Revisiting Basel risk weights: cross-sectional risk sensitivity and cyclicality

Baule, Rainer; Tallau, Christian

doi:10.1007/s11573-016-0824-6

Cited by 6 publications

(3 citation statements)

References 32 publications

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“…Portfolio risk is approximated by the risk density (RD), which is calculated as the amount of risk-weighted assets (RWA) over total assets reported on the balance sheet (Le Leslé and Avramova 2012;Baule and Tallau 2016). RWA are reported by the banks as a key regulatory indicator necessary to compute risk-sensitive regulatory CARs.…”

Section: Dependent Variable and Risk Measuresmentioning

confidence: 99%

Corporate social responsibility and bank risk

Neitzert

Petras

2021

J Bus Econ

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The concept of sustainable banking has developed significantly in recent years. Previous research found that corporate social responsibility reduces firm risk, yet this empirical evidence refers almost exclusively to non-financial companies and it remains unclear whether the risk-mitigating effect stems from the environmental, social, or governance pillar. The paper aims to analyse the impact of corporate social responsibility activities on bank risk and to explore its determinants. Using a sample of 582 banks worldwide over the period from 2002 to 2018, we confirm a risk-reducing effect of the corporate social responsibility activity on an aggregated level. The decomposition of this effect suggests that environmental activities determine this risk mitigation. In contrast, social and governance activities do not show similarly unambiguous results. In this way, our analysis highlights the great importance of environmental aspects in banks’ risk management.

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Section: Dependent Variable and Risk Measuresmentioning

confidence: 99%

Corporate social responsibility and bank risk

Neitzert

Petras

2021

J Bus Econ

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Section: Dependent Variable and Risk Measuresmentioning

confidence: 99%

Corporate Social Responsibility and Bank Risk

Neitzert

Petras

2019

SSRN Journal

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“…The risk density is a good approximation of portfolio risk. The amount of riskweighted assets (RWA) over total assets recorded on the balance sheet determines risk-weighted assets [65,66].…”

Section: Riskmentioning

confidence: 99%

Responsible and sustainable lending by Financial Institutions: A literature Review

Sachdeva,

Ramesh

2023

jour

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The subject of the study is to use an extensive literature review to evaluate how academic research on corporate social responsibility (CSR) is developing. The journals and papers in the ISI Web of Science, SCOPUS, and Taylor&Francis databases served as the foundation for this literature review.The purpose of the study is to highlight essential papers, referenced journals’ importance, and potential future study directions. Determinants that impact the CSR performance of an organization are governance, profitability, firm characteristics, and minimum expenditure. The impact of CSR has been measured using accounting-based market value, risk, excess return on a stock, and moral capital. All the variables are discussed with strongly supported literature and then concluded by giving a framework.The novelty of our study is that it analyses new research trends while concentrating on the CSR research frontiers.The conclusion identifies possible areas for scientists to further develop their expertise, including sustainable and responsible financing and ESG strategy.

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Revisiting Basel risk weights: cross-sectional risk sensitivity and cyclicality

Cited by 6 publications

References 32 publications

Corporate social responsibility and bank risk

Corporate social responsibility and bank risk

Corporate Social Responsibility and Bank Risk

Responsible and sustainable lending by Financial Institutions: A literature Review

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