Aboura, Sofiane; Lépinette-Denis, Emmanuel - Université Paris-Dauphine (Paris IX) - 2014
The post-crisis financial reforms address the need for systemic regulation, focused not only on individual banks but … also on the whole financial system. The regulator principal objective is to set banks' capital requirements equal to …-wide level. We test the adequacy of the model on a data set containing 19 banks of 5 major countries from 2005 to 2012. We …