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Evaluating internal credit rating systems depending on bank size
Frerichs, Hergen; Wahrenburg, Mark - 2003
Under a new Basel capital accord, bank regulators might use quantitative measures when evaluating the eligibility of …
Persistent link: https://www.econbiz.de/10010316304
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Understanding the high profitability of Chinese banks
Löchel, Horst; Li, Helena Xiang - 2011
, Chinese banks led the global banking profitability ranking through the years from 2008 to 2010 and contributed one fifth of …)). The contradiction of high profitability and low efficiency causes great confusion in understanding banking in China. Our … paper aims to reveal the real sources of the high profitability of the big Chinese banks. We compare their profitability …
Persistent link: https://www.econbiz.de/10010307920
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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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Regulatory constraints on bank leverage: Issues and lessons from the Canadian experience
Bordeleau, Etienne; Crawford, Allan; Graham, Christopher - 2009
The Basel capital framework plays an important role in risk management by linking a bank's minimum capital requirements …
Persistent link: https://www.econbiz.de/10010289680
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Optimal capital requirements over the business and financial cycles
Malherbe, Frederic - 2015
I study economies where banks do not fully internalize the social costs of default, which distorts their lending decisions. In all these economies, a common general equilibrium effect leads to aggregate over-investment. As a result, under laissez-faire, crises are too frequent and too costly...
Persistent link: https://www.econbiz.de/10011605875
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Macroprudential banking regulation: Does one size fit all?
Neuberger, Doris; Rissi, Roger - 2012
homogeneous or bank-based financial systems, the most effective regulatory policy to ensure financial stability depends on the …
Persistent link: https://www.econbiz.de/10010319289
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Das Schweizer Eigenmittelregime für Grossbanken: Work in Progress
Kellermann, Kersten; Schlag, Carsten-Henning - 2010
Der Beitrag beschreibt das Schweizer Eigenmittelregime für Grossbanken. Dieses orientiert sich am Regelwerk Basel II und wird im Rahmen der Reformierung des Basler Abkommens (Basel III) weitere Anpassungen erfahren. Die Schweiz befindet sich damit nach wie vor im Prozess der Neugestaltung der...
Persistent link: https://www.econbiz.de/10010281966
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Eine effektive Alternative zur Leverage Ratio
Kellermann, Kersten; Schlag, Carsten-Henning - 2010
Nach den Erfahrungen der Finanzkrise scheint es angebracht, in der Bankenaufsicht ein Instrument zu implementieren, das das Finanzmarktaufsichtssystem gegen potentielle Fehlleistungen bei der Anwendung risikogewichteter Eigenmittelvorschriften absichert. Die Vertreter der G-20 Länder haben...
Persistent link: https://www.econbiz.de/10010281967
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Capital regulation after the crisis: Business as usual?
Hellwig, Martin - 2010
the individual bank or for the system as a whole. Objections to substantial increases in capital requirements rest on …
Persistent link: https://www.econbiz.de/10010286702
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Stress testing the German mortgage market
Barasinska, Nataliya; Haenle, Philipp; Koban, Anne; … - 2019
then use the model to run a top-down stress test and simulate losses on the individual bank level for the years from 2018 …
Persistent link: https://www.econbiz.de/10012014577