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The determinants of bank capital structure
Gropp, Reint; Heider, Florian - 2009
deposits towards non-deposit liabilities. We find that unobserved timeinvariant bank fixed effects are ultimately the most … important determinant of banks' capital structures and that banks' leverage converges to bank specific, time invariant targets …. -- Bank capital ; capital regulation ; capital structure ; leverage …
Persistent link: https://www.econbiz.de/10003963775
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Proposal on ELBE and LGD in-default : tackling capital requirements after the financial crisis
González, Marta Ramos; Partal Ureña, Antonio; … - 2018
Following the financial crisis, the share of non-performing loans has significantly increased, while the regulatory guidelines on the Internal-Ratings Based (IRB) approach for capital adequacy calculation related to defaulted exposures remains too general. As a result, the high-risk nature of...
Persistent link: https://www.econbiz.de/10011864189
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Same same but different : credit risk provisioning under IFRS 9
Behn, Markus; Couaillier, Cyril - 2023
We analyse the impact of the adoption of expected credit loss accounting (IFRS 9) on the timeliness and potential procyclicality of banks' loan loss provisioning. We use granular loan-level data from the euro area's credit register and investigate both firm-level credit events and macroeconomic...
Persistent link: https://www.econbiz.de/10014362650
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Bank bias in Europe : effects on systemic risk and growth
Langfield, Sam; Pagano, Marco - 2015
Persistent link: https://www.econbiz.de/10011288709
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Risk, capital buffer and bank lending: a granular approach to the adjustment of euro area banks
Maurin, Laurent; Toivanen, Mervi - 2012
Persistent link: https://www.econbiz.de/10009765931
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Bank capital and liquidity creation : Granger-causality evidence
Horváth, Roman; Seidler, Jakub; Weill, Laurent - 2012
Persistent link: https://www.econbiz.de/10009765933
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Rational blinders : strategic selection of risk models and bank capital regulation
Colliard, Jean-Edouard - 2014
Persistent link: https://www.econbiz.de/10010380073
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Does a leverage ratio requirement increase bank stability?
Kiema, Ilkka; Jokivuolle, Esa - 2014
Persistent link: https://www.econbiz.de/10010382046
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What are banks' actual capital targets?
Couaillier, Cyril - 2021
How do banks set their target capital ratio? How do they adjust to reach it? This paper answers these questions using an original dataset of capital ratio targets directly announced to investors by European banks, materially improving data quality compared to usual estimated implicit target. It...
Persistent link: https://www.econbiz.de/10012705420
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Setting countercyclical capital buffers based on early warning models : would it work?
Behn, Markus; Detken, Carsten; Peltonen, Tuomo; … - 2013
Persistent link: https://www.econbiz.de/10010210593