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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 …
Persistent link: https://www.econbiz.de/10009423924
The paper finds that, given Australia's conservative approach in implementing the Basel II framework, Australian banks …
Persistent link: https://www.econbiz.de/10014395580
put more pressure on the banks’ capital. Given high bank concentration and large offshore wholesale funding needs, the …
Persistent link: https://www.econbiz.de/10012671009
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