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Rethinking capital regulation : the case for a dividend prudential target
Muñoz, Manuel A. - 2020
existing capital regulation by tackling this issue. Welfare-maximizing DPTs are effective (more than the CCyB) in smoothing the … a Basel III-type of capital regulation through various channels. …
Persistent link: https://www.econbiz.de/10012241228
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Do bank insiders impede equity issuances?
Götz, Martin; Laeven, Luc; Levine, Ross - 2021
We evaluate the role of insider ownership in shaping banks' equity issuances in response to the global financial crisis. We construct a unique dataset on the ownership structure of U.S. banks and their equity issuances and discover that greater insider ownership leads to less equity issuances....
Persistent link: https://www.econbiz.de/10012418825
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Does liquidity regulation impede the liquidity profile of collateral?
Schmidt, Kirsten - 2019
We analyze the pledging behavior of Euro area banks during the introduction of the liquidity coverage ratio (LCR). The … national liquidity requirements to proxy for banks' incentives to exploit this differential treatment of central bank eligible … national liquidity requirement pledge more and less liquid collateral than banks with a preceding national liquidity …
Persistent link: https://www.econbiz.de/10011994641
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Designing a macroprudential capital buffer for climate-related risks
Bartsch, Florian; Busies, Iulia; Emambakhsh, Tina; … - 2024
mitigate systemic risks and increase the resilience of the banking sector. Leveraging granular data and state-of-the-art stress …
Persistent link: https://www.econbiz.de/10014558804
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Government loan guarantees, market liquidity, and lending standards
Ahnert, Toni; Kuncl, Martin - 2022
market liquidity of these loans due to both selection and commitment. Because of this positive pecuniary externality … loans before maturity when in need of liquidity. Loan guarantees improve market liquidity and reduce lending standards, with …
Persistent link: https://www.econbiz.de/10013342211
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Regulating the doom loop
Alogoskoufis, Spyros; Langfield, Sam - 2019
how to treat sovereign exposures in bank regulation. Our contribution is to model endogenous sovereign portfolio …
Persistent link: https://www.econbiz.de/10012061145
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Measuring the procyclicality of impairment accounting regimes : a comparison between IFRS 9 and US GAAP
Buesa, Alejandro; Población García, Javier; … - 2019
regimes. Our results suggest that although IFRS 9 is less procyclical than the previous regulation (IAS 39), it is more …
Persistent link: https://www.econbiz.de/10012135969
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The impact of regulatory changes on rating behaviour
Karimov, Nodirbek; Kara, Alper; Downing, Gareth; … - 2024
We examine rating behaviour after the introduction of new regulations regarding Credit Rating Agencies (CRAs) in the European securitisation market. Employing a large sample of 12,469 ABS tranches issued between 1998 and 2018, we examine the information content of yield spreads of ABS at the...
Persistent link: https://www.econbiz.de/10014507193
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Window dressing of regulatory metrics : evidence from repo markets
Bassi, Claudio; Behn, Markus; Grill, Michael; Waibel, Martin - 2023
This paper investigates both the magnitude and the drivers of bank window dressing behaviour in euro-denominated repo markets. Using a confidential transaction-level data set, our analysis illustrates that banks engineer an economically sizeable contraction in their repo transactions around...
Persistent link: https://www.econbiz.de/10013547917
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Risk retention in the European securitization market : skimmed by the skin-in-the-game methods?
Breemen, Vivian van; Schwarz, Claudia; Vink, Dennis - 2023
using a sample of European securitization tranches issued in the period 2011-2021. European regulation is based on the …
Persistent link: https://www.econbiz.de/10014362634