Family matters : concurrent capital buffers in a banking group

Michal Skořepa

We simulate how the probability of failure of a subsidiary and the group changes after a capital buffer is imposed on the group as a whole and/or the subsidiary. The simulation takes into account the relative sizes of the parent and the subsidiary, the parent's share in the subsidiary, the similarity between the business models of the parent and the subsidiary, and the preparedness of the parent to support the subsidiary if the latter is in danger of failing.

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Year of publication:	2014
Authors:	Skořepa, Michal
Publisher:	Prague : Institute of Economic Studies, Faculty of Social Sciences, Charles University of Prague
Subject:	capital \| buffers \| Basel III \| probability of bank failure \| banking group \| parent \| subsidiary \| regulatory consolidation \| Basler Akkord \| Basel Accord \| Bankinsolvenz \| Bank failure \| Bankenregulierung \| Bank regulation \| Bankenliquidität \| Bank liquidity

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Extent:	Online-Ressource ([1], 17 S.) graph. Darst.
Series:	IES working paper. - Praha : [Verlag nicht ermittelbar], ZDB-ID 2408568-6. - Vol. 21/2014
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Notes:	Systemvoraussetzungen: Acrobat Reader
Other identifiers:	hdl:10419/120418 [Handle]
Classification:	F23 - Multinational Firms; International Business ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10010429964