Showing 1 - 10 of 7,249
CCPs; and the implications for bank, insurer and asset manager business models, in particular whether Brexit would act as a …
Persistent link: https://www.econbiz.de/10011985209
This paper derives indicators of the severity and structure of banking system risk from asymptotic interdependencies … the euro area, we can also compare banking system stability between the two largest economies in the world. For Europe we … assess the relative importance of cross-border bank spillovers as compared to domestic bank spillovers. The results suggest …
Persistent link: https://www.econbiz.de/10011604573
investor’s payoff. In contrast, both “narrow banking” and imposing equity requirements as buffer are inferior mechanisms for …
Persistent link: https://www.econbiz.de/10010427588
e.g. on artificial neural networks as well as GARCH models. These studies have been presented in the Bank of Finland …
Persistent link: https://www.econbiz.de/10012148914
with banking and insurance sectors, we show that credit risk transfer can be beneficial when banks face uniform demand for …
Persistent link: https://www.econbiz.de/10010298271
I will address in this study the future of banking. This will be done against the backdrop of revolutionary forces … shaping an increasingly fast-moving banking landscape. The first part of the study focuses on the ultra-long drivers of … banking structures and institutions. To that end, I will identify the long-term determinants of our rapidly changing society …
Persistent link: https://www.econbiz.de/10011689924
We build a model to simulate how the euro area market-based financial system may function under stress. The core of the model is a set of representative agents re ecting key economic sectors, which interact in asset, funding, and derivatives markets and face solvency and liquidity constraints on...
Persistent link: https://www.econbiz.de/10013368001
respect to e.g. capital adequacy, shadow banking and accounting. The paper also reviews the current levels of development of … the Indian banking, capital markets, pensions and insurance sub-sectors and past episodes of egregious wrongdoing. The …
Persistent link: https://www.econbiz.de/10011807863
We study the dependence between the downside risk of European banks and insurers. Since the downside risk of banks and insurers differs, an interesting question from a supervisory point of view is the risk reduction that derives from diversification within large banks and financial...
Persistent link: https://www.econbiz.de/10010325174
Rather than taking on more risk, US insurers hit hard by the crisis pulled back from risk taking, relative to insurers hit less hard by the crisis. Capital requirements alone do not explain this risk reduction: insurers hit hard reduced risk within assets with identical regulatory treatment....
Persistent link: https://www.econbiz.de/10011984852