Showing 1 - 10 of 362,983
benefits, return reactions are muted if the reclassification helps a bank avoid regulatory capital reductions. In contrast, the …
Persistent link: https://www.econbiz.de/10012906062
This paper empirically analyzes the determinants of banks' systemic importance. In constructing a measure on the systemic importance of financial institutions we find that size is a leading determinant. This confirms the usual "Too big to fail" argument. Nevertheless, banks with size above a...
Persistent link: https://www.econbiz.de/10013091736
This paper provides evidence on how the new international regulation on Global Systemically Important Banks (G-SIBs) impacts the market value of large banks. We analyze the stock price reactions for the 300 largest banks from 52 countries across 12 relevant regulatory announcement and...
Persistent link: https://www.econbiz.de/10010412297
discuss the rationale for regulating bank liquidity by highlighting the market failures that it addresses while reviewing key … risk in the financial system has gone up. In an environment where both bank liquidity and capital are regulated, it is …
Persistent link: https://www.econbiz.de/10011894240
Bank liability guarantee schemes have traditionally been viewed as costless measures to shore up investor confidence … and stave off bank runs. However, as the experience of some European countries, most notably Ireland, has demonstrated … the rollover risks of a bank and a government, which are connected through the government's guarantee of bank liabilities …
Persistent link: https://www.econbiz.de/10010344594
In the wake of the global financial crisis that erupted in 2008, there has been extensive commentary and regulatory focus on the 'Too Big to Fail' issue. In this paper, we survey the proposed solutions and regulatory initiatives that have been undertaken. We conduct a longitudinal analysis of...
Persistent link: https://www.econbiz.de/10012022346
-driven transformation of local and international financial systems. Bank bailouts of 2007–2008 may be situated in this comprehensive and …
Persistent link: https://www.econbiz.de/10012962296
imperfectly elastic supply of bank equity stemming from financial market segmentation. In our model, equity is costly and serves … and the design of bank stress testing …
Persistent link: https://www.econbiz.de/10012936146
equity ratio, loan quality and bank size are the main determinants of bank bailout involvement. However, the aided banks … sufficient to restore bank health …
Persistent link: https://www.econbiz.de/10012934952
' investment in complex assets. Complexity improves bank liquidity in good times but heightens vulnerability to runs during crises …
Persistent link: https://www.econbiz.de/10012830556