Narrow search
Showing 1 - 10 of 38,652
Cover Image
Regulation of financial risks in emerging markets : past, present, and future
Arkhipov, Artem; Arkhipova, Natalia; Karminsky, Alexander - In: Risk assessment and financial regulation in emerging …, (pp. 33-64). 2021
Regulation of risks in banking is driven by evolution of financial intermediation and markets, and vice versa. The … banking regulation in the world, precise requirements and scope were reformed and implemented in response to crises and global … the paradigm from partial improvements under financial liberalization regime to a world-wide regulation tightening on the …
Persistent link: https://www.econbiz.de/10012591641
Cover Image
STUDIES ON FINANCIAL MARKETS IN EAST ASIA
Susai, Masayuki (contributor); Uchida, Shigeru (contributor) - World Scientific Publishing Co. Pte. Ltd.
This book will be an important addition to the limited number of books that discuss finance and accounting issues in East Asian countries. While presenting recent empirical studies on finance and accounting in East Asian economies, it also reveals the underlying reasons for remarkable economic...
Persistent link: https://www.econbiz.de/10010883054
Cover Image
Bank credit risk modeling in emerging capital markets
Karminsky, Alexander; Morgunov, Alexei - In: Risk assessment and financial regulation in emerging …, (pp. 123-143). 2021
Models for assessing the probability of default play an important role in the risk management systems of commercial banks, as they allow assessing the creditworthiness of various counterparties and transactions. Many Russian banks are trying to switch to an advanced approach based on internal...
Persistent link: https://www.econbiz.de/10012591671
Cover Image
Fallacies, irrelevant facts, and myths in the discussion of capital regulation : why bank equity is not socially expensive
Admati, Anat R.; DeMarzo, Peter M.; Hellwig, Martin; … - 2013 - Rev.
remaining challenges are addressed, capital regulation can be a powerful tool for enhancing the role of banks in the economy …
Persistent link: https://www.econbiz.de/10010205922
Cover Image
Regulation of Financial Systems and Economic Growth
de Serres, Alain; Kobayakawa, Shuji; Sløk, Torsten; … - 2006
This paper examines whether regulation that is more conducive to competitive and efficient financial systems has a … external sources of funding tend to grow faster in countries that have more competition-friendly regulation in markets for … on regulations in banking and securities markets. They point to substantial variations in the stance of regulation across …
Persistent link: https://www.econbiz.de/10012444857
Cover Image
Financial Market Stability in the European Union : Enhancing Regulation and Supervision
Lawson, Jeremy - 2009
Financial innovation and integration have spurred financial development and enhanced consumer choice. Financial integration has also been associated with the emergence of large, complex, cross-border financial institutions (LCFIs). This has changed risk profiles and made cross-border contagion...
Persistent link: https://www.econbiz.de/10012446256
Cover Image
The shadow cost of repos and bank liability structure
Klimenko, Nataliya; Moreno-Bromberg, Santiago - 2015
Making use of a structural model that allows for optimal liquidity management, we study the role that repos play in a bank's financing structure. In our model the bank's assets consist of illiquid loans and liquid reserves and are financed by a combination of repos, long–term debt, deposits...
Persistent link: https://www.econbiz.de/10011293473
Cover Image
Bank capital, liquid reserves, and insolvency risk
Hugonnier, Julien; Morellec, Erwan - 2015
We develop a dynamic model of banking to assess the effects of liquidity and leverage requirements on banks' insolvency risk. In this model, banks face taxation, flotation costs of securities, and default costs and maximize shareholder value by making their financing, liquid asset holdings, and...
Persistent link: https://www.econbiz.de/10011293576
Cover Image
Bank liquidity, the maturity ladder, and regulation
de Haan, Leo; den End, Jan Willem van - In: Journal of Banking & Finance 37 (2013) 10, pp. 3930-3950
subject to a liquidity regulation that is very similar to Basel III’s Liquidity Coverage Ratio (LCR). We find that most banks … the regulation. More solvent banks hold fewer liquid assets against their stock of liquid liabilities, suggesting an …
Persistent link: https://www.econbiz.de/10010738278
Cover Image
Bank Capital, Liquid Reserves, and Insolvency Risk
Hugonnier, Julien; Morellec, Erwan - C.E.P.R. Discussion Papers - 2015
We develop a dynamic model to assess the effects of liquidity and leverage requirements on banks' insolvency risk. The model features endogenous capital structure, liquid asset holdings, payout, and default decisions. In the model, banks face taxation, flotation costs of securities, and default...
Persistent link: https://www.econbiz.de/10011165669