...Baah Aye Kusi; Emmanuel Senanu Mekpor; Stephen Antwi Purpose While regulators and policymakers are interested in promoting banking competition for economic welfare gains, the franchise value hypothesis argues that increased banking competition leads to increased credit risk exposure. It is against...

...Muna Ahmed Al-Romaihi; Mukesh Kumar Purpose This study aims to investigate the determinants of nonperforming loans (NPLs) in the Gulf Cooperation Council ( GCC ) banking sector, emphasizing the impact of macroeconomic and bank-specific factors on credit risk. Design/methodology/approach Using...

... % profitability decline and 230bps NPL spike in 2023 indicate its challenges, despite its strong metrics. This study aims to investigate the influence of credit risk, liquidity risk and bank capital on the profitability of Cambodian commercial banks. Design/methodology/approach This study uses econometric...

...Cristian Barra; Nazzareno Ruggiero Purpose Using bank-level data over the 1994–2015 period, the authors aim to investigate the role of bank-specific factors on credit risk in Italy by considering two different groups of banks, namely, cooperative and non-cooperative (commercial and popular...

...Anum Qureshi; Eric Lamarque Purpose This paper aims to examine the influence of risk management (RM) practices on the credit risk of significantly supervised European banks. Design/methodology/approach To avoid regulatory and reporting discrepancies, this paper samples banks that come under...

... and efficiency levels in Indian banks. Anju Goswami can be contacted at: anju.iit15@gmail.com 04 09 2020 14 02 2021 12 05 2021 15 06 2021 © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only Credit risk Banking Banking crisis...

... fall below parameters defined by regulatory formula, and SMEs’ credit risk could be overstated, resulting in a capital crunch. Originality/value The original contribution of this paper is to demonstrate that the gap between empirical and regulatory capital charge remains high. When the authors...

... to model the EAD on the basis of the existence of multiple lending exposures. Results demonstrate a different lender’s risk exposure for debtors with multiple credit risk exposure and show the usefulness of the information about the overall system exposure in evaluating the risk exposure related...

...Lukasz Prorokowski Purpose Focusing on delivering practical implications, the purpose of this paper is to show optimal ways of calculating risk weights for public sector entities (PSEs) under the standardised approach in credit risk. Focusing on the changing regulatory background, this paper aims...

...Latif Cem Osken; Ceylan Onay; Gözde Unal Purpose This paper aims to analyze the dynamics of the security lending process and lending markets to identify the market-wide variables reflecting the characteristics of the stock borrowed and to measure the credit risk arising from lending contracts...

...Michael Jacobs Jr. Purpose – This study aims to survey supervisory requirements and expectations for counterparty credit risk (CCR). Design/methodology/approach – In this paper, a survey of CCR including the following elements has been performed. First, various concepts in CCR measurement...

... better decision‐making models. Practical implications The findings benefit credit risk modelling as a whole in facilitating the development of credit scorecards that are in compliance with anti‐discrimination laws, without sacrificing their effectiveness. Originality/value The paper presents...

... Emerald Group Publishing Limited 2004 Capital adequacy Credit risk Operational risk Basel II Building society Journal of Financial Regulation and Compliance Volume 12 Number 3 Implementing Basel II in the Norwich and Peterborough Building Society Je rey Pritchard Received: 5th April, 2004...

... Emerald Group Publishing Limited 2004 Bank capital Basel Committee on Banking Supervision Credit risk Internal controls Risk weights Supervisory review Transparency Journal of Financial Regulation and Compliance Volume 12 Number 1 Basel II: Vintage 2003 Andrew Cornford Received: 10th...