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[...]We focus here on three types of capital ratios—riskweighted,leverage, and gross revenue ratios. For each ratio, weexamine what makes it actually or potentially useful for bankregulation and we ask whether it is indeed significantly relatedto subsequent bank failure. Perhaps not...
Persistent link: https://www.econbiz.de/10005870020
[...]This paper focuses on the relative emphasis thatthe structure of regulatory capital places on formulas andon supervision. The two are not viewed as mutually exclusive,but as elements to which capital policy implicitlyassigns relative weights. We will see that in U.S. regulatorypractice,...
Persistent link: https://www.econbiz.de/10005870086
This article does not address specific capital proposalsnor does it suggest specific new requirements. Theframework it provides, however, has implications for possiblefuture refinements in the supervisory approach to capitalrequirements.[...]
Persistent link: https://www.econbiz.de/10005870353
[...]This paper investigates whether the cyclical effects ofmonetary policy have been influenced by the secular growth insecuritization in recent decades. In particular, when the centralbank makes a specific monetary policy move—such asincreasing the overnight interbank rate by 50 basis...
Persistent link: https://www.econbiz.de/10005869389