Search Results - subject:"Regulatory capital arbitrage"

Beyond common equity : the influence of secondary capital on bank insolvency risk

Conlon, Thomas; Cotter, John; Molyneux, Philip - 2018

Persistent link: https://www.econbiz.de/10012114363

Beyond common equity : the influence of secondary capital on bank insolvency risk

Conlon, Thomas; Cotter, John; Molyneux, Philip - In: Journal of financial stability 47 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012391481

Risk management with weighted VaR

Wei, Pengyu - In: Mathematical finance : an international journal of … 28 (2018) 4, pp. 1020-1060

Persistent link: https://www.econbiz.de/10011969073

What explains the recourse of US commercial banks to securitization?

Bensalah, Nesrine; Fedhila, Hassouna - In: Review of accounting & finance 15 (2016) 3, pp. 317-328

Persistent link: https://www.econbiz.de/10011607952

Bank capital structure and financial innovation : antagonists or two sides of the same coin?

Sasso, Lorenzo - In: Journal of financial regulation 2 (2016) 2, pp. 225-263

Persistent link: https://www.econbiz.de/10011731784

What explains the recourse of US commercial banks to securitization?

Bensalah, Nesrine; Fedhila, Hassouna - In: Review of Accounting and Finance 15 (2016) 3, pp. 317-328

liquidity, credit risk transfer, regulatory capital arbitrage and profitability are the most important factors that drive …

Persistent link: https://www.econbiz.de/10014989809

Why do banks securitize? Evidence from Italy

Agostino, Mariarosaria; Mazzuca, Maria - In: BANCARIA 9 (2009) September

and regulatory capital arbitrage. Consistently with the funding hypothesis, the main conclusion is that Italian banks seem …

Persistent link: https://www.econbiz.de/10008518000

What do we know about banks securitisation? the spanish experience

Riportella, Clara Cardone; Medina, Reyes Samaniego; … - Departamento de Economía de la Empresa, Universidad … - 2009

The present work analyses the reasons why Spanish financial entities have carried out securitisation programs in the period 2000-2007 on such a scale that Spain has become the European country with the largest issue volumes, second only to the U.K. The results obtained after the application of a...

Persistent link: https://www.econbiz.de/10005036163

Empirical investigation of securitisation drivers : the case of Italian banks

Agostino, Mariarosaria; Mazzuca, Maria - In: The European journal of finance 17 (2011) 7/8, pp. 623-648

Persistent link: https://www.econbiz.de/10009509840

Empirical investigation of securitisation drivers: the case of Italian banks

Agostino, Mariarosaria; Mazzuca, Maria - In: The European Journal of Finance 17 (2011) 8, pp. 623-648

funding, specialisation, and regulatory capital arbitrage hypotheses. According to our evidence, when we consider all …

Persistent link: https://www.econbiz.de/10009276918