Showing 1 - 10 of 302
A number of countries' authorities put in place bank rescue packages using public funds in response to the global …
Persistent link: https://www.econbiz.de/10013065735
bank segregations are effective in cleaning up balance sheets and promoting bank lending only if they combine … purchases are funded privately; (ii) smaller shares of the originating bank's assets are segregated; and (iii) asset segregation … problem associated with the creation of a bad bank …
Persistent link: https://www.econbiz.de/10012841855
-dependent bank capital regulation (CR). Bank leverage choices are subject to the risk-return trade-off: high leverage increases … expected return on capital, but also increases return variance and bank failure risk. Financial frictions imply that bank … leverage choices are socially inefficient, providing scope for a welfare-enhancing CR that imposes a cap on bank leverage. The …
Persistent link: https://www.econbiz.de/10012977150
to idiosyncratic factors. In particular, the bank-specific credit growth rates - usually thought of as a measure of …
Persistent link: https://www.econbiz.de/10012997194
The paper examines the basic rationale and features of the proposals adopted to separate specific investment and commercial banking activities (Volcker rule, Vickers and Liikanen proposals). In particular, it focuses on the likely implications of such initiatives for: (i) financial stability and...
Persistent link: https://www.econbiz.de/10013081961
The global financial crisis has highlighted the limitations of risk-sensitive bank capital ratios. To tackle this … steady state value of the regulatory minima for the two ratios strongly depends on the riskiness and the composition of bank …
Persistent link: https://www.econbiz.de/10012981563
market. When supported banks' investment strategy differed materially from that of the average bank it was in holding less …
Persistent link: https://www.econbiz.de/10014210963
This paper argues that the decline in cross-border banking since 2007 does not amount to a broad-based retreat in international lending ("financial deglobalisation"). We show that BIS international banking data organised by the nationality of ownership ("consolidated view") provide a clearer...
Persistent link: https://www.econbiz.de/10012953022
first comprehensive empirical analysis of bank CoCo issues, a market segment that comprises over 730 instruments totaling …
Persistent link: https://www.econbiz.de/10012942917
Bank capital ratios have increased steadily since the financial crisis. For a sample of 94 large banks from advanced …
Persistent link: https://www.econbiz.de/10013055966