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Jackson, Patricia; Davies, Howard; Miles, David; … - SUERF Conference on Banking Reform <2015, London>; … - 2016

On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame … Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial … College) gave the SUERF 2015 Annual Lecture on Capital and Banks. The conference focused on core aspects of banking reform …

Persistent link: https://www.econbiz.de/10011554963

The SSM at 1

Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016

Persistent link: https://www.econbiz.de/10011557140

Market Discipline and Bank Risk

Haq, Mamiza - 2013

This paper empirically examines the impact of market discipline on bank risk taking. Using a sample of 321 financial institutions from the Group of Seven nations (G7) comprising Canada, France, Germany, Italy, Japan, the UK, and the US, over the period 1996-2010, our findings suggest that market...

Persistent link: https://www.econbiz.de/10013090489

Regulating Risk Culture in Banks

Alexander, Kern - 2019

risk culture in banking institutions. Specifically, it examines the regulatory responses and industry-led initiatives taken …

Persistent link: https://www.econbiz.de/10012894261

Do Subordinated Debt Holders Discipline Bank Risk-Taking? Evidence from Risk Management Decisions

Belkhir, Mohamed - 2016

I test the market discipline of bank risk hypothesis by examining whether banks choose risk management policies that account for the risk preferences of subordinated debt holders. Using around 500,000 quarterly observations on the population of U.S. insured commercial banks over the 1995-2009...

Persistent link: https://www.econbiz.de/10013008259

Bank Capital Structure and Tail Risk

Vissers, Suzanne - 2020

This paper presents a continuous-time bank capital structure model in which the bank's assets are subject to both diffusion and tail risk. The latter causes uninsured deposits to be risky, as the bank's assets can jump below the threshold at which it is optimal for depositors to run. The model...

Persistent link: https://www.econbiz.de/10012849844

Corporate Governance, Performance and Liquidity Risk : Insights From WAEMU Banks

Ouattara, Alassane - 2019

Over the past two decades, several corporates collapses and scandals led to track down any deficiencies of the traditional corporate governance mechanisms. These collapses and scandals include Enron (2001) and WorldCom (2002) in USA, Vivendi (2001) and Vinci (2006) in France, Parmalat (2003) in...

Persistent link: https://www.econbiz.de/10012862169

Stress Testing Convergence

Gutierrez Gallardo, German - 2015

This year, 2015, marks the six-year anniversary of US regulatory stress testing. We observe three key trends: 1) Increasingly aggressive capital management: Banks initially responded to CCAR by maintaining wide capital cushions vs. regulatory minimums. However, as CCAR processes stabilize and...

Persistent link: https://www.econbiz.de/10013018550

Are ‘Too Big To Fail’ Banks Just Different in Size? – A Study on Risk-Taking and Tail Risk

Li, Zongyuan; Lai, Rose Neng - 2021

sensitive to liability-side activities only among non-TBTF banks, implying that post-crisis banking regulations further enhanced …

Persistent link: https://www.econbiz.de/10013312711

Strategic selection of risk models and bank capital regulation

Colliard, Jean-Edouard - 2017

The regulatory use of banks' internal models makes capital requirements more risk-sensitive but invites regulatory arbitrage. I develop a framework to study bank regulation with strategic selection of risk models. A bank supervisor can discourage arbitrage by auditing risk models, and implements...

Persistent link: https://www.econbiz.de/10011958937

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