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Bedeutung des Bankenplatzes Basel
Gantenbein, Pascal; Rutzer, Christian; Weder, Rolf; … - 2010
Persistent link: https://www.econbiz.de/10010368941
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Potenziale des Bankenplatzes Basel
Gantenbein, Pascal; Weder, Rolf - 2011
Persistent link: https://www.econbiz.de/10010368942
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Income Segregation and Local Progressive Taxation: Empirical Evidence from Switzerland
Schmidheiny, Kurt - 2003
from the urban agglomeration of Basel for the year 1997 is used. This unique data set contains tax information from all … households that moved either within the city center of Basel or from the city center to the outskirts. The community choice of …
Persistent link: https://www.econbiz.de/10010295381
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Debt overhang and capital regulation
Admati, Anat R.; DeMarzo, Peter M.; Hellwig, Martin F.; … - 2012
We analyze shareholders' incentives to change the leverage of a firm that has already borrowed substantially. As a result of debt overhang, shareholders have incentives to resist reductions in leverage that make the remaining debt safer. This resistance is present even without any government...
Persistent link: https://www.econbiz.de/10010323860
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GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies
Jimenez-Martin, Juan-Angel; McAleer, Michael; Amaral, … - 2013
single and combined VaR forecasts in terms of daily capital requirements and violation penalties under the Basel II Accord …
Persistent link: https://www.econbiz.de/10010326321
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Fallacies, irrelevant facts, and myths in the discussion of capital regulation: Why bank equity is not socially expensive
Admati, Anat R.; DeMarzo, Peter M.; Hellwig, Martin; … - 2013
allowed, for example, by the Basel III agreement is not necessary for banks to perform all their socially valuable functions …
Persistent link: https://www.econbiz.de/10010334527
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Bank leverage, welfare, and regulation
Admati, Anat R.; Hellwig, Martin - 2018
We take issue with claims that the funding mix of banks, which makes them fragile and crisisprone, is efficient because it reflects special liquidity benefits of bank debt. Even aside from neglecting the systemic damage to the economy that banks' distress and default cause, such claims are...
Persistent link: https://www.econbiz.de/10012110569
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Macro-prudential policy on liquidity: What does a DSGE model tell us?
Chadha, Jagjit S.; Corrado, Luisa - 2011
cycle. Overall we find some rationale for Basel III in providing commercial banks with an incentive to hold a greater stock …
Persistent link: https://www.econbiz.de/10010277806
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Analysis of Granularity Adjustment for Regulatory Capital
Krali, Mario; Gurov, Andrey - In: Journal of Central Banking Theory and Practice 8 (2019) 3, pp. 111-132
The lack of portfolio granularity in terms of exposure has been shown to have important implications for the amount of a financial institution’s economic capital. Based on a numerical simulation model, we provide concrete examples of how granularity affects capital levels. We achieve this by...
Persistent link: https://www.econbiz.de/10012217923
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Modelling systemically important banks vis-à-vis the basel prudential guidelines
Salim, M. Zulkifli; Daly, Kevin James - In: Journal of Risk and Financial Management 14 (2021) 7, pp. 1-20
expected shortfall (MES), and SRISK-to compare with the Basel guidelines as benchmark. We use Indonesian banks' market and … concordance with the Basel guidelines as applied by a bank supervisor. The findings show that SRISK produced a more consistent …. Further, all theoretical models are in line with the Basel guidelines, where the closest approximation is at 47%. The results …
Persistent link: https://www.econbiz.de/10013200979