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Impact of IFRS 9 on the Cost of Funding of Banks in Europe
Fatouh, Mahmoud - 2020
On implementation, IFRS 9 increases credit loss (impairment) charges and reduces after-tax profits of banks. This makes retained earnings and hence capital resources lower than what they would be under IAS 39. To maintain their capital ratios under IFRS 9, banks could elect to hold higher levels...
Persistent link: https://www.econbiz.de/10012843878
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Capital and Liquidity Interaction in Banking
Acosta Smith, Jonathan - 2020
using a confidential Bank of England dataset that includes arguably exogenous changes in banks' capital requirement add …
Persistent link: https://www.econbiz.de/10012845476
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Bank Liquidity and the Cost of Debt
Miller, Sam - 2018
Since the 2007–09 crisis, tougher bank liquidity regulation has been imposed which aims to ensure banks an survive a … productive lending. In this paper we build a bank run model with a unique equilibrium where solvent banks can fail due to …
Persistent link: https://www.econbiz.de/10012928250
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Bank Liquidity and the Cost of Debt
Miller, Sam - 2018
Since the 2007–09 crisis, tougher bank liquidity regulation has been imposed which aims to ensure banks can survive a … productive lending. In this paper we build a bank run model with a unique equilibrium where solvent banks can fail due to …
Persistent link: https://www.econbiz.de/10012929570
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The Link Between Bank Competition and Risk in the United Kingdom : Two Views for Policymaking
de-Ramon, Sebastian - 2020
We use quantile regression to examine the links between competition and firm-level solvency risk for all banks and building societies in the United Kingdom between 1994 and 2013. Quantile regression provides a finer picture of the relationship (as compared with standard regression techniques)...
Persistent link: https://www.econbiz.de/10012823726
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Modelling Fire Sale Contagion Across Banks and Non-banks
Caccioli, Fabio - 2020
We study the impact of common asset holdings across different financial sectors on financial stability. In particular, we model indirect contagion via fire sales across UK banks and non-banks. Fire sales are triggered by different responses to a financial shock: banks and non unit-linked...
Persistent link: https://www.econbiz.de/10012828744
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The Leverage Ratio, Risk-Taking and Bank Stability
Acosta Smith, Jonathan - 2019
This paper addresses the trade-off between additional loss-absorbing capacity and potentially higher bank risk …
Persistent link: https://www.econbiz.de/10012897424
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Were Banks Special? Contrasting Viewpoints in Mid-Nineteenth Century Britain
Willison, Matthew - 2019
special case because of the risk of bank runs and because their creditors were not able to assess accurately the riskiness of …
Persistent link: https://www.econbiz.de/10012898137
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Bank Competition and Stability in the United Kingdom
de-Ramon, Sebastian - 2018
This paper examines the effects of competition on bank stability in the United Kingdom between 1994 and 2013. We … construct several measures of competition and test the relationship between competition and bank stability. We find that, on … the bank-level that may need to be weighed when evaluating policies with consequences for competition …
Persistent link: https://www.econbiz.de/10012913368
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Equity, Debt and Moral Hazard : The Optimal Structure of Banks’ Loss Absorbing Capacity
Tanaka, Misa - 2018
This paper develops a model to analyse the optimal ex-ante capital and total loss absorbing capacity (TLAC) requirements, and the ex-post resolution policy of banks. Banks in our model are subject to two types of moral hazard: i) ex-ante, they have the incentive to shirk on project monitoring,...
Persistent link: https://www.econbiz.de/10012913736