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Revision of capital buffer framework
Andrae, Silvio - In: Banking resilience and global financial stability, (pp. 3-33). 2024
Persistent link: https://www.econbiz.de/10015070394
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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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Risky firms and fragile banks : implications for macroprudential policy
Gasparini, Tommaso; Lewis, Vivien; Moyen, Stéphane; … - 2024
banks' balance sheets; banks respond by selling assets and reducing credit provision. A highly leveraged banking sector …
Persistent link: https://www.econbiz.de/10014501102
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A liquidity risk index as a regulatory tool for systemically important banks? : an empirical assessment across two financial crises
Gianfelice, Gianfranco; Marotta, Giuseppe; Torricelli, … - In: Applied economics 47 (2015) 1/3, pp. 129-147
Persistent link: https://www.econbiz.de/10010463946
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Cyclical systemic risk and banks' vulnerability
Shmygel, Alona; Ongena, Steven - 2024
Persistent link: https://www.econbiz.de/10014485761
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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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Supervisory stress testing for central counterparties : a macroprudential, two-tier approach
Anderson, Edward; Cerezetti, Fernando; Manning, Mark - In: The journal of financial market infrastructures 8 (2019) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10012373171
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Measuring the link between cyclical systemic risk and capital adequacy for Ukrainian banking sector
Shmygel, Alona - 2023
In this paper we investigate the impact of cyclical systemic risk on future bank profitability for a large … on linear local projections which allows us to study the estimated negative impact of cyclical systemic risk on bank … assess the impact of cyclical systemic risk on the tails of the future bank-level profitability distribution. Additionally …
Persistent link: https://www.econbiz.de/10014368443
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Risky firms and fragile banks : implications for macroprudential policy
Gasparini, Tommaso; Lewis, Vivien; Moyen, Stéphane; … - 2024
Persistent link: https://www.econbiz.de/10014505116
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Stress testing and calibration of macroprudential policy tools
Górnicka, Lucyna; Valderrama, Laura - 2020
conditions, and the regulatory environment. We use this model to simulate bank credit losses for stress-testing purposes and to … that can be made to capture country-specific institutional features. The model uses bank portfolio data broken down by risk …
Persistent link: https://www.econbiz.de/10012301885