Regulatory capital

Part 1 of ebook "Depository and lending institutions: Banks and savings institutions, credit unions, finance companies, and mortgage companies" provides readers with contents including: industry overview - banks and savings institutions; industry overview - credit unions; industry overview - finance companies; industry overview - mortgage companies; audit considerations and certain financial reporting matters; cash and cash equivalents; investments in debt and equity securities; loans; credit losses; transfers and servicing and variable interest entities;...

412p mocthanhdao0210 19-11-2023 6 4   Download

Continued part 1, part 2 of ebook "An introduction to banking: Liquidity risk and asset-liability management" provides readers with contents including: Chapter 6 - Asset and liability management II; Chapter 7 - Asset and liability management III - The alco; Chapter 8 - Bank liquidity risk management; Chapter 9 - A sustainable bank business model - capital, liquidity and leverage; Chapter 10 - Bank regulatory capital;...

192p hanlinhchi 28-08-2023 6 4   Download

In addition to careful consideration in the selection of investment projects of the commercial bank itself, improvement of the regulatory framework as well as strengthening the supervisory role of the State Bank (SBV) for capital contribution and share purchase are exceedingly essential, in an effort to ensure operational safety for commercial banks in in the second phase of the restructuring of credit institutions (CIs).

5p nhanchienthien 25-07-2023 6 5   Download

Continued part 1, part 2 of ebook "Handbook of asset and liability management: From models to optimal return strategies" has presents the following content: tools for asset and liability managers; simulation tools for interest rates and other financial indexes; economic value and new risk indicators associated with the basel II and solvency II regulatory perspective; optimal return strategies; conclusions on the alm of tomorrow; annexes;...

266p dieptieuung 20-07-2023 18 7   Download

presents the following content: Chapter 1: Outline, Chapter 2: Bank management and steering, Chapter 3: Banks in their regulatory and economic environment, Chapter 4: Risk modeling and capital: Credit risk (loans), Chapter 5: Risk modeling and capital: Counterparty Credit Risk (EPE), Chapter 6: Risk modeling and capital: Credit risk (securitizations), Chapter 7: Risk modeling and capital: Market risk, Chapter 8: Risk modeling and capital: Operational risk, Chapter 9: Risk modeling: Asset liability management (ALM), Appendix: A-IRB formulas for the derivation of risk-weighted assets, Appendi...

131p haojiubujain02 03-07-2023 5 3   Download

Ebook The global money markets: Part 2 includes contents: Chapter 8 repurchase and reverse repurchase agreements, chapter 9 short-term mortgage-backed securities, chapter 10 short-term asset-backed securities, chapter 11 futures and forward rate agreements, chapter 12 swaps and caps/floors, chapter 13 asset and liability management, chapter 14 bank regulatory capital.

210p haojiubujain02 03-07-2023 8 3   Download

Many East Asian economies experienced rapid economic growth since the early 1960’s, with Singapore and Malaysia being two of the best performers. Various factors have contributed to this growth. They include export-orientated policies, capital investment, a market-friendly approach and an institutional regulatory framework that attracts foreign investors. Another factor is the role of human capital in the form of formal and informal education. Human capital has been researched at both the theoretical and empirical levels.

247p runthenight04 02-02-2023 4 2   Download

Part 1 of ebook "Credit risk management - Basic concepts: Financial risk components, rating analysis, models, economic and regulatory capital" provide readers with content about: bank risk management; credit scoring; credit ratings; risk modelling and measurement; scoring at different customer stages; data definition and collection;...

289p damtuyetha 16-02-2023 9 4   Download

Continued part 1, part 2 of ebook "Credit risk management - Basic concepts: Financial risk components, rating analysis, models, economic and regulatory capital" provide readers with content about: portfolio models for credit risk; basel II; measures of portfolio risk; concentration and correlation; portfolio model formulations; information technology aspects;...

264p damtuyetha 16-02-2023 7 3   Download

The module is designed to introduce you to the legal structure of a company as an economic mechanism of conducting business and to develop your knowledge, understanding and appreciation of topics central to company law. The aim is to enable you to identify key legal issues in relation to company law and propose coherent solutions to practical, hypothetical situations, through the use of case law, statute and regulatory practice.

100p runthenight03 07-12-2022 14 4   Download

The purpose of this chapter is: To look at the sources and consequences of financial fragility focusing on the banking sector, to look at the institutional safeguards the government has built into the system in an attempt to avert financial crises, to study the regulatory and supervisory environment of the banking industry, to examine emerging approaches to regulation that focus on the safety of the financial system rather than on individual institutions.

47p tradaviahe15 23-02-2021 13 2   Download

The main contents of the chapter consist of the following: Interpreting financial statements, profitability ratios, operating profit margin (net profit) ratio, ROCE ratio, liquidity and working capital ratios, working capital ratios, current ratio or working capital ratios,...

32p nanhankhuoctai10 23-07-2020 8 1   Download

The main contents of the chapter consist of the following: Interpreting financial statements, profitability ratios, operating profit margin (net profit) ratio, operating profit margin (net profit) ratio, liquidity and working capital ratios, long-term financial stability,...

29p nanhankhuoctai10 23-07-2020 7 1   Download

The following will be discussed in this chapter: Regulating bank capital adequacy, what is capital adequacy, regulations, 5C’s of credit, regulatory capital, tier 1 capital, tier 2 supplementary capital, revaluation reserves.

34p nanhankhuoctai9 23-07-2020 26 2   Download

Due to its known weaknesses Value at Risk (VaR) has been modified to have a better market risk measurement model. 2007-2008 global financial crisis has increased the necessity to incorporate market liquidity into widely used models. This is to raise the required regulatory capital for trading portfolios since large marked-to-market losses have been observed to hit the global financial system. In line with the new coming regulations, this study applies a Monte-Carlo based approach on Turkish Banks’ hypothetical trading portfolios to measure their total market risk.

11p nguyenminhlong19 21-04-2020 6 0   Download

A critical question that banking supervisors are trying to answer is what is the amount of capital or liquidity resources required by an institution in order to support the risks taken in the course of business. The financial crises of the last several years have revealed that traditional approaches such as regulatory capital ratios to be inadequate, giving rise to supervisory stress testing as a primary tool.

34p trinhthamhodang2 21-01-2020 30 2   Download

Bank business models show diverse risk characteristics, but these differences are not sufficiently considered in Pillar 1 of the regulatory framework. Even if the business model is analyzed within the European SREP, global Pillar 2 approaches differ and could lead to competitive disadvantages. Using the framework of Miles et al. [1], we examine a dataset of 115 European banks, which is split into retail, wholesale, and trading banks. We show that shifts in funding structure affect business models differently.

27p trinhthamhodang2 21-01-2020 40 1   Download

This empirical study analyses the determinants of capital adequacy of Cypriot banks mainly during the period of financial crisis using multiple linear regression. Specifically, the study focuses on certain features of banks (risk, liquidity, return etc.) to determine whether they affect the volatility of capital adequacy. The study provides supportive evidence that there is a negative statistically significant relationship regarding banksize and risk and a positive regarding the level of provisions and percentage of Net Interest Margin.

23p trinhthamhodang2 19-01-2020 30 3   Download

Currently, model risk related to risk models is subject of intense discussions between regulators and the banking industry. With regard to increasing requirements on the one hand and yet no standardized approach by banks to handle model risk on the other hand, this article draws the area of conflict by providing a comprehensive definition and delimitation of model risks and the related regulatory requirements.

15p trinhthamhodang2 19-01-2020 28 0   Download

This study sought to identify the bank-specific determinants of commercial banks financial stability in Kenya. This was achieved by examining the effect of; regulatory capital, credit exposure, bank funding, bank size and corporate governance variables on banks financial stability. Altman’s Z-Score plus Model for non-US and non-manufacturing firms was adopted as a measure of banks financial stability.

27p chauchaungayxua2 19-01-2020 44 2   Download