â â â â  kangwon national university, south korea â â yonsei university, south korea â â  [1] â  kangwon national university, south korea â â â  abstract â  t his paper aims to understand the structure and determinants of international bank l ending among apec economies. specifically, this paper first aims to analyze whether australia canada japan chinese taipei and the united states, which are...

Enterprise risk management (ERM) has become an important topic in today’s more complex, interrelated global business environment, replete with threats from natural, political, economic, and technical sources. Banks especially face financial risks, as the news makes ever more apparent in 2008. This paper demonstrates support to risk management through validation of predictive scorecards for a la...

We examine the roles of idiosyncratic and systemic funding liquidity risks in bank failures. We estimate a discrete-time hazard model of bank failure using data of U.S. commercial banks between 1985 and 2004, and examine its out-of-sample forecasting performance between 2005 and 2011. The out-of-sample performance comparison shows this model outperforms typical bank failure prediction models. W...

Venture capital (VC) improves the nation’s innovative capacity by making investments in early stage businesses that offer high potential but high risk. This paper is concerned with the venture investment fund programmes in Thailand. In particular, the study describes and analyses the VC management of the Small and Medium Enterprise Development Bank of Thailand (SME Bank), the bank set up to hel...

With the drafting of new banking regulation via the Basel II capital accord, bank regulatory capital and its adequacy has become the subject of much debate. In our contribution, we strive to construct a stochastic dynamic model to describe the evolution of bank capital that incorporates capital gains and losses. In our paper, such gains and losses are represented by loan loss reserves and the u...

balance sheet itself does not specify and show all the activities that a bank pays. because banks can do many swap contracts and obligations, exchange, and commitments outside of the balance sheet. to such activities and exchange that will not appear on the balance sheet, are saying off-balance sheet activities. these items are usually reported in the notes to the attached financial statements....

Generally, financial mergers can bring some advantages in terms of improving financial structures, and promoting the operating performance of financial organizations. Meanwhile, official reports demonstrate that the policy of bank mergers has fallen short of expectations, and the choice of managerial strategies remains a major issue for bank administrators. This investigation establishes an ana...

Background Risks associated with a software project have the potential to affect all stakeholders. Today much software makes use of off-the-shelf (OTS) components. A better understanding of OTS-derived software risks will help to define responsibilities for these risks, and also to avoid them. Aim Our objective is to identify, classify and compare risks of OTS-based software projects from both ...

In moral hazard models, bank shareholders have incentives to transfer wealth from the deposit insurer --that is, maximize put option value-by pursuing riskier strategies. For safe banks with large charter value, however, the risk-taking incentive is outweighed by the possibility of losing charter value. Focusing on the relationship between book value, market value, and a risk measure, this pape...