Showing 1 - 10 of 391
varying loss profiles and different methods of data collection, loss reporting, and model specification on the reliability of …
Persistent link: https://www.econbiz.de/10014400119
The paper finds that, given Australia's conservative approach in implementing the Basel II framework, Australian banks' headline capital ratios underestimate their capital strengths. Given their high capital quality and the progress in their funding profiles since the global financial crisis,...
Persistent link: https://www.econbiz.de/10009423924
Persistent link: https://www.econbiz.de/10011281183
Persistent link: https://www.econbiz.de/10010388856
The crisis in Europe has underscored the vulnerability of European bank funding models compared to international peers …. This paper studies the drivers behind this fragility and examines the future of bank funding, primarily wholesale, in … possible policy options and bank actions to enhance European bank funding models’ robustness …
Persistent link: https://www.econbiz.de/10012671100
have been reluctant to do so. Provided the market expects a bank to rebuild its buffers, any draw-down will open up a … capital shortfall that will weigh on its share price. Therefore, a bank will only decide to use its buffers if the value …
Persistent link: https://www.econbiz.de/10013170551
This paper assesses the resilience of Panamanian banks to (i) a very severe short-term, and (ii) a significant long-lasting liquidity shock scenario. Short-term liquidity buffers are evaluated by approximating the Liquidity Coverage Ratio (LCR) defined in the Basel III accord. The risk of losing...
Persistent link: https://www.econbiz.de/10011715461
Whether and to what extent tougher bank regulation weighs on economic growth is an open empirical question. Using data … from 28 manufacturing industries in 50 countries, we explore the extent to which cross-country differences in bank … enterprises. This relationship, however, exists only for bank-based systems and emerging market economies. In the pre …
Persistent link: https://www.econbiz.de/10012252032
The recent fnancial crisis highlighted the role of Bank Holding Companies (BHCs) in exacerbating the crisis and in … monetary policy and market innovations on bank behavior in the presence of Basel III type regulations. To our knowledge, this … trading business, and show that regulations that target bank governance can mitigate possible rogue trading and the …
Persistent link: https://www.econbiz.de/10011716558
Developing economies can strengthen their financial systems by implementing the main elements of global regulatory reform. But to build an effective prudential framework, they may need to adapt international standards taking into account the sophistication and size of their financial...
Persistent link: https://www.econbiz.de/10012102040