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

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

Macroprudential regulation : a contradiction in its own terms

Mészáros, George - In: Journal of banking regulation 14 (2013) 2, pp. 164-182

Persistent link: https://www.econbiz.de/10010355910

Reputation, risk-taking, and macroprudential policy

Aikman, David; Nelson, Benjamin F.; Tanaka, Misa - In: Journal of banking & finance 50 (2015), pp. 428-439

Persistent link: https://www.econbiz.de/10010509512

Reputation, risk-taking and macroprudential policy

Aikman, David; Nelson, Benjamin F.; Tanaka, Misa - 2012

Persistent link: https://www.econbiz.de/10009671796

Macroprudential regulation under repo funding

Valderrama, Laura - In: Journal of financial intermediation 24 (2015) 2, pp. 178-199

Persistent link: https://www.econbiz.de/10011387647

The transmission mechanisms of macroprudential policies on bank risk

Ely, Regis Augusto; Tabak, Benjamin Miranda; Teixeira, … - In: Economic modelling 94 (2021), pp. 598-630

Persistent link: https://www.econbiz.de/10012695244

Macroprudential policies, corporate governance and bank risk : cross-country evidence

Gaganis, Chrysovalantis; Lozano Vivas, Ana; … - In: Journal of economic behavior & organization : JEBO 169 (2020), pp. 126-142

Persistent link: https://www.econbiz.de/10012271570

Stress testing and calibration of macroprudential policy tools

Górnicka, Lucyna; Valderrama, Laura - 2020

We present a semi-structural model of default risk, which is a function of loan and borrower characteristics, economic conditions, and the regulatory environment. We use this model to simulate bank credit losses for stress-testing purposes and to calibrate borrower-based macroprudential tools....

Persistent link: https://www.econbiz.de/10012301885

Systematic tail risk

Oordt, Maarten R. C. van; Chen Zhou - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 2, pp. 685-705

Persistent link: https://www.econbiz.de/10011577523

The financial stability aspects of the EU-wide stress test

Ebner, André - In: Journal of financial regulation 4 (2018) 2, pp. 326-336

Persistent link: https://www.econbiz.de/10012160933

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