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Banking reform
Jackson, Patricia; Davies, Howard; Miles, David; … - SUERF Conference on Banking Reform <2015, London>; … - 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/10011554963
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The SSM at 1
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
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Fallacies, irrelevant facts, and myths in the discussion of capital regulation : why bank equity is not socially expensive
Admati, Anat R.; DeMarzo, Peter M.; Hellwig, Martin; … - 2013
empirical support. We conclude that bank equity is not socially expensive, and that high leverage at the levels allowed, for …
Persistent link: https://www.econbiz.de/10010203632
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How do bank capital and capital buffer affect risk : empirical evidence from large US commercial banks
Abbas, Faisal; Younas, Zahid Irshad - In: Journal of central banking theory and practice 10 (2021) 2, pp. 109-131
This research aims to investigate the influence of bank capital, risk-based capital and bank capital buffers on the … behaviour of bank risk-taking by applying GMM on the data of US commercial banks ranges from 2002 to 2018. The findings show … that bank capital has a positive influence on total risk. However, risk-based capital and capital buffer have a negative …
Persistent link: https://www.econbiz.de/10012549240
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Fallacies, irrelevant facts, and myths in the discussion of capital regulation: Why bank equity is not expensive
Admati, Anat R.; DeMarzo, Peter M.; Hellwig, Martin; … - 2010
disciplining role are based on inadequate theory lacking empirical support. We conclude that bank equity is not socially expensive …
Persistent link: https://www.econbiz.de/10010286715
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Shadow banking : financial intermediation beyond banks
Adrian, Tobias; Chrétien, Edouard; Chui, Michael; … - Shadow Banking: Financial Intermediation beyond Banks …; … - 2018
Persistent link: https://www.econbiz.de/10011790739
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Can We Prove a Bank Guilty of Creating Systemic Risk? A Minority Report
Danielsson, Jon - 2016
Since increasing a bank's capital requirement to improve the stability of the financial system imposes costs upon the … bank, a regulator should ideally be able to prove beyond a reasonable doubt that banks classified as systemically risky …
Persistent link: https://www.econbiz.de/10013002956
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Bank contribution to financial sector systemic risk and expected returns : evidence from large U.S. banks
Usman, Muhammad - In: Borsa Istanbul Review 23 (2023) 1, pp. 203-216
We estimate the contribution of large U.S, banks to the financial sector systemic risk by using value-at-risk (VaR ), conditional value-at-risk (CoV aR ), and two-stage least square (2SLS) methodology, Our sample is the monthly stock returns of 25 large U.S, banks from 1997 to 2021, We find that...
Persistent link: https://www.econbiz.de/10014307497
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Leverage and Risk Weighted Capital Requirements
Gambacorta, Leonardo - 2016
The global financial crisis has highlighted the limitations of risk-sensitive bank capital ratios. To tackle this … steady state value of the regulatory minima for the two ratios strongly depends on the riskiness and the composition of bank …
Persistent link: https://www.econbiz.de/10012981563
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The EU regulatory framework for market risk and prudent valuation : are the rules too procyclical? : evidence from the COVID-19 pandemic and the 2022 global energy crisis
Boivin, Stéphane; Crotti, Marco Giovanni; Malikkidou, Despo - 2023
The 2020 COVID-19 pandemic crisis and the 2022 global energy crisis consecutive to Russia's aggression against Ukraine have been unprecedented in several aspects. In the European Union (EU), national governments, as well as European bodies put in place several relief measures to support the EU...
Persistent link: https://www.econbiz.de/10014362822