71 résultats
pour « banks »
"For regulators, risk managers and market participants these properties are interesting from an economic standpoint when they require the increased sensitivity and heterogeneity of the Δ-CoES to set short-term capital requirements/risk limits, find problematic financial linkages, problematic financial institutions or have some kind of early warning system for the emergence of systemic risk."
"Using a broad international sample, we find that banks with better governance in countries with better regulatory quality have lower risk. These results are stronger in more developed countries and in countries with less concentrated banking sectors."
"Building on the Liquidity Coverage Ratio created under the Basel III regulatory agreement, this paper introduces the notion of Liquidity Coverage at Risk (LCRisk), which is the probability that a bank becomes insolvent in the next 30-days. LCRisk has a closed-form expression and it can be computed using information contained in the bank’s balance sheet."
"Bank employees are more susceptible to being phished than professional services firm employees, but within the bank, the employees with professional certificates are less susceptible to phishing attacks than other bank employees. Also, employees with self-reported responsibility for cybersecurity are less likely to be phished."
"Using a sample of bank holding companies over the period 2015Q1 through 2020Q1, we find that risk exposure increases for the large banks that benefitted from the removal of certain regulatory provisions. These banks also benefit from higher profitability and reduced compliance costs."
"The aim is the design of a risk class independent approach, such that the model validation framework can be equally rolled out over all model dependent functions of a bank. The focus is on structural considerations."
"The conducted experiment on calculation of the bank's capital for operational risk with different methods showed non-profitability of the results, which requires further improvement of the processes of changes in the banking regulation system based on the Basel regulations."
"In addition to raising capital requirements, it introduced three ratios, two of which set out minimum standards for liquidity and funding risk, i.e. the liquidity coverage ratio and the net stable funding ratio, and one which aims to limit leverage in the banking system, i.e. the leverage ratio... This paper investigates the extent to which the regulatory initiatives might have already had an impact on banks."
"We find that depending on the capitalisation of the network, a holding structure can be beneficial as compared to smaller separated entities. In other instances it can be harmful and actually increase contagion. We illustrate our results in a numerical case study and also determine the optimal level of holding support from a regulator perspective."
"... higher capital ratios incentivize banks to undertake riskier projects."