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of the crisis. The obtained results demonstrate that off-balance-sheet leverage largely contributes to both total bank … suggest that it is crucial for bank managers to carefully look at different measures of performance from a microperspective … by bank regulators under Basel III. Nonetheless, for bank managers to act in a prudent manner, a risk-based remuneration …
Persistent link: https://www.econbiz.de/10012938233
recognizing greater risks and losses, can lead to solvency problems that look like liquidity (bank-run) crises. Regulatory …
Persistent link: https://www.econbiz.de/10013213588
Persistent link: https://www.econbiz.de/10012813626
We analyze the emergence of systemic risk in a network model of interconnected bank balance sheets. The model … bank's individual contribution to systemic risk diverges from the optimal macroprudential capitalization of the banks from …
Persistent link: https://www.econbiz.de/10010339532
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011557140
Japanese banking crisis. By leveraging a unique dataset merging firm-level financial statements and bank balance sheets, the …
Persistent link: https://www.econbiz.de/10014334373
This paper analyzes the effect of bank recapitalizations on lending, funding and asset quality of European banks …
Persistent link: https://www.econbiz.de/10011975004
Russian banks have been strongly influenced by the worldwide financial crisis which started in the second half of 2008. This was caused by a combination of domestic, regional and international factors. We estimate an early warning model for the Russian crisis. We identified 47 Russian banks...
Persistent link: https://www.econbiz.de/10003951770
This paper examines the Leverage Ratio and Total Capital Ratio of global versus non-global banks in both the pre- and post-crisis periods. A panel data set of 165 global and non-global financial institutions from 38 countries is used for the period 1999-2015 and a random effects model is...
Persistent link: https://www.econbiz.de/10012549173
bank lending and risk-taking channels of monetary policy by exploiting – Italian's unique – credit and security registers …
Persistent link: https://www.econbiz.de/10012854350