Basel Accords on Risk Management: A Survey of Kenya s Commercial Banks
نویسندگان
چکیده
منابع مشابه
External Risk Measures and Basel Accords
Choosing a proper external risk measure is of great regulatory importance, as exemplified in the Basel II and Basel III Accords, which use value-at-risk with scenario analysis as the risk measures for setting capital requirements. We argue that a good external risk measure should be robust with respect to model misspecification and small changes in the data. A new class of data-based risk measu...
متن کاملPerformance of Credit Risk Management in Indian Commercial Banks
For banks and financial institutions, credit risk had been an essential factor that needed to be managed well. Credit risk was the possibility that a borrower of counter party would fail to meet its obligations in accordance with agreed terms. Credit risk; therefore arise from the bank’s dealings with or lending to corporate, individuals, and other banks or financial institutions. Credit risk...
متن کاملCredit Risk Management in Commercial Banks
The article proposes a model of credit risk assessment on the basis of factor analysis of retail clients / borrowers in order to ensure predictive control of the level of risk posed by potential clients in commercial banks engaged in consumer lending. The aim of the study is to determine the level of risk represented by different groups (classes) of retail clients (borrowers) in order to reduce...
متن کاملThe Basel Capital Accords and International Mortgage Markets: A Survey of the Literature
This paper surveys the literature on the impacts of the Basel Capital Accords on banking market profitability, competitiveness, structure and risk-taking. Special emphasis is applied to the evolution of mortgage markets throughout the world over almost two decades of international bank regulatory policies. This paper has received generous financial support from the Canada Housing and Mortgage C...
متن کاملperformance of credit risk management in indian commercial banks
for banks and financial institutions, credit risk had been an essential factor that needed to be managed well. credit risk was the possibility that a borrower of counter party would fail to meet its obligations in accordance with agreed terms. credit risk; therefore arise from the bank’s dealings with or lending to corporate, individuals, and other banks or financial institutions. credit risk...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Global Economics
سال: 2015
ISSN: 2375-4389
DOI: 10.4172/2375-4389.1000164