Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 12 of 12 for “"risk-weighted"”.
-
The implications of bank risk-weighted capital and ownership on portfolio rebalancing, profitability, and stability: evidence from Tanzania
… to protect the banking sector against the risk of failure emanating from banks' loan portfolios. A key element of these regulations is usually the prescription of minimum risk-weighted capital ratios. However, this can potentially affect bank profitability and in an attempt to rebalance …
-
A comparison of the returns of 'Regulation 28' compliant and non-compliant funds in South Africa
… plans has exposed pensioners to a number of new risks which the South African government has been encouraged to mitigate through the aggressive implementation of retirement fund regulations. This study specifically focuses on the effect of asset allocation restrictions. The effect of these …
-
Empirical evidence of aggregate credit supply by South African banks since the introduction of international risk based capital regulation
… changed credit supply since the introduction of risk based capital regulation through the Basel Accords. The primary objective is to analyse empirical trends in on-balance sheet lending between 1994 and 2013 and to establish whether the propensity for banks to extend credit at the aggregate …
-
Genetic determinants of rates of cognitive decline in preclinical Alzheimer’s Disease
… turn both the identification of individuals at-risk for AD and, amongst these, those that are expected to decline over the course of a trial. While brain imaging to determine Aβ- amyloid burden has utility in identifying individuals with preclinical AD, further work needs to be conducted to …
-
Heterogenous banks and macroprudential regulations
… and the lowest ratio of Tier-1 capital against risk-weighted assets. These large banks earn a larger interest income per dollar invested in their loan portfolio than small banks, and they maintain the highest net interest margins among all banks. A cash flow sensitivity analysis shows that the …
-
Stochastic modelling in bank management and optimization of bank asset allocation
… to improve the incentives for state-of-the-art risk management in banking, especially in the area of credit risk in view of Basel II. The new regulation seeks to provide incentives for greater awareness of differences in risk through more risk-sensitive minimum capital requirements based on …
-
High-density affordable housing impact investing: a best-in-class project screening credit risk management model
… shallow investment analysis and rudimentary risk-weighted debt-funding solutions. These funding instruments impede developers building affordable housing schemes on well-located parcels of land near existing amenities and profoundly incorporate green technology into buildings. This research …
-
The impact of change in the definition of bank capital according to Basel 3
… definition of bank capital and the definition of risk-weighted assets (RWAs). In comparing Basel 2 with Basel 3, several changes in the definition of capital appear. It is therefore important to analyse the impact of the capital definition change introduced in Basel 3 excluding the changes in the …
-
An Assessment of the Impact of Liquidity and Capital Regulatory Reforms on Retail Banks in the United Kingdom
… drivers of efficiency, including total loans, risk-weighted assets, total deposits, and macroeconomic factors. Results reveal that while US banks are slightly more efficient on average, UK banks demonstrate responsiveness to regulatory changes. The findings suggest that less restrictive …
-
Essays on bank capital and balance sheet adjustment in the UK and US, and implications for regulatory policy
… achieve target tier 1 capital ratios focused on risk-weighted assets, and changes in tier 1 and total capital played a reduced role compared to the pre-crisis period. Given the size of the UK banking sector and the global nature of many of the largest institutions in the UK banking sector, the …
-
Post 2007 crisis unconventional monetary policy in the UK
… with security debt (bonds). In addition, the risk weight regime of Basel capital adequacy requirements induces banks to favour mortgages over business loans to SMEs. My analysis contrasts the implications on bank behaviour of Basel III capital adequacy requirements (scenario 3) with Basel I …
-
The impact of competition and internal corporate governance mechanism on bank performance: the case of North American and European countries
… comply with the minimum capital requirements for risk-weighted capital ratio, and many banks held an excessive level of capital on the balance sheet above the minimum regulatory threshold (Lindquist, 2004; Jokipii and Milne, 2008; Ayuso et al., 2004). The holding of excessive capital buffer …