Go to content
UR Home

The Role of Loan Portfolio Losses and Bank Capital for Asian Financial System Resilience

Rösch, Daniel and Scheule, Harald (2016) The Role of Loan Portfolio Losses and Bank Capital for Asian Financial System Resilience. Pacific-Basin Finance Journal 40 B, pp. 289-305.

Full text not available from this repository.

at publisher (via DOI)


This paper analyses the systemic risk in relation to bank lending for Asian economies. The methodology complements existing market-based systemic risk measures by providing measures based on accounting information that regulators typically collect. Loan loss provisions of banks are decomposed into (i) a prediction component that is based on observable bank characteristics, and (ii) two frailty ...


Export bibliographical data

Item type:Article
Institutions:Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Statistik und Risikomanagement (Prof. Dr. Rösch)
Identification Number:
Keywords:Asia; Bank capital; Bank lending; Commercial banks; Credit portfolio risk; Systemic risk
Dewey Decimal Classification:300 Social sciences > 310 General statistics
300 Social sciences > 330 Economics
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Item ID:35392
Owner only: item control page
  1. Homepage UR

University Library

Publication Server


Publishing: oa@ur.de

Dissertations: dissertationen@ur.de

Research data: daten@ur.de

Contact persons