Risk, capital and efficiency in Chinese banking

Effects Of Risk Parameters (Credit, Operational, Liquidity And Market Risk) On Banking System Efficiency (Studying 15 Top Banks In Iran)

Oligopoly Banking and Capital Accumulation∗

We develop a dynamic general equilibrium model of capital accumulation where credit is intermediated by banks operating in a Cournot oligopoly. The number of banks affects capital accumulation through two channels. First, it affects the quantity of credit available to entrepreneurs. Second, it affects banks’ decisions to collect costly information about entrepreneurs, and thus determines the ef...

Optimal Capital Management in Banking

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...

Managers and efficiency in banking

This paper presents evidence on the impact of managers on cost efficiency in banking. Stochastic frontier analysis is applied to a unique Finnish data set. The paper finds that manager age and education have strong yet complicated effects. University education enhances efficiency if the manager is running a large bank. Managing director changes are systematically followed by efficiency changes....

Risk Management Framework in Islamic Banking: Basel II and III, Challenges and Implications in Islamic Banking

The time to fix the roof is when the sun is shining risk management has not been uppermost on the Islamic banking sector’s agenda in recent years. It is crucial for Islamic banks (IBs) to have comprehensive risk management framework as there is growing realization among IBs that sustainable growth critically depends on the development of a comprehensive risk management framework. Islamic b...