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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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International Evidence on Government Support and Risk Taking in the Banking Sector
Brandao-Marques, Luis - 2013
to take on risk by reducing market discipline or by increasing charter value. We use an international sample of bank data …
Persistent link: https://www.econbiz.de/10013080850
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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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Supervisory Incentives in a Banking Union
Carletti, Elena - 2016
centralization on bank risk taking depends on the balance of these two effects …
Persistent link: https://www.econbiz.de/10012977777
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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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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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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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Financial Stability in an Evolving Regulatory and Supervisory Landscape
Xiao, Yingbin - 2013
This paper runs qualitative and quantitative analyses of the financial soundness of Danish banks. Helped by a series of Denmark's financial policy initiatives, banks have made progress in improving financial stability. However, vulnerabilities remain. To mitigate risks, banks should continue to...
Persistent link: https://www.econbiz.de/10013085614
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Banking and Trading
Ratnovski, Lev - 2012
We study the effects of a bank's engagement in trading. Traditional banking is relationship-based: not scalable, long …-based: scalable, shortterm, capital constrained, and with the ability to generate risk from concentrated positions. When a bank … inefficiencies. A bank may allocate too much capital to trading ex-post, compromising the incentives to build relationships ex …
Persistent link: https://www.econbiz.de/10013098572
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Shadow Banking and Market Discipline on Traditional Banks
Ari, Anil - 2018
a tax onshadow bank profits …
Persistent link: https://www.econbiz.de/10012929925