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Basel's forgotten pillar : the myth of market discipline on the forefront of Basel III

Benli, Vahit Ferhan - In: E-Finanse : finansowy kwartalnik internetowy 11 (2015) 3, pp. 70-91

encouraged the usage of major Credit Rating Agencies (CRAs) such as Moody’s, Standard and Poor's, and Fitch as quasi governmental … rating agencies. To overcome the problem of informational asymmetry for the market participants, the Basel Committee on … evaluation of the new reporting proposals of BCBS within the critical role of the credit rating agencies. …

Persistent link: https://www.econbiz.de/10011455461

Reputational Risk in Bank and Finance

Buscemi, Antonino - 2012

Reputation is growing as a very important asset in everyday corporate life and it is even crucial for financial corporations. The main financial institutions consider reputation as one of the six risk factors to be managed by any corporation in financial sector: credit, market, operational,...

Persistent link: https://www.econbiz.de/10013107485

Regulators vs. Markets : Do Differences in Their Bank Risk Perceptions Affect Lending Terms?

Delis, Manthos D. - 2020

We quantify the differences between market and regulatory assessments of bank portfolio risk, showing that larger differences significantly reduce corporate lending rates. Specifically, to entice borrowers, banks reduce spreads by approximately 4.1% following a one standard deviation increase in...

Persistent link: https://www.econbiz.de/10012842072

Operational Risk in Bank Governance and Control : How to Save Capital Requirement Through a Risk Transfer Strategy. Evidences from a Simulated Case Study

Scannella, Enzo - 2015

Operational risk management in banking has assumed such importance during the last decades. It has become increasingly important to measure, manage, and assess the impact of operational risk in the economics of banking. The paper aims to demonstrate how an effective operational risk management...

Persistent link: https://www.econbiz.de/10013018049

Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low Risk Anomaly

Baker, Malcolm P. - 2015

Traditional capital structure theory predicts that reducing banks' leverage reduces the risk and cost of equity but does not change the weighted average cost of capital, and thus the rates for borrowers. We confirm that the equity of better-capitalized banks has lower beta and idiosyncratic...

Persistent link: https://www.econbiz.de/10013026425

Operational Risk Governance : The Basel Approach

Afanasyeva, Olga - 2014

This paper analyses key documents of Basel Committee which concern operational risk governance and identifies the interconnectedness between risk source, type of the event leading to losses, loss type and its distribution by business lines. The comparative characteristic of the main operational...

Persistent link: https://www.econbiz.de/10013040162

Risk Management, Corporate Governance and Investment Banking : The Role of Chief Risk Officer

Scherbina, Tatiana - 2014

This paper focuses on the defining the role of CRO in corporate governance and to show the interrelation between the way of CRO subordination and performance of investment bank. The sample consists of observations over a period of 2011 for 29 biggest investment banks (by amount of assets)...

Persistent link: https://www.econbiz.de/10013040468

Market Risk Disclosure in Banking : An Empirical Analysis on Four Global Systemically Important European Banks

Scannella, Enzo - 2018

Market risk reporting in banking has assumed such importance during the last decade. The purpose of this paper is to provide a methodology to evaluate the qualitative and quantitative profiles of the market risk disclosure in banking. We propose a hybrid methodology to assess whether or not...

Persistent link: https://www.econbiz.de/10012934301

Leverage ratio and its potential for enhancing the effectiveness of capital regulation

Pfeifer, Lukáš; Pikhart, Zdeněk - In: Journal of central banking theory and practice 8 (2019) 2, pp. 129-146

The article deals with the procyclical development of risk weights and hence the risk-weighted capital ratio. The leverage ratio should be included in the regulatory reform package (CRR2) as a (non-risk-weighted) prudential backstop. The article defines the complementary relationship of capital...

Persistent link: https://www.econbiz.de/10012016824

Banking business models and the nature of financial crises

Hryckiewicz, Aneta; Kozlowski, Lukasz - Volkswirtschaftliche Fakultät, … - 2014

In our paper we analyze the heterogeneity between various business models among systemically important banks in 65 countries over the period of 2000-2012. For the first time, we are able to identify true banking strategies consisting of different combinations of bank asset and funding sources...

Persistent link: https://www.econbiz.de/10011272695

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