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~isPartOf:"Finance and economics discussion series"
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8
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1
Benchmarking operational risk stress testing models
Curti, Filippo
;
Migueis, Marco
;
Stewart, Robert T.
-
2018
The Federal Reserve's Comprehensive Capital Analysis and Review (CCAR) requires large
bank
holding
companies (BHCs) to … median
bank
range from the 90th percentile to above the 99th percentile of the operational loss distribution …
Persistent link: https://www.econbiz.de/10012181176
Saved in:
2
Quantitative easing and
bank
risk taking : evidence from lending
Kandrac, John
;
Schlusche, Bernd
-
2017
We empirically assess the effect of reserve accumulation as a result of quantitative easing (QE) on
bank
-level lending … and risk taking activity. To overcome the endogeneity of
bank
-level reserve holdings to banks' other portfolio decisions …
Persistent link: https://www.econbiz.de/10011803753
Saved in:
3
The differential impact of
bank
size on systemic risk
Lorenc, Amy G.
;
Zhang, Jeffery Y.
-
2018
to a statistically significant and negative impact on the real economy. This impact increases with the size of the
bank
… the stringency of regulatory standards should vary with
bank
size, and support the idea that the largest banks should be …
Persistent link: https://www.econbiz.de/10012016306
Saved in:
4
Stress-testing US
bank
holding
companies : a dynamic panel quantile regression approach
Covas, Francisco B.
;
Rump, Ben
;
Zakrajšek, Egon
-
2013
Persistent link: https://www.econbiz.de/10010431725
Saved in:
5
Do banks strategically time public bond issuance because of the accompanying disclosure, due diligence, and investor scrutiny?
Covitz, Daniel M.
;
Harrison, Paul
-
2003
Persistent link: https://www.econbiz.de/10001801598
Saved in:
6
Using subordinated debt to monitor
bank
holding
companies : is it feasible?
Hancock, Diana
;
Kwast, Myron L.
-
2001
Persistent link: https://www.econbiz.de/10001581998
Saved in:
7
Benchmarking operational risk models
Curti, Filippo
;
Ergen, Ibrahim
;
Le, Minh
;
Migueis, Marco
; …
-
2016
, operational risk practitioners,
bank
analysts, and regulators must develop reasonable methods to assess the efficacy of …
Persistent link: https://www.econbiz.de/10011578378
Saved in:
8
Strategic liquidity mismatch and financial sector stability
Silva, André F.
-
2019
This paper examines whether banks strategically incorporate their competitors' liquidity mismatch policies when determining their own and how these collective decisions impact financial sector stability. Using a novel identification strategy exploiting the presence of partially overlapping peer...
Persistent link: https://www.econbiz.de/10012182410
Saved in:
9
Optimal
bank
regulation in the presence of credit and run risk
Kashyap, Anil K.
;
Tsomocos, Dimitrios P.
;
Vardoulakis, …
-
2017
We modify the Diamond and Dybvig (1983) model of banking to jointly study various regulations in the presence of credit and run risk. Banks choose between liquid and illiquid assets on the asset side, and between deposits and equity on the liability side. The endogenously determined asset...
Persistent link: https://www.econbiz.de/10011803125
Saved in:
10
Banks as regulated traders
Falato, Antonio
;
Iercosan, Diana
;
Zikes, Filip
-
2018
risk in the U.S. banking sector. We estimate the sensitivity of weekly
bank
trading net profits to a variety of aggregate …
Persistent link: https://www.econbiz.de/10012017492
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