文章基本信息

标题：Analyzing Trend of Capital Adequacy and Basel Standard using Text Mining Technique
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作者：Siti Norbaya YAHAYA ; Siti Norbaya YAHAYA ; Nusaibah MANSOR 等
期刊名称：International Journal of Japan Association for Management Systems
印刷版ISSN：1884-2089
电子版ISSN：2188-2460
出版年度：2016
卷号：8
期号：1
页码：9-16
DOI：10.14790/ijams.8.9
语种：English
出版社：日本経営システム学会
摘要：Capital adequacy ratio is widely discussed among the banking institution as they must secure certain amount as required by financial regulator. It represents the percentage of risk-weighted asset and act as the indication of no excess leverage should be hold by them. Therefore the Basel Committee has designed Basel l, Basel ll and Basel lll for banking institution as a reference to ensure the capital requirement is sufficient in minimizing the operational risk. This study aims to analyze the trend and pattern on capital adequacy and its execution in banking system in Japan after the introduction of Basel Standard. The study covered the 11 years articles published in Nikkei 21 from 2004 to 2014 by using text mining and correspondence analysis as a methodology. RMeCab and MeCab in R statistical tools were used and it leads to present the importance of Basel Standard as guidance in determining the level of capital adequacy ratio.
关键词：Capital Adequacy;Basel Standard;Correspondence Analysis;Text Mining