13 avr. 2023Exploring the Determinants of Capital Adequacy in Bangladesh's Commercial BanksThis study investigates the factors affecting the #capitaladequacy of commercial #banks in #bangladesh using panel data from 28 banks...
9 mars 2023What Drives the Consequences of Intentional Misstatements? Evidence from Rating Analysts’ Reactions.By analyzing the content of #rating#reports, the study identifies seven different mechanisms that rating analysts are concerned about,...
2 mars 2023Bankers Trust and the Birth of Modern Risk ManagementThis paper discusses the origins of modern #riskmanagement concepts and applications in the #financialindustry, which were developed at...
29 juil. 2022Bank capital and risk in the South Eastern European region" A model is set up which assumes that banks’ decisions regarding capital and risk are made endogenously in a dynamic pattern." LIRE
15 juil. 2022Constructing Early Warning Indicators for Banks Using Machine Learning Models"This research contributes to bank liquidity risk management by employing supervised machine learning models to provide banks with early...
27 mai 2022Liquidity Coverage at Risk"Building on the Liquidity Coverage Ratio created under the Basel III regulatory agreement, this paper introduces the notion of Liquidity...