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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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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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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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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
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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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The Impact of Basel III on Lending Rates of EU Banks
SUTOROVA, Barbora; TEPLY, Petr - In: Czech Journal of Economics and Finance (Finance a uver) 63 (2013) 3, pp. 226-243
In this paper we focus on practical aspects of the new framework for banking regulation in the European Union as defined in Basel III and Capital Requirements Directive IV. We employ a simultaneous equations model where banks choose the optimal level of capital, which is seen as a call option....
Persistent link: https://www.econbiz.de/10010686525
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BASEL III – Responses to consultative documents, vital aspects of the consultative processes and the journey culminating in the present framework
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/10008684871
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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
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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/10009025321