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How to back-test operational risk: an empirical basic analysis
Feria-Dominguez, Jose Manuel; Jimenez-Rodriguez, Enrique J. - In: Journal of Financial Transformation 35 (2012), pp. 81-90
Measuring, controlling and managing operational risk have played an important role for bank industry endeavors since … Internal Operational Losses Database (IOLD) provided by a medium-sized Spanish savings bank. For this purpose, we calculate …
Persistent link: https://www.econbiz.de/10010991645
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Capital, liquidity standards and macro prudential policy tools in financial supervision: addressing sovereign debt problems
Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2011
During the recent Financial Crisis, as well as the 2010 and ongoing European Sovereign Debt Crisis, several governments had/have had to raise their debt levels in order to stabilize their economies. The principal problem attributed to sovereign debts, which is linked to their characteristics, is...
Persistent link: https://www.econbiz.de/10011258446
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Bailouts and longer term refinancing operations (LTROs): when temporary cures generate longer term economic concerns
Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2012
It is increasingly becoming apparent to domestic and international investors that the European Central Bank’s bond … buying programme which commenced in May 2010, “a way of correcting market dislocations that were hampering the central bank …
Persistent link: https://www.econbiz.de/10011261075
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Bank capital management: International evidence
De Jonghe, Olivier; Öztekin, Özde - In: Journal of Financial Intermediation 24 (2015) 2, pp. 154-177
We examine the dynamic behavior of bank capital using a global sample of 64 countries during the 1994–2010 period …
Persistent link: https://www.econbiz.de/10011264239
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The Role of Insurance in Operational Risk Mitigation - A Case Study
Rippel, Milan; Suchánková, Lucie; Teplý, Petr - In: Politická ekonomie 2012 (2012) 4, pp. 523-535
anonymous bank located in Central Europe. We compare the results of our case study with impact studies conducted for Basel II … risk in case of the researched bank. …
Persistent link: https://www.econbiz.de/10011195279
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The Level of Capital and the Value of EU Banks under Basel III
Šútorová, Barbora; Teplý, Petr - In: Prague Economic Papers 2014 (2014) 2, pp. 143-161
industry regularly experiences crises. Consequently, a similar impact might be expected from the Basel III new bank regulatory … the value of bank shares will probably be perceived negatively by the market, which could be reflected in a drop in the …
Persistent link: https://www.econbiz.de/10011195592
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BASEL III: responses to consultative documents, vital aspects of the consultative processes and the journey culminating in the present framework (Part 1)
Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2010
banks are capable of absorbing losses in the event that a bank is unable to support itself in the private market.” Amongst … constitutes a means whereby losses could still be absorbed in the event that a bank is unable to support itself in the private …
Persistent link: https://www.econbiz.de/10009246895
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Basel III – responses to consultative documents, vital aspects of the consultative processes and the journey culminating in the present framework (Part 1)
Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2011
Parts I and II of this paper are aimed at providing a comprehensive overview of, and responses to, four very vital components of the consultative processes which have contributed to the new framework known as Basel III. The papers will approach these components in the order of the consultative...
Persistent link: https://www.econbiz.de/10009283808
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Macroeconomic Impact of Basel III
Slovik, Patrick; Cournède, Boris - Economics Department, Organisation de Coopération et … - 2011
point per annum. Economic output is mainly affected by an increase in bank lending spreads as banks pass a rise in bank … Tier 1 capital ratio) could increase bank lending spreads by about 50 basis points. The estimated effects on GDP growth …
Persistent link: https://www.econbiz.de/10008838314
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Capital, liquidity standards and macro prudential policy tools in financial supervision: addressing sovereign debt problems
Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2011
During the recent Financial Crisis, as well as the 2010 and ongoing European Sovereign Debt Crisis, several governments had/have had to raise their debt levels in order to stabilize their economies. The principal problem attributed to sovereign debts, which is linked to their characteristics, is...
Persistent link: https://www.econbiz.de/10009025318