Search Results - subject:"Bank"

International Banking Regulation and Tier 1 Capital Ratios. On the Robustness of the Critical Average Risk Weight Framework

Braouezec, Yann; Beaupain, Renaud - 2023

risky assets differently. The Basel Committee uses the critical average risk weight (CARW) framework developed by the Bank … is subject to a uniform shock, consists in comparing the implied average risk weight of a bank to a regulatory critical …

Persistent link: https://www.econbiz.de/10014353702

Credit Suisse's Crisis Impact on Global Banks : A Network Connectedness Approach

Kraus, Florian; Some, Joseph - 2023

The Credit Suisse crisis in 2023 generated important variations in the stock market, and a lot of discussions about the potential contagion effects with other systemic banks. We use the Extended Joint Connectedness measure based on Diebold and Yilmaz (2008, 2012) approach to study this effect....

Persistent link: https://www.econbiz.de/10014354616

Foreign Ownership and Liquidity Creation in China's Banking Sector

Shi, Xuanyi; Lin, Yongjia (Rebecca); Fu, Maggie; Wang, Yizhi - 2023

This paper investigates the effects of foreign ownership on bank liquidity creation. Using a manually collected novel … foreign ownership is significantly related to lower bank liquidity creation. In addition, we find that this effect is more …

Persistent link: https://www.econbiz.de/10014354812