Bank Risk Management and the Franchise Value

The textbook highlights the theoretical and practical problems of banking supervision in Russia, including its goals, objects and forms. Special attention is paid to the requirements for bank risk management and enforcement measures applied by the Central Bank of the Russian Federation to credit institutions. For undergraduates of law schools, graduate students and teachers.

„Qualitative“ Bankenaufsicht – „Königsweg“ der Regulierung?

Perspektiven der Wirtschaftspolitik ◽

10.1111/1468-2516.00018 ◽

2000 ◽

Vol 1 (3) ◽

pp. 281-299 ◽

Cited By ~ 4

Author(s):

Stephan Paul

Keyword(s):

Risk Management ◽

Banking Regulation ◽

Capital Requirements ◽

Capital Adequacy ◽

First Century ◽

Bank Risk ◽

Management Systems ◽

Banking Supervision ◽

Minimum Capital ◽

Proposal A

Abstract Banking regulation in the twenty-first century is at the crossroads. The article discusses the question whether the supervisory review of bank risk management systems is superior to the minimum capital requirements in traditional style. It points out the serious problems of both ways - especially the first one, which was preferred by the Basle Committee of Banking Supervision in its proposal ,,A new capital adequacy framework`` (June 1999).

Empirical Analysis of Malaysian Commercial Bank Risk Management Behavior In Relation To Efficiency

Journal of Financial Studies & Research ◽

10.5171/2012.474949 ◽

2012 ◽

pp. 1-11 ◽

Cited By ~ 1

Author(s):

Devinaga Rasiah ◽

Peong Kim ◽

Ramaiyer Subramanian

Keyword(s):

Risk Management ◽

Empirical Analysis ◽

Commercial Bank ◽

Bank Risk ◽

Management Behavior

The Impact of BASEL Accords on the Management of Vietnamese Commercial Banks

Journal of Risk and Financial Management ◽

10.3390/jrfm13100228 ◽

2020 ◽

Vol 13 (10) ◽

pp. 228

Author(s):

Hai Long Pham ◽

Kevin James Daly

Keyword(s):

Risk Management ◽

Commercial Banks ◽

Value At Risk ◽

Banking System ◽

Capital Adequacy ◽

Bank Risk ◽

Equation Modeling ◽

Least Squares Regression ◽

Basel Accord ◽

The Impact

This paper is an attempt to empirically examine the impact of Basel Accord regulatory guidelines on the risk-based capital adequacy regulation and bank risk management of Vietnamese commercial banks. Our research aims to assess how Vietnamese commercial banks manage their capital ratio and bank risk under the latest Basel Accord capital adequacy ratio requirements. Building on previous studies, this research uses a simultaneous equation modeling (SiEM) with three-stage least squares regression (3SLS) to analyze the endogenous relationship between risk-based capital adequacy standards and bank risk management. A year dummy variable (dy2013) is included in the model to take account of changes in the regulation of the Vietnamese banking system. Furthermore, we add a value-at-risk variable developed by as an independent variable into equations of the empirical models. The results reveal a significant impact of Basel capital adequacy regulatory pressure on the risk-based capital adequacy standards and bank risk management of Vietnamese commercial banks. Moreover, banks under the latest Basel capital adequacy regulations are induced to reduce risks and increase banks’ financial performance.