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Bank size and risk-taking under Basel II
Hakenes, Hendrik; Schnabel, Isabel - 2006
We analyze the relationship between bank size and risk-taking under the New Basel Capital Accord. Using a model with imperfect competition and moral hazard, we show that the introduction of an internal ratings based (IRB) approach improves upon flat capital requirements if the approach is...
Persistent link: https://www.econbiz.de/10010366524
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Pro-cyclicality, empirical credit cycles, and capital buffer formation
Koopman, Siem Jan; Lucas, André; Klaassen, Pieter - 2002
Persistent link: https://www.econbiz.de/10001718549
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The finite time ruin probability in a risk model with capital injections
Nie, Ciyu; Dickson, David C. M.; Li, Shuanming - 2012
Persistent link: https://www.econbiz.de/10009656102
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Minmising the ruin probability through capital injections
Nie, Ciyu; Dickson, David C. M.; Li, Shuanming - 2010
Persistent link: https://www.econbiz.de/10008698575
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Times-to-default : life cycle, global and industry cycle impacts
Couderc, Fabien (contributor); Renault, Olivier (contributor) - 2005
Persistent link: https://www.econbiz.de/10003074131
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Fragile financial networks : a preliminary analysis
Leitner, Yaron - 2002
Persistent link: https://www.econbiz.de/10001676588
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Evaluation of minimum capital requirements for bank loans to SMEs
Düllmann, Klaus; Koziol, Philipp - 2013
). Key contributions are the use of a unique data set of SME lending by over 400 German banks and relating systematic risk to … granted in Basel II for SMEs relative to large firms. For SME loans in the corporate portfolio of the Internal Ratings …-Based Approach and also for SME loans treated under the revised standardized approach of Basel II, our asset correlation estimates …
Persistent link: https://www.econbiz.de/10009751062
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Restarting European long-term investment finance : a green paper discussion document
Giovannini, Alberto; Mayer, Colin P.; Micossi, Stefano; … - 2015
Persistent link: https://www.econbiz.de/10010500776
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Are Capital Requirements on Small Business Loans Flawed?
Bams, Dennis - 2018
SME Support Factor introduced by the European Commission in the current installment of the Basel regulation …
Persistent link: https://www.econbiz.de/10012936672
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Are Capital Requirements on Small Business Loans Flawed?
Bams, Dennis - 2018
SME Support Factor introduced by the European Commission in the current installment of the Basel regulation …
Persistent link: https://www.econbiz.de/10012940143