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Risk-based capital requirements for banks and international trade

Demir, Banu; Michalski, Tomasz; Örs, Evren - 2014

We provide the first evidence that changes in risk-based capital requirements for banks affect the real economy through international trade. Using a natural experiment – mandatory Basel II adoption in its Standardized Approach by all banks in Turkey on July 1, 2012 – we investigate the...

Persistent link: https://www.econbiz.de/10010501383

The impact of Basel III on trade finance : the potential unintended consequences of the leverage ratio

Auboin, Marc; Blengini, Isabella - In: Journal of banking regulation 20 (2019) 2, pp. 115-123

Persistent link: https://www.econbiz.de/10012259663

Risk-based capital requirements for banks and international trade

Demir, Banu; Michalski, Tomasz; Örs, Evren - 2016

Persistent link: https://www.econbiz.de/10011571240

The withdrawal of correspondent banking relationships : a case for policy action

Erbenová, Michaela; Liu, Yan; Kyriakos-Saad, Nadim; … - 2016

This paper focuses on the withdrawal of correspondent banking relationships (CBRs) in some jurisdictions post-global financial crisis. It describes existing evidence and consequences of the withdrawal of CBRs and explores drivers of this phenomenon drawing on recent surveys and select country...

Persistent link: https://www.econbiz.de/10011610784

Risk-based capital requirements for banks and international trade

Demir, Banu; Michalski, Tomasz; Örs, Evren - In: The review of financial studies 30 (2017) 11, pp. 3970-4002

Persistent link: https://www.econbiz.de/10011755837

The New Basel Accord and the Nature of Risk: A Game Theoretic Perspective

Siebe, Wilfried; Milde, Hellmuth; Broll, Udo; Bieta, Volker - 2007

Basel II changes risk management in banks strongly. Internal rating procedures would lead one to expect that banks are changing over to active risk control. But, if risk management is no longer a simple "game against nature", if all agents involved are active players then a shift from a...

Persistent link: https://www.econbiz.de/10010296819

Performance and regulatory effects of non-compliant loans in German synthetic mortgage-backed securities transactions

Trinkaus, Gaby - 2010

Over the term of a securitization transaction, the concept of non-compliance allows a securitizing bank to classify a securitized loan as materially non-compliant with certain transaction requirements. Such a loan becomes unqualified for loss allocation. Therefore, non-compliant loans can...

Persistent link: https://www.econbiz.de/10010301353

Monitoring banking sector risks: An applied approach

Weistroffer, Christian; Vallés, Veronica - 2008

Despite abundant empirical evidence on the merits and limits of early-warning systems for banking crises the day-to-day use of such systems seems to be limited. Reluctance to use such systems may partly be explained by the difficulties to operationalise the proposed models, which are often...

Persistent link: https://www.econbiz.de/10010302115

Value at risk, bank equity and credit risk

Broll, Udo; Wahl, Jack E. - 2003

We study the implications of the value at risk concept for the bank's optimum amount of equity capital under credit risk. The market value of loans is risky and lognormally distributed. We show that the required equity capital depends upon managerial and market factors. Furthermore, the bank's...

Persistent link: https://www.econbiz.de/10010305454

Die Behandlung der operationellen Risiken nach Basel II: Ein Anreiz zur Verbesserung des Risikomanagements?

Rünger, Petra; Walther, Ursula - 2004

Risikomanagement der operationellen Risiken dürfte in Zukunft ein entscheidender Wettbewerbsfaktor sein. Im Rahmen der Neuregelung der … bankaufsichtsrechtlichen Vorgaben gemäß Basel II werden sowohl eine Eigenkapitalunterlegung als auch qualitative Vorgaben zum Risikomanagement … dieser Risikoklasse neu eingeführt. Erklärtes Ziel ist es, Anreize für ein verbessertes Risikomanagement zu setzen. Die …

Persistent link: https://www.econbiz.de/10010305656

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