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Dagher, Jihad C.; Dell'Ariccia, Giovanni; Laeven, Luc; … - 2016

The appropriate level of bank capital and, more generally, a bank's capacity to absorb losses, has been at the core of the post-crisis policy debate. This paper contributes to the debate by focusing on how much capital would have been needed to avoid imposing losses on bank creditors or...

Persistent link: https://www.econbiz.de/10011453230

The risks of trading by banks

Boot, Arnoud W. A.; Ratnovski, Lev - In: Post-crisis banking regulation : evolution of economic …, (pp. 35-40). 2015

Persistent link: https://www.econbiz.de/10011507405

Capital regulation and tail risk

Perotti, Enrico C.; Ratnovski, Lev; Vlahu, Razvan - 2011

The paper studies risk mitigation associated with capital regulation, in a context when banks may choose tail risk assets. We show that this undermines the traditional result that higher capital reduces excess risk-taking driven by limited liability. When capital raising is costly, poorly...

Persistent link: https://www.econbiz.de/10011383199

Lebenszyklusorientiertes Risikomanagement für PPP-Projekte im öffentlichen Hochbau: Abschlussbericht zum Forschungsprojekt

Alfen, Hans Wilhelm; Riemann, Alexander; Leidel, Katja; … - 2010

Partnership-Projekten wurde von Juni 2008 bis Oktober 2010 das Forschungsprojekt Lebenszyklusorientiertes Risikomanagement für PPP … Projektpartner als auch das Gesamtprojekt erreicht werden. Im dritten Teil wird das integrierte Risikomanagement-Prozessmodell über … integrierten Risikomanagement-Prozessmodell, den zu den einzelnen Prozessen gehörenden Methoden sowie organisationsspezifischen …

Persistent link: https://www.econbiz.de/10010308336

Capital Regulation and Tail Risk

Perotti, Enrico C. - 2011

The paper studies risk mitigation associated with capital regulation, in a context where banks may choose tail risk assets. We show that this undermines the traditional result that higher capital reduces excess risk-taking driven by limited liability. Moreover, higher capital may have an...

Persistent link: https://www.econbiz.de/10013128372

Capital Regulation and Tail Risk

Perotti, Enrico C. - 2011

Persistent link: https://www.econbiz.de/10013128911

Value-Based Corporate Risk Management

Gleißner, Werner - 2010

Abstract: Managing risks does not necessarily mean reducing risks but weighing up these risks against the profits and considering the impacts on the equity capital needed to cover the risk (and on the cost of capital). Risk analysis and risk aggregation are necessary tasks of a value-based...

Persistent link: https://www.econbiz.de/10013138821

Risk Reporting and Risks Reported : A Study on German HDAX-Listed Companies 2000 to 2005

Berger, Thomas B. - 2010

In recent years new reporting standards and laws have been issued. For German companies, the KonTraG (Corporate Sector Supervision and Transparency Act) was introduced in 1998 and the German Accounting Standard (GAS 5 Risk Reporting) is in place since 2001. This study analyses the disclosure of...

Persistent link: https://www.econbiz.de/10013139123

Capital Regulation and Tail Risk

Perotti, Enrico C. - 2011

Persistent link: https://www.econbiz.de/10013118958

Capital Regulation and Tail Risk

Ratnovski, Lev - 2011

The paper studies risk mitigation associated with capital regulation, in a context where banks may choose tail risk asserts. We show that this undermines the traditional result that high capital reduces excess risk-taking driven by limited liability. Moreover, higher capital may have an...

Persistent link: https://www.econbiz.de/10013121484