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Five years after the Liikanen Report: What have we learned?
Götz, Martin; Krahnen, Jan Pieter; Tröger, Tobias - 2017
liabilities subject to bail-in. The combination of both components leads to a three-layer structure of bank capital: a bail …
Persistent link: https://www.econbiz.de/10011763055
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Stress testing of the Czech banking sector
Jakubík, Petr; Heřmánek, Jaroslav - 2008
This article presents the results of stress tests of the Czech banking sector conducted using models of credit risk and credit growth broken down by sector. The use of these models enables the stress tests to be linked to the CNB's official quarterly macroeconomic forecast. In addition, the...
Persistent link: https://www.econbiz.de/10010322230
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States, Banks, and the Financing of the Economy: Fiscal Policy and Sovereign Risk Perspectives
Balling, Morten; Egger, Peter; Gnan, Ernest; Weber, Axel A. - 2013
On 5-6 September 2012 SUERF held its 30th Colloquium “States, Banks, and the Financing of the Economy” at the University of Zürich, Switzerland. The papers included in this SUERF Study are based on contributions to the Colloquium. All the chapters in this publication discuss from different...
Persistent link: https://www.econbiz.de/10011689958
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Fair value accounting and financial stability
Enria, Andrea; Cappiello, Lorenzo; Dierick, Frank; … - 2004
simulation exercise is performed on how various external shocks affect the balance sheet of an average European bank under the … introduction of full fair value accounting could have a significant effect in terms of income volatility, procyclicality of bank …
Persistent link: https://www.econbiz.de/10011606165
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Freedom of contract and financial stability through the lens of the Legal Theory of Finance (LTF): LTF approaches to ABS, Pari Passu-Clauses, CCPs, and Basel III
Haar, Brigitte - 2016
This paper is the outcome of a related broader project, exploring the explanatory power of the Legal Theory of Finance, which proposes a new institution-based analytical framework for the analysis of phenomena of financial markets. One of its most important theoretical assumptions, the legal...
Persistent link: https://www.econbiz.de/10011526955
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Remarks on the German Regulation of Crowdfunding
Tröger, Tobias H. - 2017
Crowdfunding is a buzzword that signifies a sub-set in the new forms of finance facilitated by advances in information technology usually categorized as fintech. Concerns for financial stability, investor and consumer protection, or the prevention of money laundering or funding of terrorism...
Persistent link: https://www.econbiz.de/10011731181
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Are risk weights of banks in the Czech Republic procyclical? Evidence from wavelet analysis
Brož, Václav; Pfeifer, Lukáš - In: Journal of Central Banking Theory and Practice 10 (2021) 1, pp. 113-139
We analyze the cyclicality of risk weights of banks in the Czech Republic from 2008 to 2016. We differentiate between risk weights under the internal ratings-based and those under the standardized approach, consider the financial cycle, and employ wavelet coherence as a means of dynamic...
Persistent link: https://www.econbiz.de/10014558531
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The prediction of corporate bankruptcy and Czech economy's financial stability through logit analysis
Jakubík, Petr; Teplý, Petr - 2008
broadens the existing analytical set-up used by the Czech National Bank for its financial stability analyses. The results …
Persistent link: https://www.econbiz.de/10010322234
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Credit Derivatives and the Default Risk of Large Complex Financial Institutions
Calice, Giovanni; Ioannidis, Christos; Williams, Julian - 2011
systemically important financial institutions. We propose a bank default risk model, in the vein of the classic Merton-type, which …
Persistent link: https://www.econbiz.de/10010278859
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The Failure of Northern Rock: A multi-dimensional Case Study
Congdon, Tim; Goodhart, Charles A.E.; Eisenbeis, Robert A. - 2009
In August 2007 the United Kingdom experienced its first bank run in over 140 years. Although Northern Rock was not a … particularly large bank (it was at the time ranked 7th in terms of assets) it was nevertheless a significant retail bank and a … outside the bank as depositors rushed to withdraw their deposits. There was always a fear that this could spark a systemic run …
Persistent link: https://www.econbiz.de/10011689937