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New Paradigms in Banking, Financial Markets and Regulation?
Ayadi, Rym; masciandaro, donato; Quintyn, Marc G.; … - SUERF - The European Money and Finance Forum
incentives, risk management models and procedures, conflicts of interest and bank strategies. Their perspectives are quite …
Persistent link: https://www.econbiz.de/10011070913
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Cyclical Patterns in Profits, Provisioning and Lending of Banks
Bikker, J.A.; Hu, H. - de Nederlandsche Bank - 2003
interaction between business cycles and bank behaviour over the past two decades for 26 industrial countries. As expected, profits …
Persistent link: https://www.econbiz.de/10005021893
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Cyclical patterns in profits, provisioning and lending of banks and procyclicality of the new Basel capital requirements
Bikker, Jacob A.; Hu, Haixia - In: BNL Quarterly Review 55 (2002) 221, pp. 143-175
The proposed risk sensitive minimum requirements of the new Basel capital accord have raised concerns about possible (acceleration of) procyclical behaviour of banking, which might threaten macroeconomic stability. This article analyses the interaction between business cycles and banks over the...
Persistent link: https://www.econbiz.de/10010752485
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Cyclical patterns in profits, provisioning and lending of banks and procyclicality of the new Basel capital requirements
Bikker, Jacob A.; Hu, Haixia - In: Banca Nazionale del Lavoro Quarterly Review 55 (2002) 221, pp. 143-175
The proposed risk sensitive minimum requirements of the new Basel capital accord have raised concerns about possible (acceleration of) procyclical behaviour of banking, which might threaten macroeconomic stability. This article analyses the interaction between business cycles and banks over the...
Persistent link: https://www.econbiz.de/10010752531
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Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency
Hanewald, Katja; Post, Thomas; Gründl, Helmut - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009
Motivated by a recent demographic study establishing a link between macroeconomic fluctuations and the mortality index kt in the Lee-Carter model, we assess the impact of macroeconomic fluctuations on the solvency of a life insurance company. Liabilities in our stochastic simulation framework...
Persistent link: https://www.econbiz.de/10005207946
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Fundamental principles of financial regulation and supervision
Kregel, Jan A.; Tonveronachi, Mario - Financialisation, Economy, Society & Sustainable … - 2014
The financial system is a private-public partnership coming from government ceding the right to produce means of payment with the related permission on leveraged lending services, against the acceptance of rules designed to ensure stability for both individual institutions and the financial...
Persistent link: https://www.econbiz.de/10010764325
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Contingent Capital Instruments for Large Financial Institutions: A Review of the Literature
Flannery, Mark J. - In: Annual Review of Financial Economics 6 (2014) 1, pp. 225-240
required. Academics and regulators conjectured that including sufficient cocos in a bank’s capital structure could … on bank and financial sector stability, risk-taking incentives, and corporate governance. I review this literature and …
Persistent link: https://www.econbiz.de/10011094547
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Does macropru leak? Evidence from a UK policy experiment
Aiyar, Shekhar; Calomiris, Calomiris , Charles W; … - Bank of England - 2012
The regulation of bank capital to improve the resilience of the financial system and, related to this aim, as a means …, regulators have imposed time-varying, bank-specific minimum capital requirements since Basel I. Over the 1998-2007 period, UK …
Persistent link: https://www.econbiz.de/10011070874
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Financial regulations and bank credit to the real economy
Gabbi, Giampaolo; Iori, Giulia; Jafarey, Saqib; Porter, … - In: Journal of Economic Dynamics and Control 50 (2015) C, pp. 117-143
stylised central bank acting as lender of last resort. Using this model we address the tradeoff between stability and economic … the amount of information available to market participants on bank risks. …
Persistent link: https://www.econbiz.de/10011190651
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Capital Requirements, Risk Choice, and Liquidity Provision in a Business Cycle Model
Begenau, Juliane M. - Harvard Business School, Harvard University - 2015
increased bank capital requirements can reduce overall bank funding costs and increase bank lending. I quantify this mechanism …
Persistent link: https://www.econbiz.de/10011199939