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Full-Text Articles in Finance and Financial Management
Measuring Real Capital Adequacy In Extreme Economic Conditions: An Examination Of Swiss Banking Sector, David E. Allen, Robert Powell
Measuring Real Capital Adequacy In Extreme Economic Conditions: An Examination Of Swiss Banking Sector, David E. Allen, Robert Powell
Research outputs 2011
The global financial crisis (GFC) has placed the creditworthiness of banks under intense scrutiny. In particular, capital adequacy has been called into question. Current capital requirements make no allowance for capital erosion caused by movements in the market value of assets. This paper examines default probabilities of Swiss banks under extreme conditions using structural modeling techniques. Conditional Value at Risk (CVaR) and Conditional Probability of Default (CPD) techniques are used to measure capital erosion. Significant increase in Probability of Default (PD) is found during the GFC period. The market asset value based approach indicates a much higher PD than external …
Leadership Development In Financial Institutions In South Dakota: A Slow Growth State, Stan Wayne Vinson
Leadership Development In Financial Institutions In South Dakota: A Slow Growth State, Stan Wayne Vinson
Antioch University Full-Text Dissertations & Theses
This dissertation asks the question, “What are the challenges of developing a leadership program in community banks in South Dakota, a slow growth environment?” The research looks at the intersection of leadership development, transformational leadership, and context—against a backdrop of community banking, corporate social responsibility, and demographic trends in South Dakota. The objective of the study is to provide theoretical and practical understanding of leadership development activities in South Dakota community banks. Using quantitative methods, seven hypotheses were created and tested using insights gained from reviewed literature and informational interviews that framed the study. The hypotheses were built looking to …
Performance Of The Indian Banking Industry Over The Last Ten Years, Saumya Lohia
Performance Of The Indian Banking Industry Over The Last Ten Years, Saumya Lohia
CMC Senior Theses
This paper analyzes the performance of Indian banks over the period of the last ten years. It uses the CAMEL Framework to determine the performance of public and private banks in India. The paper also conducts an empirical analysis to determine the share price performance of Indian banks relative to the share price performance of banks in Hong Kong, Europe and the US. This paper finds that private banks perform better than public banks overall based on the CAMEL Framework. In addition it also finds that the Indian banks share price performance is dependent on the share price performance of …