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Reconsidering Bank Capital Regulation : A New Combination of Rules, Regulators, and Market Discipline
Rochon, Céline - 2014
Despite revisions to bank capital standards, fundamental shortcomings remain: the rules for setting capital … system of capital regulation that addresses these needs by making changes to all three pillars of bank regulation: only …
Persistent link: https://www.econbiz.de/10013045939
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Islamic Banking Regulation and Supervision : Survey Results and Challenges
Song, Inwon - 2015
The growing presence of Islamic banking needs to be accompanied by the development of effective regulation and supervision. This paper examines the results of the survey conducted by the International Monetary Fund to document international experiences and country practices related to legal and...
Persistent link: https://www.econbiz.de/10013028685
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Politically Robust Financial Regulation
Agur, Itai - 2021
The deferred recognition of COVID-induced losses at banks in many countries hasreignited the debate on regulatory forbearance. This paper presents a model where thepublic's own political pressure drives regulatory policy astray, because the public is poorlyinformed. Using probabilistic game...
Persistent link: https://www.econbiz.de/10013243078
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A Behavioral Approach to Financial Supervision, Regulation, and Central Banking
Khan, Ashraf - 2018
This paper describes how behavioral elements are relevant to financial supervision,regulation, and central banking. It focuses on (1) behavioral effects of norms (social, legal,and market); (2) behavior of others (internalization, identification, and compliance); and(3) psychological biases. It...
Persistent link: https://www.econbiz.de/10012912488
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Managing Non-Core Liabilities and Leverage of the Banking System : A Building Block for Macroprudential Policy Making in Korea
Alichi, Ali - 2012
Korea has been active in implementing targeted macroprudential policies to address specific financial stability concerns. In this paper, we develop a conceptual model that could serve as a building block for the broader framework of macroprudential policy making in Korea. It is assumed that the...
Persistent link: https://www.econbiz.de/10013111388
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Reforming the Corporate Governance of Italian Banks
Jassaud, Nadege - 2014
Sound corporate governance is essential for a well-functioning banking system and the integrity of financial markets. The paper discusses the corporate governance of Italian banks, its regulatory framework, and the specific challenges arising from the role played by foundations and large...
Persistent link: https://www.econbiz.de/10013045259
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Macroprudential Stress Tests : A Reduced-Form Approach to Quantifying Systemic Risk Losses
Alla, Zineddine - 2018
We present a novel approach that incorporates individual entity stress testing and losses from systemic risk effects (SE losses) into macroprudential stress testing. SE losses are measured using a reduced-form model to value financial entity assets, conditional on macroeconomic stress and the...
Persistent link: https://www.econbiz.de/10012907939
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Macroprudential Policy and Bank Systemic Risk : Does Inflation Targeting Matter?
Belkhir, Mohamed; Ben Naceur, Sami; Candelon, Bertrand; … - 2023
This paper investigates macroprudential policy effects on bank systemic risk and the role of inflation targeting in … such effects. Using bank-level data for 45 countries comprising various monetary and exchange rate regimes, our regime … tightening of most macroprudential tools—including DSTI and LTV limits, and capital requirements—reduces bank systemic risk …
Persistent link: https://www.econbiz.de/10014354108
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Bank Resolution Costs, Depositor Preference, and Asset Encumbrance
Hardy, Daniel - 2013
that arises in case of resolution or bankruptcy. This net benefit, which may be capitalized into the value of the bank … distress despite increasing encumbrance of the bank's balance sheet. The benefit is maximized when resolution is initiated …
Persistent link: https://www.econbiz.de/10013078050
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Forbearance Patterns in the Post-Crisis Period
Bergant, Katharina - 2021
Using supervisory loan-level data on corporate loans, we show that banks facing high levels of non-performing loans relative to their capital and provisions were more likely to grant forbearance measures to the riskiest group of borrowers. More specifically, we find that risky borrowers are more...
Persistent link: https://www.econbiz.de/10013315131