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Structural Bank Regulation Initiatives : Approaches and Implications
Gambacorta, Leonardo - 2013
The paper examines the basic rationale and features of the proposals adopted to separate specific investment and commercial banking activities (Volcker rule, Vickers and Liikanen proposals). In particular, it focuses on the likely implications of such initiatives for: (i) financial stability and...
Persistent link: https://www.econbiz.de/10013081961
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Structural bank regulation initiatives : approaches and implications
Gambacorta, Leonardo; Rixtel, Adrian A. R. J. M. van - 2013
The paper examines the basic rationale and features of the proposals adopted to separate specific investment and commercial banking activities (Volcker rule, Vickers and Liikanen proposals). In particular, it focuses on the likely implications of such initiatives for: (i) financial stability and...
Persistent link: https://www.econbiz.de/10009755562
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Do Bank Characteristics Influence the Effect of Monetary Policy on Bank Risk?
Altunbas, Yener - 2012
We analyze whether the impact of monetary policy on bank risk depends upon bank characteristics. We relate the … materialization of bank risk during the financial crisis to differences in the monetary policy stance and bank characteristics in the … the insulation effect produced by capital and liquidity buffers on bank risk was lower for banks operating in countries …
Persistent link: https://www.econbiz.de/10013109321
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Bad Bank Resolutions and Bank Lending
Brei, Michael - 2020
bank segregations are effective in cleaning up balance sheets and promoting bank lending only if they combine … purchases are funded privately; (ii) smaller shares of the originating bank's assets are segregated; and (iii) asset segregation … problem associated with the creation of a bad bank …
Persistent link: https://www.econbiz.de/10012841855
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Does monetary policy affect bank risk-taking?
Altunbas, Yener; Gambacorta, Leonardo; … - 2010
This paper investigates the relationship between short-term interest rates and bank risk. Using a unique database that …
Persistent link: https://www.econbiz.de/10011605212
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Does monetary policy affect bank risk-taking?
Altunbaş, Yener; Gambacorta, Leonardo; Marqués … - 2010
This paper investigates the relationship between short-term interest rates and bank risk. Using a unique database that …. - Bank risk ; monetary policy ; credit crisis …
Persistent link: https://www.econbiz.de/10003971290
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Leverage and Risk Weighted Capital Requirements
Gambacorta, Leonardo - 2016
The global financial crisis has highlighted the limitations of risk-sensitive bank capital ratios. To tackle this … steady state value of the regulatory minima for the two ratios strongly depends on the riskiness and the composition of bank …
Persistent link: https://www.econbiz.de/10012981563
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Does Monetary Policy Affect Bank Risk-Taking?
Altunbas, Yener; Gambacorta, Leonardo; Marques-Ibanez, David - 2010
This paper investigates the relationship between short-term interest rates and bank risk. Using a unique database that …
Persistent link: https://www.econbiz.de/10014196758
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Countercyclical Capital Buffers : Exploring Options
Drehmann, Mathias - 2010
counter-cyclical capital schemes is whether conditioning variables are bank-specific or system-wide. The evidence presented in … the paper indicates that the idiosyncratic component can be sizable when a bank-specific approach is used. This makes a …
Persistent link: https://www.econbiz.de/10013139916
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Does Monetary Policy Affect Bank Risk-Taking?
Altunbas, Yener - 2010
This paper investigates the relationship between short-term interest rates and bank risk. Using a unique database that …
Persistent link: https://www.econbiz.de/10013146560