Relevant bibliographies by topics / Capital adequacy

Academic literature on the topic 'Capital adequacy'

Author: Grafiati
Published: 4 June 2021
Last updated: 31 January 2023

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Contents

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Capital adequacy.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Capital adequacy"

1

Białas, Małgorzata, and Adrian Solek. "EVOLUTION OF CAPITAL ADEQUACY RATIO." Economics & Sociology 3, no. 2 (November 20, 2010): 48–57. http://dx.doi.org/10.14254/2071-789x.2010/3-2/5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Allen, D. E., M. McAleer, R. J. Powell, and A. K. Singh. "A capital adequacy buffer model." Applied Economics Letters 23, no. 3 (August 3, 2015): 175–79. http://dx.doi.org/10.1080/13504851.2015.1061639.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Sheridan, Niamh, and B. Jang. "Bank Capital Adequacy in Australia." IMF Working Papers 12, no. 25 (2012): 1. http://dx.doi.org/10.5089/9781463932527.001.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Tarbert, Heath Price. "Are International Capital Adequacy Rules Adequate? The Basle Accord and beyond." University of Pennsylvania Law Review 148, no. 5 (May 2000): 1771. http://dx.doi.org/10.2307/3312754.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Carosio, Giovanni. "The New Basel Capital Adequacy Framework." Economic Notes 30, no. 3 (November 2001): 327–35. http://dx.doi.org/10.1111/1468-0300.00061.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Mälkönen, Ville. "Capital adequacy regulation and financial conglomerates." Journal of Banking Regulation 6, no. 1 (October 2004): 33–52. http://dx.doi.org/10.1057/palgrave.jbr.2340180.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

HOGAN, WARREN. "CAPITAL ADEQUACY RULES: IMPACT AND OPPORTUNITY." Economic Papers: A journal of applied economics and policy 8, no. 2 (June 1989): 57–72. http://dx.doi.org/10.1111/j.1759-3441.1989.tb01067.x.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

AVRAM, KATHERINE. "CAPITAL ADEQUACY REQUIREMENTS FOR AUSTRALIAN BANKS." Economic Papers: A journal of applied economics and policy 18, no. 3 (September 1999): 19–33. http://dx.doi.org/10.1111/j.1759-3441.1999.tb00939.x.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Klepczarek, Emilia. "Determinants Of European Banks' Capital Adequacy." Comparative Economic Research. Central and Eastern Europe 18, no. 4 (December 17, 2015): 81–98. http://dx.doi.org/10.1515/cer-2015-0030.

Full text
Abstract:
This paper examines the factors affecting the Common Equity Tier 1 Ratio (CET1), which is a measure of the relationship between core capital and the risk-weighted assets of banks. The research is based on a randomly selected sample from the group of banks examined by the European Central Bank authorities. The ECB conducted stress tests assessing the CET1 Ratio with respect to the Basel III regulations. The findings confirm the hypothesis about the impact of bank size and the risk indicators (risk-weight assets to total assets ratio and the share of loans in total assets) on banks’ capital adequacy. They also confirm strong effect of competitive pressure and the negative correlation between the CET1 Ratio and the share of deposits in non-equity liabilities, which may be explained by the existence of the deposit insurance system. Finally the paper presents the limitations of the study and conclusions regarding possible further research in this subject area.
APA, Harvard, Vancouver, ISO, and other styles
10

SHAH, ATUL K. "WHY CAPITAL ADEQUACY REGULATION FOR BANKS?" Journal of Financial Regulation and Compliance 4, no. 3 (March 1996): 278–91. http://dx.doi.org/10.1108/eb024889.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Capital adequacy"

1

Gallagher, Mark Ashley. "Bank capital : definition, adequacy and issue announcement effects." Thesis, City University London, 1992. http://openaccess.city.ac.uk/7993/.

Full text
Abstract:
This dissertation focuses primarily on potential explanations for bank common stock abnormal returns, and their patterns, coincident with the announcement of bank capital issues. Potential influences considered include increased regulatory pressure, conflicting regulatory and market views of bank capital adequacy and the relative predictability of security type. Where possible, the dissertation is set in both UK and US contexts. The dissertation has four principal research components; (1) a review of historical and contemporary bank capital regulation in the UK and US. Historical analysis indicates that the definition of capital, as determined by its functional properties, is dynamic and qualifies the consistency of its measurement over time. The regulatory control of absolute levels of capital is seen to have influence on bank structural development, costs and risk. The regulatory control of relative bank capital (ie in terms of balance sheet structure) is found to have a long and controversial history in the US and is effective progenitor of the current methodology of bank capital measurement and assessment, such as the Basle Agreement, and contains a number of potentially costly deficiencies. (2) an examination of bank capital issue announcement effects in the UK. Following similar work in the US (eg Keeley 1989) negative abnormal return effects are found associated with the announcements of UK ordinary share issues. Also, evidence hints that an imposed increase in regulatory capital pressure (viz the introduction of a minimum capital ratio regime) causes a reduction in issue announcement effects for ordinary share issues. (3) assessment of the capital adequacy of UK and US banks from a market perspective and in terms of a number definitions of capital; namely equity, regulatory primary capital (US), and the 1992 Basle Agreement capital. Conflict between market and regulatory views of capital adequacy are observed in certain years for primary capital. In terms of the capital structure relevance hypothesis, this suggests particular costs which may influence issue announcement effects. (4) modelling the predictability of UK bank capital issue security type (viz ordinary share and debt) and assessing the hypothesis that it is inversely related to the announcement abnormal returns.
APA, Harvard, Vancouver, ISO, and other styles
2

Santoso, Wimboh. "Capital adequacy assessment in Indonesia : an empirical study." Thesis, Loughborough University, 1999. https://dspace.lboro.ac.uk/2134/7096.

Full text
Abstract:
Many Indonesian banks suffered problems and some even failed in the early 1990s. This provided evidence that risk-based capital adequacy regulation in Indonesia had failed to prevent banks from taking excessive risks. Such observations provide the motivation for this thesis which seeks to identify the nature of bank risks in Indonesia and also analyses the operation of risk-based capital adequacy regulation in Indonesia. To obtain a general view of risk in Indonesian banks, this thesis includes an empirical study to identify the determinants of problem banks in Indonesia using a logit fixedeffect model. The model also can be used as an "early warning" device in banking supervision. This study finds that credit risk and operational risk contributed significantly to banking problems. State banks, non-foreign exchange banks and regional development banks are shown to be also sensitive to interest rate risk. Foreign exchange rate risk is less significant for banks (by group) in Indonesia. If we examine cases individually, however, there were some bank failures which were due to excessive foreign exchange rate risk. This thesis also finds that the adoption of risk-based capital adequacy regulation in Indonesia contains some deficiencies, such as focusing only on credit risk (ignoring market risk). This study suggests that market risk should be included in capital adequacy assessment and a number of alternative models of risk assessment [exponential weighted moving average (EWMA) and generalised autoregressive heteroscedasticity (GARCH)] are analysed. The results of the empirical study show that the inclusion of foreign exchange rate risk in capital adequacy assessment results in a higher capital requirement than that resulting from the application of the BIS's standardised methodology. This study also finds that the decay factor of 0.94 suggested by J. P. Morgan (J. P. Morgan, 1995, 1996) is irrelevant for [DR (Indonesian Rupiah) exchange rate returns. Additionally, assessment of foreign exchange rate risk using GARCH suggests a lower capital charge than that applicable under the BIS's standardised methodology and EWMA. The policy implications of these findings are also considered.
APA, Harvard, Vancouver, ISO, and other styles
3

Kruja, Zana. "Capital Access in Rural Virginia." Diss., Virginia Tech, 1997. http://hdl.handle.net/10919/30702.

Full text
Abstract:
The objective of this study is to determine whether there are inadequacies in the rural financial markets of Virginia. The analysis is based on data from a survey of farm and non-farm small businesses, in five rural counties in Virginia. A Probit model is used to determine whether the financing difficulty encountered by small rural businesses is significantly determined by non-risk characteristics of users of capital and/or non-risk characteristics of local capital markets. Four variables representing different aspects of financing difficulty are used as the dependent variables in each of the four models used in this study. These variables are, loan denial and non-local financing reported by the survey respondents, opinions of survey respondents on the adequacy of local capital markets, and their expectations on future satisfaction with the performance of the local capital market. Businesses' risk characteristics should be the only determinant of the financing difficulty faced by capital users. However, this analysis indicates that access to capital is determined by non-risk local businesses' and local financial market characteristics as well. Among the most influential non-risk characteristics are: firm size, number of non-local locations, number of competitors in the local market, form of ownership, size of local financial institutions, and local financial institutions' specialization in lending to small businesses. In addition there are large differences in the way financing needs are met in different economic sectors in rural areas. Non-agricultural businesses seem to have less access to financing compared to agricultural businesses. Further, there is evidence that information in rural financial markets is not complete, and that the sources of information are limited. The evidence on availability of capital is mixed and insufficient to conclude that this is an issue in rural Virginia. The results of the analysis are used to identify ways to increase the availability of cost efficient capital for new and small businesses in rural areas in Virginia. The recommendations include considerations on how to improve governmental presence in rural capital markets to provide or facilitate better access to capital.
Ph. D.
APA, Harvard, Vancouver, ISO, and other styles
4

Siddiq, Abu Bakar. "Capital Adequacy Behaviour: : A case study of Swedish banking industry." Thesis, Jönköping University, JIBS, Accounting and Finance, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-12932.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Black, Kevin. "Determining capital adequacy for a community bank's agricultural loan portfolio." Thesis, Kansas State University, 2015. http://hdl.handle.net/2097/35221.

Full text
Abstract:
Master of Agribusiness
Department of Agricultural Economics
Brian C. Briggeman
As the recent financial crisis brought to light, the ability of commercial banks to quantify and better manage risk in their loan portfolios is paramount to their continued success and viability. Assessing, managing, and retaining capital is now a larger issue than ever given this event as well as the advent of the Basel III Accord. Pinnacle Bancorp is a community banking organization headquartered in Omaha, Nebraska with roughly $8.6 billion in assets. The company is also one of the largest agricultural lenders in the country and the largest agricultural lender among traditional community banks. Given the ominous outlook heading into 2016 for agricultural producers from lower projected net incomes and increased borrowing costs following Federal Reserve action on the Fed Funds Rate, many banks worry about the increased likelihood of default for agricultural producers. The objective of this thesis is to determine the adequacy of Pinnacle Bank’s equity capital relative to the agricultural loan portfolio. This process begins by employing binary logit regression in an effort to determine the probability of default for the bank’s agricultural loan portfolio. With default likelihood quantified, efforts are then made to determine the bank’s credit value-at-risk at various solvency levels. These figures are then compared to current capital levels in order to determine the adequacy of bank capital as measured by five key regulatory ratios ultimately imposed by Basel III. Finally, recommendations are made to management as to the adequacy of bank capital relative to the agricultural loan portfolio and any future efforts that need to be made in order to determine and ensure the adequacy of bank capital for the entire loan portfolio.
APA, Harvard, Vancouver, ISO, and other styles
6

Kim, Kyoung Yong. "Capital adequacy requirements and the risk-return profile of Korean banks." Thesis, Bangor University, 1993. https://research.bangor.ac.uk/portal/en/theses/capital-adequacy-requirements-and-the-riskreturn-profile-of-korean-banks(c30cb9c9-e030-40f6-b0b9-f5d0e891933d).html.

Full text
Abstract:
Bank supervision in general, and capital adequacy requirements in particular, are concerned fundamentally with bank safety, the stability of the financial system and depositor protection. Bank safety and the stability of the banking and financial system are crucially influenced by the public confidence that depositors and other creditors have in the banks and banking system. Bank capital adequacy is a critical element in generating public confidence in a bank's ability to handle uncertainty and as the ultimate defence against such losses. In this context, capital adequacy regulations by the supervisory authorities have become an increasingly important policy tool to help curb the amount of risk exposure that a bank can assume, thereby helping to preserve public confidence in a bank and the banking system as a whole. Capital adequacy regulations essentially operate on a bank's risk and return profile. This role of capital adequacy requirements is particularly important in Korea. To examine the impact of the new capital adequacy requirements on bank's risk-return profile, an event study methodology was developed. The empirical results using the OLS and SURE estimation indicated strongly that the new capital standards in Korea did not have an impact on bank shareholders' wealth, whereas they had an apparent partial effect on banks' risk, at least perceived by investors in Korea. In addition, no intra-industry effects were found. Our conclusions reveal some policy implications. Firstly, supervisory authorities should reexamine and reassess the present supervisory monitoring system and reestablish it to be appropriate for the new, more vulnerable and competitive (deregulating) financial environment. Secondly, to improve the supervisory monitoring process, the supervisory authorities should enhance the role of the market. Finally, under a environment where the free market is being emphasised in resource allocation, bank supervisors should always consider the simultaneous impact of structural deregulation and supervisory re-regulation within their policy-making process.
APA, Harvard, Vancouver, ISO, and other styles
7

Fouché, Casper Hendrik. "Continuous-time stochastic modelling of capital adequacy ratios for banks / C.H. Fouche." Thesis, North-West University, 2005. http://hdl.handle.net/10394/1221.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Fung, James Cheuk Lun. "An agent-based model of the interbank market : reserve and capital adequacy requirements." Thesis, University of Leeds, 2014. http://etheses.whiterose.ac.uk/8242/.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Shabani, Mimoza. "The incidence of bank default and capital adequacy regulation in U.S. and Japan." Thesis, SOAS, University of London, 2015. http://eprints.soas.ac.uk/20381/.

Full text
Abstract:
This thesis provides an original theoretical and empirical analysis of the effectiveness of capital adequacy regulation in promoting the soundness and stability of the international banking system, focusing on two countries: US and Japan. It is argued that capital adequacy regulation is theoretically flawed, taking no account of the process of balance sheet reconstruction banks undertake to achieve overcapitalisation, and ignoring any effect on the rest of the economy. The analysis uses a macro- economic theory -based approach to examine the impact of capital adequacy regulation on the probabilities of default of US and Japanese banks for the period, 2007-2009 and 1998-2000, respectively. The underlying theory of this analysis is the capital market inflation theory, which looks at the system as a whole and thus making it possible to analyse the role of the Basel capital requirements on the real economy. This thesis also provides an empirical evaluation of the capital market inflation theory, by developing a simple asset-pricing model to estimate the US and Japanese stock price indexes, taking into account the inflows of institutional investors, such as pension funds and insurance companies, into the capital markets. As a reinforcing argument against capital adequacy regulation the shadow banking system is incorporated into the analysis as a cosmetic manicure for risk in balance sheet. The evidence suggests that risk-weighted capital adequacy regulation gives misleading signals about the soundness of banks. The empirical results imply that banks with higher Tier I capital ratios have a higher probability of default whereas banks with higher unweighted capital ratios have a lower probability of default. The results suggest that the negative relationship between unweighted capital ratios and the probability of default is the effect of illiquidity in the capital market for relatively risk-free assets, whereas the positive relationship between the Tier 1 capital ratios and the probability of defaults is the effect of crowding out in the capital market.
APA, Harvard, Vancouver, ISO, and other styles
10

Muller, Grant Envar. "Optimal asset allocation and capital adequacy management strategies for Basel III compliant banks." University of the Western Cape, 2015. http://hdl.handle.net/11394/4755.

Full text
Abstract:
Philosophiae Doctor - PhD
In this thesis we study a range of related commercial banking problems in discrete and continuous time settings. The first problem is about a capital allocation strategy that optimizes the expected future value of a commercial bank’s total non-risk-weighted assets (TNRWAs) in terms of terminal time utility maximization. This entails finding optimal amounts of Total capital for investment in different bank assets. Based on the optimal capital allocation strategy derived for the first problem, we derive stochastic models for respectively the bank’s capital adequacy and liquidity ratios in the second and third problems. The Basel Committee on Banking Supervision (BCBS) introduced these ratios in an attempt to improve the regulation of the international banking industry in terms of capital adequacy and liquidity management. As a fourth problem we derive a multi-period deposit insurance pricing model which incorporates the optimal capital allocation strategy, the BCBS’ latest capital standard, capital forbearance and moral hazard. In the fifth and final problem we show how the values of LIBOR-in-arrears and vanilla interest rate swaps, typically used by commercial banks and other financial institutions to reduce risk, can be derived under a specialized version of the affine interest rate model originally considered by the bank in question. More specifically, in the first problem we assume that the bank invests its Total capital in a stochastic interest rate financial market consisting of three assets, viz., a treasury security, a marketable security and a loan. We assume that the interest rate in the market is described by an affine model, and that the value of the loan follows a jump-diffusion process. We wish to find the optimal capital allocation strategy that maximizes an expected logarithmic utility of the bank’s TNRWAs at a future date. Generally, analytical solutions to stochastic optimal control problems in the jump setting are very difficult to obtain. We propose an approximation method that exploits a similarity between the forms of the control problems of the jump-diffusion model and the diffusion model obtained by removing the jump. With the jump assumed sufficiently small, the analytical solution of the diffusion model then serves as a proxy to the solution of the control problem with the jump. In the second problem we construct models for the bank’s capital adequacy ratios in terms of the proxy. We present numerical simulations to characterize the behaviour of the capital adequacy ratios. Furthermore, in this chapter, we consider the approximate optimal capital allocation strategy subject to a constant Leverage Ratio, which is a specific non-risk-based capital adequacy ratio, at the minimum prescribed level. We derive a formula for the bank’s TNRWAs at constant (minimum) Leverage Ratio value and present numerical simulations based on the modified TNRWAs formula. In the third problem we model the bank’s liquidity ratios and we monitor the levels of the liquidity ratios under the proxy numerically. In the fourth problem we derive a multi-period deposit insurance pricing model, the latest capital standard a la Basel III, capital forbearance and moral hazard behaviour. The deposit insurance pricing method utilizes an asset value reset rule comparable to the typical practice of insolvency resolution by insuring agencies. We perform numerical computations with our model to study its implications. In the final problem, we specialize the affine interest rate model considered previously to the Cox-Ingersoll-Ross (CIR) interest rate dynamic. We consider fixed-for-floating interest rate swaps under the CIR model. We show how analytical expressions for the values of both a LIBOR-in-arrears swap and a vanilla swap can be derived using a Green’s function approach. We employ Monte Carlo simulation methods to compute the values of the swaps for different scenarios. We wish to make explicit the contributions of this project to the literature. A research article titled “An Optimal Portfolio and Capital Management Strategy for Basel III Compliant Commercial Banks” by Grant E. Muller and Peter J. Witbooi [1] has been published in an accredited scientific journal. In the aforementioned paper we solve an optimal capital allocation problem for diffusion banking models. We propose using the solution of the Brownian motions control problem of [1] as the proxy in problems two to four of this thesis. Furthermore, we wish to note that the methodology employed on the final problem of this study is actually from the paper [2] of Mallier and Alobaidi. In the paper [2] the authors did not present simulation studies to characterize their pricing models. We contribute a simulation study in which the values of the swaps are computed via Monte Carlo simulation methods.
APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "Capital adequacy"

1

Walker, George Alexander. A new capital adequacy framework. London: London Institute of International Banking, Finance, and Development Law, 2000.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

Risk management and capital adequacy. New York: McGraw-Hill, 2003.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

Dhumale, R. Capital adequacy standards: Are they sufficient. Cambridge: ESRC Centre for Business Research, University of Cambridge, 2000.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
4

Gardener, Edward P. M. Regulation and Covergence of Capital Adequacy. Bangor: University College of North Wales, 1989.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

Shorter, Gary W. SIPC: Capital adequacy and recent reforms. [Washington, D.C.]: Congressional Research Service, Library of Congress, 1991.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
6

Gardener, Edward P. M. The capital adequacy problem in modern banking. Bangor (Wales): Institute of European Finance, 1989.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

Gardener, Edward P. M. The Capital Adequacy Problem in Modern Banking. Bangor: University College of North Wales, 1989.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
8

Hall, Maximilian. The BIS capital adequacy "rules": A critique. Loughborough: Loughborough University Banking Centre, 1989.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

Sarma, Mandira. Capital adequacy regime in India: An overview. New Delhi: Indian Council for Research on International Economic Relations, 2007.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
10

Cecchetti, Stephen G. Do capital adequacy requirements matter for monetary policy? Cambridge, MA: National Bureau of Economic Research, 2005.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Book chapters on the topic "Capital adequacy"

1

Donaldson, T. H. "Capital Adequacy." In Credit Risk and Exposure in Securitization and Transactions, 147–65. London: Palgrave Macmillan UK, 1989. http://dx.doi.org/10.1007/978-1-349-10361-4_8.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Lessambo, Felix I. "Banks’ Capital Adequacy." In The U.S. Banking System, 185–207. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-34792-5_13.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Lessambo, Felix. "Capital Adequacy: The Basels." In The International Banking System, 95–107. London: Palgrave Macmillan UK, 2013. http://dx.doi.org/10.1007/978-1-137-27513-4_12.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Bisoni, Cesare. "Capital Adequacy: The Italian Experience." In The Future of Financial Systems and Services, 376–86. London: Palgrave Macmillan UK, 1990. http://dx.doi.org/10.1007/978-1-349-10439-0_22.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Cousin, Violaine. "Capital Adequacy and Risk Management." In Banking in China, 96–105. London: Palgrave Macmillan UK, 2007. http://dx.doi.org/10.1057/9780230595842_8.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Cousin, Violaine. "Capital Adequacy and Risk Management." In Banking in China, 181–97. London: Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230306967_13.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Alamad, Samir. "Internal Capital Adequacy Assessment in IFIs." In Financial and Accounting Principles in Islamic Finance, 257–75. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-16299-3_11.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Barrell, Ray, and Sylvia Gottschalk. "Capital Adequacy Requirements in Emerging Markets." In The Basel Capital Accords in Developing Countries, 97–140. London: Palgrave Macmillan UK, 2010. http://dx.doi.org/10.1057/9780230276093_6.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Smith, James. "Solvency and Capital Adequacy in Takaful." In Takaful Islamic Insurance, 193–216. 2 Clementi Loop, #02-01, Singapore 129809: John Wiley & Sons (Asia) Pte. Ltd., 2012. http://dx.doi.org/10.1002/9781118390528.ch10.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Hendricks, Darryll. "Capital Adequacy in Financial Institutions: Basel Proposals." In Risk Management: The State of the Art, 201–5. Boston, MA: Springer US, 2001. http://dx.doi.org/10.1007/978-1-4615-0791-8_16.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Capital adequacy"

1

"Are credit ratings a good measure of capital adequacy?" In 19th International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand (MSSANZ), Inc., 2011. http://dx.doi.org/10.36334/modsim.2011.d6.allen3.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Tershukova, Marina Borisovna, and Larisa Nikolaevna Milova. "Bank Capital Adequacy as an Object of Corporate Management." In International Scientific and Practical Conference. TSNS Interaktiv Plus, 2020. http://dx.doi.org/10.21661/r-541194.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Paudel, Gyanendra Prasad, and Suvash Khanal. "DETERMINANTS OF CAPITAL ADEQUACY RATIO (CAR) IN NEPALESE COOPERATIVE SOCIETIES." In 5th Economics & Finance Conference, Miami. International Institute of Social and Economic Sciences, 2016. http://dx.doi.org/10.20472/efc.2016.005.021.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Hui, Yuan Yan, Xun Xiao Ping, Xiao Hua Rong, Chen Shao Cai, Zhao Xiao Fang, Li Li Hua, Yuan Yan Hui, and Xu Xiao Ping. "Research on influence factors of commerical bank's capital adequacy ratio." In 2011 International Conference on E-Business and E-Government (ICEE). IEEE, 2011. http://dx.doi.org/10.1109/icebeg.2011.5882426.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Indrastuti, Sri, Hamdi Agustin, and Amries Rusli Tanjung. "Analysis of Influence of Intellectual Capital and Capital Adequacy Ratio on Bank Performance in Indonesia." In 6th Annual International Conference on Management Research (AICMaR 2019). Paris, France: Atlantis Press, 2020. http://dx.doi.org/10.2991/aebmr.k.200331.018.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Rizvi, Noor Ulain, Smita Kashiramka, and Shveta Singh. "AN IMPACT ASSESSMENT OF HIGHER CAPITAL ADEQUACY REQUIREMENTS: EVIDENCE FROM INDIA." In 45th International Academic Conference, London. International Institute of Social and Economic Sciences, 2019. http://dx.doi.org/10.20472/iac.2019.045.037.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Ao, Hui. "The Effects of Capital Adequacy Ratio on Risk Early-Warning of Credit Guarantee Institution." In 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5304200.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Halmawati, Halmawati. "Effect of Capital Adequacy, Liquidity to Shariah Financial Performance in Shariah Banking in 2011-2015." In Proceedings of the 2nd Padang International Conference on Education, Economics, Business and Accounting (PICEEBA-2 2018). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/piceeba2-18.2019.4.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Susila, Gede Putu Agus Jana, I. Wayan Cipta, Ni Luh Wayan Sayang Telagawathi, and Gede Wira Kusuma. "The Impact of Capital Adequacy and Operational Costs on Operational Revenues (BOPO) on Operating Profit." In 6th International Conference on Tourism, Economics, Accounting, Management, and Social Science (TEAMS 2021). Paris, France: Atlantis Press, 2021. http://dx.doi.org/10.2991/aebmr.k.211124.005.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Ekadjaja, Margarita, Halim Putera Siswanto, Agustin Ekadjaja, and Rorlen Rorlen. "The Effects of Capital Adequacy, Credit Risk, and Liquidity Risk on Banks’ Financial Distress in Indonesia." In Ninth International Conference on Entrepreneurship and Business Management (ICEBM 2020). Paris, France: Atlantis Press, 2021. http://dx.doi.org/10.2991/aebmr.k.210507.059.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "Capital adequacy"

1

Cecchetti, Stephen, and Lianfi Li. Do Capital Adequacy Requirements Matter for Monetary Policy? Cambridge, MA: National Bureau of Economic Research, December 2005. http://dx.doi.org/10.3386/w11830.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Yani, Nor. PENGARUH CAPITAL ADEQUACY RATIO (CAR) DAN NON PERFORMING LOAN (NPL) TERHADAP PROFITABILITAS (STUDI KASUS PADA BANK BUMN). Jurnal Madani: Ilmu Pengetahuan, Teknologi, dan Humaniora, September 2018. http://dx.doi.org/10.33753/madani.v1i2.18.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Arewa, Moyosore, and Fabrizio Santoro. An Introduction to Digital Tax Payment Systems in Low-and Middle-Income Countries. Institute of Development Studies, December 2022. http://dx.doi.org/10.19088/ictd.2022.019.

Full text
Abstract:
National tax administrations are increasingly investing in the digital facilities needed to make it possible for taxpayers to go online both to file their routine tax returns (e-filing) and remit the tax payments due (e-payment). These facilities potentially benefit both taxpayers and tax administrations. This paper first maps the landscape, explaining which filing and payment technologies are used for tax collection in Africa. We then examine why these technologies are not used to their full potential. Some constraints are on the demand side. These include taxpayers’ preferences for cash and in-person relations and low familiarity with and trust in digital technology. Other constraints lie in infrastructure deficits and broader political, regulatory, and institutional factors. Unlocking the full potential of e-filing and e-payment systems thus seems to depend on meeting several pre-conditions, including solid political will, sound regulatory frameworks, reliable payment infrastructure and adequate investment in human capital. However, there is relatively little reliable evidence of the actual effectiveness of e-services in tax collection. We conclude by outlining some research priorities.
APA, Harvard, Vancouver, ISO, and other styles
4

Rose, Jonathan, Josette Arévalo, Thaís Soares, Andreia Barcellos, Ruben Lamdany, and Dennis Leech. Evaluation of the Inter-American Development Bank's Governance. Inter-American Development Bank, September 2022. http://dx.doi.org/10.18235/0004486.

Full text
Abstract:
The Inter-American Development Bank (IDB) was founded in 1959 as an initiative of Latin American and Caribbean (LAC) countries and the United States to support the development of the region through an institution in which LAC countries would play a leading role through their majority capital and voting shares but with significant participation of the United States. The Agreement Establishing the Inter-American Development Bank (the Agreement; IDB 1959/1996) articulated the desired balance of responsibilities and power between LAC and the United States. It also provided that the IDB's governance would center around three governing bodies: the Board of Governors (BOG), the Board of Executive Directors (EXD), and Senior Management. The objective of this evaluation, requested by the EXD, was to assess the extent to which existing institutional arrangements at the IDB allow it to operate effectively and efficiently while providing sufficient accountability, transparency, and stakeholder voice in decision making. The evaluation focused on four dimensions: (1) effectiveness--the extent to which the IDB's governance arrangements allow the institution to effectively set strategic objectives, provide means to attain those objectives, and monitor performance; (2) efficiency--the degree to which the costs (in both money and time) of the IDB's governing bodies to perform their assigned roles and responsibilities are consistent with their priorities; (3) accountability and transparency--the extent to which the IDB's governance arrangements render the IDB governing bodies accountable to its shareholders for the responsibilities delegated to them, and the ability of secondary stakeholders, such as civil society, project beneficiaries, and private sector entities, to access information; and (4) voice--the extent to which the IDB's governance arrangements provide the shareholders and secondary stakeholders with an adequate voice in decision making.
APA, Harvard, Vancouver, ISO, and other styles
5

Yuval, Boaz, and Todd E. Shelly. Lek Behavior of Mediterranean Fruit Flies: An Experimental Analysis. United States Department of Agriculture, July 2000. http://dx.doi.org/10.32747/2000.7575272.bard.

Full text
Abstract:
The Mediterranean fruit fly, Ceratitis capitata (Diptera: Tephritidae), is a ubiquitous pest of fruit trees, causing significant economic damage both in the U.S. and in Israel. Control efforts in the future will rely heavily on the sterile insect technique (SIT). Success of such operations hinges on the competitive ability of released males. The mating system of the medfly is based on leks. These are aggregations of sexually signaling males that attract females (who then select and copulate a courting male). A major component of male competitiveness is their ability to join existing leks or establish leks that are attractive to wild females. Accordingly, we identified leks and the behaviors associated with them as critical for the success of SIT operations. The objectives of this proposal were to determine 1. what makes a good lek site, 2. what are the energetic costs of lekking, 3. how females choose leks, and finally 4. whether the copulatory success of sterile males may be manipulated by particular pre-release diets and judicious spatial dispersal. We established that males choose lek sites according to their spatial location and penological status, that they avoid predators, and within the lek tree choose the perch that affords a compromise between optimal signalling, micro-climatic conditions and predation risk (Kaspi & Yuval 1999 a&b; Field et al 2000; Kaspi & Yuval submitted). We were able to show that leks are exclusive, and that only males with adequate protein and carbohydrate reserves can participate (Yuval et al 1998; Kaspi et al 2000; Shelly et al 2000). We determined that females prefer leks formed by protein fed, sexually experienced males (Shelly 2000). Finally, we demonstrated that adding protein to the diet of sterile males significantly enhances their probability of participating in leks and copulating wild females (Kaspi & Yuval 2000).
APA, Harvard, Vancouver, ISO, and other styles
6

Financial Stability Report - Second Semester of 2020. Banco de la República de Colombia, March 2021. http://dx.doi.org/10.32468/rept-estab-fin.sem2.eng-2020.

Full text
Abstract:
The Colombian financial system has not suffered major structural disruptions during these months of deep economic contraction and has continued to carry out its basic functions as usual, thus facilitating the economy's response to extreme conditions. This is the result of the soundness of financial institutions at the beginning of the crisis, which was reflected in high liquidity and capital adequacy indicators as well as in the timely response of various authorities. Banco de la República lowered its policy interest rates 250 points to 1.75%, the lowest level since the creation of the new independent bank in 1991, and provided ample temporary and permanent liquidity in both pesos and foreign currency. The Office of the Financial Superintendent of Colombia, in turn, adopted prudential measures to facilitate changes in the conditions for loans in effect and temporary rules for rating and loan-loss provisions. Finally, the national government expanded the transfers as well as the guaranteed credit programs for the economy. The supply of real credit (i.e. discounting inflation) in the economy is 4% higher today than it was 12 months ago with especially marked growth in the housing (5.6%) and commercial (4.7%) loan portfolios (2.3% in consumer and -0.1% in microloans), but there have been significant changes over time. During the first few months of the quarantine, firms increased their demands for liquidity sharply while consumers reduced theirs. Since then, the growth of credit to firms has tended to slow down, while consumer and housing credit has grown. The financial system has responded satisfactorily to the changes in the respective demands of each group or sector and loans may grow at high rates in 2021 if GDP grows at rates close to 4.6% as the technical staff at the Bank expects; but the forecasts are highly uncertain. After the strict quarantine implemented by authorities in Colombia, the turmoil seen in March and early April, which was evident in the sudden reddening of macroeconomic variables on the risk heatmap in Graph A,[1] and the drop in crude oil and coal prices (note the high volatility registered in market risk for the region on Graph A) the local financial markets stabilized relatively quickly. Banco de la República’s credible and sustained policy response played a decisive role in this stabilization in terms of liquidity provision through a sharp expansion of repo operations (and changes in amounts, terms, counterparties, and eligible instruments), the purchases of public and private debt, and the reduction in bank reserve requirements. In this respect, there is now abundant aggregate liquidity and significant improvements in the liquidity position of investment funds. In this context, the main vulnerability factor for financial stability in the short term is still the high degree of uncertainty surrounding loan quality. First, the future trajectory of the number of people infected and deceased by the virus and the possible need for additional health measures is uncertain. For that reason, there is also uncertainty about the path for economic recovery in the short and medium term. Second, the degree to which the current shock will be reflected in loan quality once the risk materializes in banks’ financial statements is uncertain. For the time being, the credit risk heatmap (Graph B) indicates that non-performing and risky loans have not shown major deterioration, but past experience indicates that periods of sharp economic slowdown eventually tend to coincide with rises in non-performing loans: the calculations included in this report suggest that the impact of the recession on credit quality could be significant in the short term. This is particularly worrying since the profitability of credit establishments has been declining in recent months, and this could affect their ability to provide credit to the real sector of the economy. In order to adopt a forward-looking approach to this vulnerability, this Report presents several stress tests that evaluate the resilience of the liquidity and capital adequacy of credit institutions and investment funds in the event of a hypothetical scenario that seeks to simulate an extreme version of current macroeconomic conditions. The results suggest that even though there could be strong impacts on the credit institutions’ volume of credit and profitability under such scenarios, aggregate indicators of total and core capital adequacy will probably remain at levels that are above the regulatory limits over the horizon of a year. At the same time, the exercises highlight the high capacity of the system's liquidity to face adverse scenarios. In compliance with its constitutional objectives and in coordination with the financial system's security network, Banco de la República will continue to closely monitor the outlook for financial stability at this juncture and will make the decisions that are necessary to ensure the proper functioning of the economy, facilitate the flow of sufficient credit and liquidity resources, and further the smooth operation of the payment systems. Juan José Echavarría Governor
APA, Harvard, Vancouver, ISO, and other styles
7

Financial Stability Report - Second Semester of 2021. Banco de la República, September 2022. http://dx.doi.org/10.32468/rept-estab-fin.sem2.eng-2021.

Full text
Abstract:
Banco de la República’s main objective is to preserve the purchasing power of the currency in coordination with the general economic policy that is intended to stabilize output and employment at long-term sustainable levels. Properly meeting the goal assigned to the Bank by the 1991 Constitution critically depends on preserving financial stability. This is understood to be a general condition in which the financial system assesses and manages the financial risks in a way that facilitates the economy’s performance and efficient allocation of resources while, at the same time, it is able to, on its own, absorb, dissipate, and mitigate the shocks that may arise as a result of adverse events. This Financial Stability Report meets the goal of giving Banco de la República’s diagnosis of the financial system’s and its debtors’ recent performance as well as of the main risks and vulnerabilities that could affect the stability of the Colombian economy. In this way, participants in financial markets and the public are being informed, and public debate on trends and risks affecting the system is being encouraged. The results presented here also serve the monetary authority as a basis for making decisions that will enhance financial stability in the general context of its objectives. In recent months, several positive aspects of the financial system have preserved a remarkable degree of continuity and stability: the liquidity and capital adequacy of financial institutions have remained well above the regulatory minimums at both the individual and consolidated levels, the coverage of past-due loans by loan-loss provisions remains high, and the financial markets for public and private debt and stocks have continued to function normally. At the same time, a surge in all the types of loan portfolios, a sharp downturn in the non-performing loan portfolio, and a rise in the profitability of credit institutions can be seen for the first time since the beginning of the pandemic. In line with the general recovery of the economy, the main vulnerability to the stability of the Colombian financial system identified in the previous edition—uncertainty about changes in the non-performing loans portfolio—has receded and remains on a downward trend. In this edition, the main source of vulnerability identified for financial stability in the short term is the system’s exposure to sudden changes in international financial conditions; the results presented in this Report indicate that the system is sufficiently resilient to such scenarios. In compliance with its constitutional objectives and in coordination with the financial system’s security network, Banco de la República will continue to closely monitor the outlook for financial stability at this juncture and will make the decisions necessary to ensure the proper functioning of the economy, facilitate the flow of sufficient credit and liquidity resources, and further the smooth functioning of the payment system. Leonardo Villar Gomez Governor Box 1 -Decomposition of the Net Interest Margin in Colombia and Chile Wilmar Cabrera Daniela Rodríguez-Novoa Box 2 - Spatial Analysis of New Home Prices in Bogota, Medellín, and Cali Using a Geostatistical Approach María Fernanda Meneses Camilo Eduardo Sánchez Box 3 - Interest Rate Model for the SYSMO Stress Test Exercise Wilmar Cabrera Diego Cuesta Santiago Gamba Camilo Gómez Box 4 - The Transition from LIBOR and other International Benchmark Rates Daniela X. Gualtero Briceño Javier E. Pirateque Niño
APA, Harvard, Vancouver, ISO, and other styles
8

Financial Stability Report - First Semester of 2020. Banco de la República de Colombia, March 2021. http://dx.doi.org/10.32468/rept-estab-fin.1sem.eng-2020.

Full text
Abstract:
In the face of the multiple shocks currently experienced by the domestic economy (resulting from the drop in oil prices and the appearance of a global pandemic), the Colombian financial system is in a position of sound solvency and adequate liquidity. At the same time, credit quality has been recovering and the exposure of credit institutions to firms with currency mismatches has declined relative to previous episodes of sudden drops in oil prices. These trends are reflected in the recent fading of red and blue tonalities in the performance and credit risk segments of the risk heatmaps in Graphs A and B.1 Naturally, the sudden, unanticipated change in macroeconomic conditions has caused the appearance of vulnerabilities for short-term financial stability. These vulnerabilities require close and continuous monitoring on the part of economic authorities. The main vulnerability is the response of credit and credit risk to a potential, temporarily extreme macroeconomic situation in the context of: (i) recently increased exposure of some banks to household sector, and (ii) reductions in net interest income that have led to a decline in the profitability of the banking business in the recent past. Furthermore, as a consequence of greater uncertainty and risk aversion, occasional problems may arise in the distribution of liquidity between agents and financial markets. With regards to local markets, spikes have been registered in the volatility of public and private fixed income securities in recent weeks that are consistent with the behavior of the international markets and have had a significant impact on the liquidity of those instruments (red portions in the most recent past of some market risk items on the map in Graph A). In order to adopt a forward-looking approach to those vulnerabilities, this Report presents a stress test that evaluates the resilience of credit institutions in the event of a hypothetical scenario thatseeks to simulate an extreme version of current macroeconomic conditions. The scenario assumes a hypothetical negative growth that is temporarily strong but recovers going into the middle of the coming year and has extreme effects on credit quality. The results suggest that credit institutions have the ability to withstand a significant deterioration in economic conditions in the short term. Even though there could be a strong impact on credit, liquidity, and profitability under the scenario being considered, aggregate capital ratios would probably remain at above their regulatory limits over the horizon of a year. In this context, the recent measures taken by both Banco de la República and the Office of the Financial Superintendent of Colombia that are intended to help preserve the financial stability of the Colombian economy become highly relevant. In compliance with its constitutional objectives and in coordination with the financial system’s security network, Banco de la República will continue to closely monitor the outlook for financial stability at this juncture and will make the decisions that are necessary to ensure the proper functioning of the economy, facilitate the flow of sufficient credit and liquidity resources, and further the smooth functioning of the payment system. Juan José Echavarría Governor
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'Capital adequacy' for particular source types:
Journal articles Dissertations / Theses Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography