capital requirement
Non-Performing Loan and Liquidity of Universal Banks: Does Minimum Capital Requirement Matters?
... minimum capital requirement by the central bank of Ghana, the study seeks to establish the determinates of NPL and its effect of the liquidity of the banks does the minimum capital requirement ...
10
Modelling a Dutch Pension Fund’s Capital Requirement for Longevity Risk
... of capital for this ...resulting capital requirement from our method is less than half of the capital requirement calculated using the method suggested by ...
8
Value At Risk, Minimum Capital Requirement And The Use Of Extreme Value Distributions: An Application To BRICS Markets
... minimum capital requirement values computed with the VaR and ES were significantly different when one uses the Variance-Covariance or the EVT-based GPD ...
10
An Assessment of the Market Risk Solvency Capital Requirement Simplifications for Insurance Undertakings
... estimated capital requirement for the in- terest rate risk and the actual ...which capital is scarce, this can be a showstopper if the shareholders are not willing to provide this capital or ...
25
The relationship between capital requirement and Financial performance of Commercial Banks in Kenya
... minimum capital requirement aimed at strengthening institutional structures and improving resilience of the banking ...minimum capital requirement in order to operate as a commercial bank in ...
110
The calculation of Solvency Capital Requirement using Copulas
... lower capital requirement through the theory of the copulas, function that are gaining increasing importance in various economic ...lower capital requirement involves the advantage for the ...
9
Minimum Capital Requirement Calculations for UK Futures
... smaller capital requirements occur for the loss-covered probability of 90% with values of ...minimum capital requirement of ...minimum capital requirements increase at higher confidence ...
44
Relationship between Capital Requirement, Ownership Structure, and Financial Performance in Saudi Arabian Listed Companies
... With the increasing demand for shareholder association with the listed companies, the researchers (Ducassy and Guyot, 2017; Muritala, 2018) focused more on the ownership structure and the company performance. In the ...
14
BANK CAPITAL REQUIREMENT AS REGULATORY TOOL IN NIGERIA – A CRITIQUE
... As further observed by Ogowewo and Uche (2006) "having failed in its primary responsibility to provide a sound macro-economic environment for economic activity including banking, the Central Bank has focused on ...
18
Predictors of Treatment Adherence in Adolescents with Inflammatory Bowel Disease: The Role of Age, Body Satisfaction and Prospective Memory in Medication and Diet Behavior
... to capital regulation have come to ...regulatory capital relief were not fully ...new capital requirement, soon after its implementation in the ...the capital requirements. In this ...
166
Value-at-risk under ambiguity aversion
... a capital requirement for market risk, and especially after 1996, when regulators began to allow and promote the use of internal models to measure risk exposures, quantile measures such as Value-at-Risk ...
13
CAS: On Developing a Solvency Framework for Bookmakers
... and Capital Requirement Directives in the Financial ...minimum capital requirement for bookmakers to accept a particular number of bets — “A passport for taking ...
12
A Multivariate Analysis for Risk Capital Estimation in Insurance Industry: Vine Copulas
... solvency capital requirements ...solvency capital requirement based on Monte Carlo simulation by integrating different copula families to stylize the dependence structure among ...definition, ...
20
Europe’s New Post-Trade Infrastructure Rules. ECMI Policy Brief No. 20, 8 November 2012
... regards capital requirements for CCPs, another body, the European Banking Authority (EBA) is required to draft regulatory technical standards (RTSs), which were published in ...Regulatory capital will be ...
10
Prospects and challenges of a Pan-European post-trade infrastructure. ECMI Policy Brief No. 20, 8 November 2012
... regards capital requirements for CCPs, another body, the European Banking Authority (EBA) is required to draft regulatory technical standards (RTSs), which were published in ...Regulatory capital will be ...
10
View of Basel Capital Channel and Lending Behavior of Banking Institutions in Nigeria: An Empirical Investigation | Asian Journal of Social Sciences and Management Studies
... bank capital and performance during the ...higher capital metrics before the ...1988 capital requirements, concluding that bank capital pressures during cyclical downturns in the US and Japan ...
11
Failure Probability Under Parameter Uncertainty
... whereby capital is set as a percentile of the predictive distribution is consistent with principle-based regimes; the regulator has only to specify a confidence level, the same for all companies, and all ...
36
Bank's Capital Reform, Size and Performance: The Nigerian Experience
... share capital for commercial banks was raised by 100% to ...share capital of commercial banks have been ...minimum capital base of N5million for both foreign and local banks in ...share ...
17
The interdependence of monetary and macroprudential policy under the zero lower bound National Bank of Belgium Working Paper No 310
... the capital requirement instrument mitigates the recession in response to bank/firm risk shocks since it reduces the probability of bank/firm default, ...
38
Factors Determining Working Capital Requirements of Power Distribution Utilities in India
... working capital management practices in complex organizational settings (Darun, ...working capital required by a ...working capital requirement of a ...working capital requirements of ...
6