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Contingent capital (coco) automatically recapitalizes the banking system during financial crises if the trigger mechanism is properly designed. We propose a dual trigger mechanism based on: (1) aggregate systemic risk in the banking system, measured using CATFIN, and (2) the individual bank's...
Persistent link: https://www.econbiz.de/10013003028
Contingent capital (coco) automatically recapitalizes the banking system during financial crises if the trigger mechanism is properly designed. We propose a dual trigger mechanism based on: (1) aggregate systemic risk in the banking system, measured using CATFIN, and (2) the individual bank's...
Persistent link: https://www.econbiz.de/10013005755
Contingent capital can automatically recapitalize the banking system during financial crises if the trigger mechanism is properly designed. We propose a dual trigger mechanism that is a function of: (1) aggregate systemic risk in the banking system, measured using CATFIN, and (2) individual bank...
Persistent link: https://www.econbiz.de/10013052159
The 1998 passage of the Land Revaluation Law in Japan provided regulatory forbearance to the Japanese banks in the form of a regulatory capital infusion. We test whether this divergence from international bank capital requirements had an impact on Japanese bank lending behavior. Because this...
Persistent link: https://www.econbiz.de/10014052752