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Risk-based capital requirements for banks and international trade

Demir, Banu; Michalski, Tomasz; Örs, Evren - 2014

-1 while the overall trade elasticity to be between -0.032 and -0.179. Calculations suggest that both CLC-related bank …

Persistent link: https://www.econbiz.de/10010501383

L’accès des PME aux financements bancaires.

GABRIELLI, D. - In: Bulletin de la Banque de France (2007) 165, pp. 21-29

Les conditions d’accès des PME au crédit se sont plutôt améliorées ces dernières années. Des handicaps persistent néanmoins (cherté relative des découverts bancaires, contraintes de financement propres à certains secteurs) dans un contexte financier devenu moins accommodant sur la...

Persistent link: https://www.econbiz.de/10009201070

Le financement des PME et la réforme de Bâle II.

GOLITIN, V. - In: Bulletin de la Banque de France (2007) 165, pp. 105-113

La réglementation bancaire française issue de l’accord de Bâle II est globalement favorable au financement des PME puisqu’elle devrait faciliter la transparence dans les relations banque-entreprise, une offre de crédit et une tarification mieux adaptées à la spécificité de chaque...

Persistent link: https://www.econbiz.de/10009201081

The Impact of the Basel III Liquidity Regulations on the Bank Lending Channel: A Luxembourg case study

Giordana, Gaston; Schumacher, Ingmar - Central Bank of Luxembourg - 2011

the Net Stable Funding Ratio (NSFR), on the bank lending channel in Luxembourg. For this aim we built, based on individual … bank data, time series of the LCR and NSFR for a sample of banks covering between 82% and 100% of total assets of the … extend the existing literature on the identification of the bank lending channel by adding as banks characteristics the …

Persistent link: https://www.econbiz.de/10009283380

Précisions importantes sur le backtesting comparatif de la VaR

Hassani, Samir Saissi - 2022

Persistent link: https://www.econbiz.de/10012886096

Systemic risk score : a suggestion

Hurlin, Christophe; Pérignon, Christophe - 2013

In this paper, we identify several shortcomings in the systemic-risk scoring methodology currently used to identify and regulate Systemically Important Financial Institutions (SIFIs). Using newly-disclosed regulatory data for 119 US and international banks, we show that the current scoring...

Persistent link: https://www.econbiz.de/10010391888