This paper presents an empirical examination of the effects of both deposit market competition and of wholesale funding on bank risk simultaneously. The traditional view of the relation between competition and risk has focused on the disciplining role of the charter value. In this project we argue that if the structure of bank liabilities and the costs of retail and wholesale funding are jointl...

I am delighted to be with you this morning at the inaugural of the third programme in the series being organised under the aegis of the Centre for Advanced Financial Leaning (CAFL) on the theme of Basel II and Credit Risk Management. I am indeed thankful to the organisers for providing me this valuable opportunity to share my thoughts on this very topical subject with this august audience – whi...

Critical success and failure factors of software projects were extensively studied. However, software project risk management has rarely researched organizational risks even though most problems occur when the social aspects are not addressed. By employing the resistance to change theory, our paper develops an organizational risk diagnosing (ORD) framework in order to show how can organizationa...

In Australia, as in most countries, capital adequacy regulation of banks and other regulated deposit-taking institutions is based on guidelines contained in the Committee’s Capital Accord. APRA therefore takes a close interest in the evolution of the Accord and is keen to contribute to its on-going development. In light of rapid advances in methods for measuring and managing risk in recent year...

The purpose of this empirical study is to analyze and compare the performance of Islamic and conventional banking in Pakistan and to find out which of the banking stream is performing better than other. For this study, sample of 22 conventional banks and 5 Islamic banks were selected. For in-depth understanding and sound comparison, key performance indicators were divided into external and inte...

This paper proposes a new method to measure and monitor the risk in a banking system. Standard tools that regulators require banks to use for their internal risk management are applied at the level of the banking system to measure the risk of a regulator’s portfolio of banks. Using a sample of European banks from 1997 until 2003, we estimate the dynamics and correlations between bank asset port...

FirstRand decided on the AMA not only because of the capital savings that could be obtained, but also to achieve world-class, sophisticated risk management using state-of-theart technology and techniques. The use of an AMA requires the implementation of various risk management processes, subprojects and measurement components that support good, accurate risk measurement, management and reporting.

the main objective of this study is analysis of effective factors on production risk management among orange farmers. statistical population of research included all orange farmers of jiroft (kerman province). using the cochran formula were selected 25 cases, but to increase the validity of the research findings, by class random sampling the number of 125 questionnaire distribution among the me...