Narrow search
Showing 1 - 10 of 3,874
Cover Image
Competition and Bank Risk the Role of Securitization and Bank Capital
Altunbas, Yener - 2019
We examine how bank competition in the run-up to the 2007-2009 crisis affects banks' systemic risk during the crisis. We then investigate whether this effect is influenced by two key bank characteristics: securitization and bank capital. Using a sample of the largest listed banks from 15...
Persistent link: https://www.econbiz.de/10012865123
Cover Image
The Systemic Risk Paradox : Banks and Clearinghouses Under Regulation
Chang, Felix - 2014
both high-profile mergers and spectacular failures, prompting a flurry of regulatory responses. Yet consolidation has not …. In fact, clearinghouses have been cloaked with a regulatory mantle which encourages unchecked growth.This Article …
Persistent link: https://www.econbiz.de/10013055768
Cover Image
Death to Credit as Leverage : Using the Bank Anti-Tying Provision to Curb Financial Risk
Chang, Felix - 2014
commercial and investment banking that was central to the Glass-Steagall Act and is again resurgent with the Volcker Rule. Second …
Persistent link: https://www.econbiz.de/10013062453
Cover Image
Prudential requirements framework and sustainability
Binder, Jens-Hinrich - 2022
shift funding towards projects and beneficiaries identified as sustainable. This is compatible with traditional regulatory … objectives (only) to the extent that regulatory measures try to enhance the sensitivity of existing arrangements vis-à-vis new …
Persistent link: https://www.econbiz.de/10014238464
Cover Image
Quantile-VaR is the wrong measure to quantify market risk for regulatory purposes
Jaschke, Stefan R. - 2001
Starting from the objective of banking supervision - to minimize the overall costs of banking to the general public … normative point of view, as significant public resources are used for banking supervision. -- VaR ; banking regulation … ; supervision ; risk measures ; Basel Accord …
Persistent link: https://www.econbiz.de/10009614286
Cover Image
Sovereign Risk in Macroprudential Solvency Stress Testing
Jobst, Andreas (Andy) - 2020
This paper explains the treatment of sovereign risk in macroprudential solvency stress testing, based on the experiences in the Financial Sector Assessment Program (FSAP). We discuss four essential steps in assessing the system-wide impact of sovereign risk: scope, loss estimation, shock...
Persistent link: https://www.econbiz.de/10012843509
Cover Image
The Perils of a Middle Road to Regulating Systemic Risk : The Volcker Rule's Risk Backstop Provisions
Massari, Jai R. - 2015
taken: a “descriptive approach,” which involves restating the Congressional mandate as regulatory text and creating a … is a tempting way for regulators to capture the benefits of both the descriptive and prescriptive approaches. However, we …
Persistent link: https://www.econbiz.de/10013011346
Cover Image
Liquidity at Risk : Joint Stress Testing of Solvency and Liquidity
Cont, Rama - 2020
coherent framework, involving external shocks to solvency and endogenous liquidity shocks arising from these solvency shocks …
Persistent link: https://www.econbiz.de/10012828230
Cover Image
Bank asset reallocation and sovereign debt
Fratianni, Michele; Marchionne, Francesco - In: Journal of international financial markets, … 47 (2017), pp. 15-32
Persistent link: https://www.econbiz.de/10011892242
Cover Image
An evaluation of the risk profile of the banking industry in Ghana and its implication on the national economy
Churchill, Ransford Quarmyne - In: International journal of economics, finance and … 1 (2013) 6, pp. 367-373
Persistent link: https://www.econbiz.de/10010342159