... capital ratios Capital adjustment Half-life Japanese banks G20 G21 G28 The Global Financial Crisis (GFC) of 2008 exposed the fundamental flaws and weaknesses in the global banking system and highlighted the need for strict capital requirements to mitigate market risk, allowing them...

...-use rights only C02 G00 G01 G21 Ministry of Education, University and Research of the Italian government PRD of the University of Catania “Indebtedness, bank credit and economic activities” Silvia Angilella is the corresponding author and can be contacted...

... Monte Carlo simulation Shapley value Loan insurance Associated loans Bankruptcy cost G21 G22 C63 The insurances of bank loans can cover credit losses in the event of default and thus reduce banks’ exposure at default. Loss given default (LGD), which is defined as 1 minus the recovery...

... 01 2018 27 04 2018 22 07 2018 06 09 2018 05 10 2018 © Emerald Publishing Limited 2018 Emerald Publishing Limited Licensed re-use rights only Growth Banks Microfinance Transaction costs Financial markets D23 G21 L31 O16 O43 Financial...