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Usability of bank capital buffers : the role of market expectations
Abad, José M.; Garcia Pascual, Antonio - 2022
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
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Should Banks Be Narrowed?
Bossone, Biaggio - 2001
the real economy. The study also runs an empirical exercise to estimate the costs of bank narrowness and draws policy …
Persistent link: https://www.econbiz.de/10014403522
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Reforming the corporate governance of Italian banks
Jassaud, Nadège - 2014
Persistent link: https://www.econbiz.de/10010441888
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Reforming the Corporate Governance of Italian Banks
Jassaud, Nadège - 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/10014411639
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Rules of thumb for bank solvency stress testing
Hardy, Daniel C. L.; Schmieder, Christian - 2013
Persistent link: https://www.econbiz.de/10010389979
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Macroprudential stress tests : a reduced-form approach to quantifying systemic risk losses
Alla, Zineddine; Espinoza, Raphael A.; Li, Qiaoluan H.; … - 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/10011932566
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Basel III and bank-lending : evidence from the United States and Europe
Ben Naceur, Samy; Roulet, Caroline - 2017
capital and liquidity regulation on bank-lending following the 2008 financial crisis. We find that U.S. banks reinforce their … bank-retail-and-other-lending-growth for large European banks in the context of deleveraging and the 'credit crunch' in … Europe over the post-2008 financial crisis period. Additionally, liquidity indicators have positive but perverse effects on …
Persistent link: https://www.econbiz.de/10011763566
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Capital Regulation and Tail Risk
Perotti, Enrico Camillo - 2011
pre-crisis bank behavior, and suggest implications for the optimal design of capital regulation …
Persistent link: https://www.econbiz.de/10014412177
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Issues in Recent Banking Crises in Developing Countries
International Monetary Fund - 1990
This paper compares experiences with banking crises in seven countries in order to analyze the factors governing the crises and the effectiveness of measures to deal with the problems. The linkages between deregulation of the financial sector, and financial crises are examined. The portfolio...
Persistent link: https://www.econbiz.de/10014396460
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Liberalization and Financial Crisis in Uruguay (1974-1987)
Leone, Alfredo Mario - 1991
The financial system in Uruguay underwent a serious crisis beginning in 1982, which resulted in the failure of many banks and to a major restructuring of the financial system. This paper examines the causes and consequences of this crisis, exploring the relationship between developments in the...
Persistent link: https://www.econbiz.de/10014397344