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metrics based on equity market valuations of bank capital are better than regulatory capital ratios, and other metrics, in …
Persistent link: https://www.econbiz.de/10012103615
capital shortfall that will weigh on its share price. Therefore, a bank will only decide to use its buffers if the value …Following the COVID shock, supervisors encouraged banks to use capital buffers to support the recovery. However, banks … have been reluctant to do so. Provided the market expects a bank to rebuild its buffers, any draw-down will open up a …
Persistent link: https://www.econbiz.de/10013170551
Whether and to what extent tougher bank regulation weighs on economic growth is an open empirical question. Using data …-crisis period, we find only a marginal link to bank capital. These findings survive a battery of robustness checks and provide some … from 28 manufacturing industries in 50 countries, we explore the extent to which cross-country differences in bank …
Persistent link: https://www.econbiz.de/10012252032
' headline capital ratios underestimate their capital strengths. Given their high capital quality and the progress in their …
Persistent link: https://www.econbiz.de/10009423924
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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
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
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