An Empirical Study on Estimation model of Suhyup Bank's Risk-Weighted Assets, related Basel III

Study of Neuroses: Iii an Empirical Model*

The empirical model presented in this paper is based on observations made on 60 neurotics and 60 normals matched at the individual level. Efforts are made to use the systems approach to present this paradigm synthesising both individual and environmental resources. We are of the opinion that this model is not only useful in understanding the genesis of neuroses rather has utility at the interve...

CHAPTER 1 Supervision of Islamic Banks : The Regulatory Challenge — Basel II and Basel III

Operational risk : A Basel II++ step before Basel III

Following the Banking Committee on Banking Supervision, operational risk quantification is based on the Basel matrix which enables sorting incidents. In this paper we analyze these incidents in depth and propose strategies for carrying out the supervisory guidelines proposed by the regulators. The objectives are as follows: • On the first hand, banks need to provide a univariate capital charge ...

Enhanced Prudential Standards Under Basel Iii: What Consequences For The Profitability Of Banks

Since the subprime financial crisis, international financial regulatory institutions (Basel, MIFID, Dodd-Frank), have strengthened regulatory requirements on systemically important banks. The Basel Committee on Banking Supervision, and based on the G20 recommendations, has drawn up a reform program to reconfigure the banking system, based mainly on increasing the capital requirement. The progra...

Estimation of Default Risk Based on KMV Model—An Empirical Study for Chinese Real Estate Companies

In this paper, we analyze the default risk of Chinese real estate companies with KMV model and time-varying copula. We collected the data of the listed real estate companies in Shanghai and Shenzhen Exchanges from 2007 to 2012 to calculate the default distance and correlations. Experiments results show that the default risk increases during the financial crisis. Moreover, results also indicate ...