business Consultant / Poslovni Konsultant, 2021, v. 13, n. 108, p. 44
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Leverage Ratio and its Impact on the Resilience of the Banking Sector and Efficiency of Macroprudential Policy.
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- Finance a Uver: Czech Journal of Economics & Finance, 2017, v. 67, n. 4, p. 277
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Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules.
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- Annals of Finance, 2020, v. 16, n. 1, p. 141, doi. 10.1007/s10436-020-00358-0
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Operating Efficiency of Indian Public Sector Banks in Light of Basel III Norms.
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- International Journal of Banking, Risk & Insurance, 2020, v. 8, n. 1, p. 15
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- Article
A fuzzy-set qualitative comparative analysis model to predict bank bailouts: a study of the Spanish financial system.
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- Economic Research-Ekonomska Istrazivanja, 2021, v. 34, n. 1, p. 2555, doi. 10.1080/1331677X.2020.1833746
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An Analysis of Capital Adequacy in Select Indian Commercial Banks: A Frontier Approach.
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- IUP Journal of Management Research, 2018, v. 17, n. 2, p. 24
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Basel IV: IRB 2.0 and interdependencies with the new capital floor.
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- Journal of Securities Operations & Custody, 2018, v. 10, n. 4, p. 343, doi. 10.69554/surm4779
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Bracing for the FRTB: Capital, business and operational impact.
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- Journal of Securities Operations & Custody, 2017, v. 9, n. 2, p. 160, doi. 10.69554/lmoh5144
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Predicting sovereign credit ratings for portfolio stress testing.
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- Journal of Risk Management in Financial Institutions, 2021, v. 14, n. 3, p. 229, doi. 10.69554/rioz4371
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The Fundamental Review of Trading Book: New standard approach and risk management impacts.
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- Journal of Risk Management in Financial Institutions, 2021, v. 14, n. 2, p. 209, doi. 10.69554/evho8448
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Credit risk forecasting modelling and projections under IFRS 9.
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- Journal of Risk Management in Financial Institutions, 2018, v. 12, n. 1, p. 79, doi. 10.69554/jiyd8135
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Low RWA but high GNPA? Risk performance of some Indian banks under Basel II-SA.
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- Journal of Risk Management in Financial Institutions, 2016, v. 9, n. 1, p. 85, doi. 10.69554/cdax7772
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Risk modelling: Convergence needed, but some variances are legitimate.
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- Journal of Risk Management in Financial Institutions, 2015, v. 8, n. 4, p. 323, doi. 10.69554/ticp3732
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LOS PROBLEMAS DE SOLVENCIA DE LAS ENTIDADES BANCARIAS CONTINÚAN. EVOLUCIÓN DE LOS ACTIVOS PONDERADOS POR RIESGO EN LAS ENTIDADES BANCARIAS ESPAÑOLAS.
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- Revista de Economía Mundial, 2023, n. 65, p. 27, doi. 10.33776/rem.vi65.7516
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“QUO VADIS” CAPITAL ADEQUACY? – REFLECTIONS ON CAPITAL ADEQUACY MANAGEMENT IN BANKS ACCORDING TO BASEL REGULATIONS.
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- Scientific Papers of Silesian University of Technology. Organization & Management / Zeszyty Naukowe Politechniki Slaskiej. Seria Organizacji i Zarzadzanie, 2023, n. 185, p. 381, doi. 10.29119/1641-3466.2023.185.21
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Пруденциални изисквания към финансовите системи и последващи резултати при тяхното стрес-тестване
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- Journal Business Directions / Journal Biznes Posoki, 2020, n. 1, p. 81
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Assessing the effectiveness of local and global quadratic hedging under GARCH models.
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- Quantitative Finance, 2017, v. 17, n. 9, p. 1305, doi. 10.1080/14697688.2017.1279342
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Recursive risk measures under regime switching applied to portfolio selection.
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- Quantitative Finance, 2017, v. 17, n. 9, p. 1457, doi. 10.1080/14697688.2016.1267393
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Risk parity portfolios with risk factors.
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- Quantitative Finance, 2016, v. 16, n. 3, p. 377, doi. 10.1080/14697688.2015.1046907
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Risk weighting for government bonds: challenge for Italian banks.
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- DIW Economic Bulletin, 2017, v. 7, n. 28/29, p. 283
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Reconsidering bank capital regulation: a new combination of rules, regulators, and market discipline.
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- Journal of Economic Policy Reform, 2017, v. 20, n. 4, p. 343, doi. 10.1080/17487870.2016.1181550
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- Article
How Cyclical Is Bank Capital?
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- Journal of Financial Services Research, 2020, v. 58, n. 1, p. 27, doi. 10.1007/s10693-019-00331-7
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- Article
Skewness and the Relation Between Risk and Return.
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- Management Science, 2016, v. 62, n. 6, p. 1598, doi. 10.1287/mnsc.2015.2201
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- Article
MATHEMATICAL MODELING AND ANALYSIS OF BANK CAPITAL ADEQUACY DYNAMICS.
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- Advanced Mathematical Models & Applications, 2024, v. 9, n. 3, p. 360, doi. 10.62476/amma93360
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- Article
THE STUDY OF RISK-WEIGHTED ASSETS ON THE EFFECTS OF LOAN EXPOSURE VALUATION TOWARDS CREDIT DEFAULT.
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- Copernican Journal of Finance & Accounting, 2015, v. 4, n. 2, p. 159, doi. 10.12775/CJFA.2015.022
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The Role of the Bank Lending Channel of the Monetary Policy on Bank Behavior.
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- International Journal of Economics & Management, 2018, v. 12, n. 2, p. 443
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The ECB Single Supervisory Mechanism: Effects on Bank Performance and Capital Requirements.
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- Working Papers (Oesterreichische Nationalbank), 2022, n. 244, p. 1
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- Article
Basileia III: Impacto para os Bancos no Brasil.
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- Revista Contabilidade & Finanças - USP, 2015, v. 27, n. 69, p. 345, doi. 10.1590/1808-057x201500720
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Estimation and determinants of Chinese banks' total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk.
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- Computational Statistics, 2020, v. 35, n. 2, p. 427, doi. 10.1007/s00180-019-00951-6
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The recourse rule, regulatory arbitrage, and the financial crisis.
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- Journal of Regulatory Economics, 2018, v. 54, n. 2, p. 195, doi. 10.1007/s11149-018-9364-z
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- Article
Evaluation of Total Risk-Weighted Assets in Islamic Banking through Fintech Innovations.
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- Journal of Risk & Financial Management, 2024, v. 17, n. 7, p. 288, doi. 10.3390/jrfm17070288
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- Article
Time to Simplify Banking Supervision—An Evidence-Based Study on PCA Framework in India.
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- Journal of Risk & Financial Management, 2022, v. 15, n. 6, p. 271, doi. 10.3390/jrfm15060271
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- Article
The Costs and Benefits of Bank Capital--A Review of the Literature.
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- Journal of Risk & Financial Management, 2020, v. 13, n. 4, p. 1, doi. 10.3390/jrfm13040074
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- Article
BANKS' BUSINESS MODEL AND THEIR PROFITABILITY. THE CASE OF THE REPUBLIC OF NORTH MACEDONIA.
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- Horizons Series A, 2022, v. 31, p. 123, doi. 10.20544/HORIZONS.A.31.2.22.P10
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- Article
Defining Influential Factors of Capital Adequacy Ratio: An Examination upon Turkish Banking Sector (2006/Q1-2019/Q1).
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- EMAJ: Emerging Markets Journal, 2020, v. 9, n. 2, p. 16, doi. 10.5195/emaj.2019.183
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- Article