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quantitative) has to be considered as an essential element by the supervisory authorities in Albania based on the fact that a bank … groups in Albania and the compliance with the existing Law “On banks in the Republic of Albania” (no. 9662, dated 18 …, conditions, requirements, references and principles for the consolidated supervision of banks and non-bank financial institutions …
Persistent link: https://www.econbiz.de/10012925856
Bank capital requirements are based on a mix of market values and book values. We investigate the effects of a policy … banking organizations. Our analysis is based on security-level data on individual bank portfolios matched to bond …
Persistent link: https://www.econbiz.de/10011868435
Persistent link: https://www.econbiz.de/10011695913
The author develops a dynamic model of banking competition to determine which capital instrument is most effective in disciplining banks' risk choice. Comparisons are conducted between equity, subordinated debentures (SD), and uninsured deposits (UD) as funding sources. The model, adapted from...
Persistent link: https://www.econbiz.de/10003463658
firm incentives in a post-reform financial system. -- Financial regulatory reform ; corporate governance ; bank charter … ; bank insolvency …
Persistent link: https://www.econbiz.de/10008657240
develops a methodology to detect problems at the individual bank level in an effort to identify those firms with financial … facilitate bank monitoring tasks, as well as some disaggregated subcomponents that are intended to display the relative …
Persistent link: https://www.econbiz.de/10011283443
cumulative abnormal returns (|CAR|) of stress-tested bank holding companies averages almost 3 percent. Cumulative abnormal …
Persistent link: https://www.econbiz.de/10011342852
This paper describes concepts and tools behind macroprudential monitoring, and the growing importance of macroprudential tools for assessing the stability of financial systems. This paper also employs a macroprudential approach in examining financial soundness and identifying its determinants....
Persistent link: https://www.econbiz.de/10010529694
This paper describes concepts and tools behind macroprudential monitoring and the growing importance of macroprudential tools for assessing the stability of financial systems. This paper also employs a macroprudential approach in examining financial soundness and identifying its determinants....
Persistent link: https://www.econbiz.de/10009768766
step towards fair burden sharing. Bank recapitalisation, if necessary, should be done by raising the level of capital so as … accounts for systemic risks in Hungary. Finally, an effective independence of the central bank has to be guaranteed. This …
Persistent link: https://www.econbiz.de/10009690134