Narrow search
Showing 1 - 10 of 1,374
Cover Image
The effects of capital requirements on good and bad risk-taking
Pancost, N. Aaron; Robatto, Roberto - 2019
We study optimal capital requirement regulation in a dynamic quantitative model in which nonfinancial firms, as well as households, hold deposits. Firms hold deposits for precautionary reasons and to facilitate the acquisition of production inputs. Our theoretical analysis identifies a novel...
Persistent link: https://www.econbiz.de/10012132611
Cover Image
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
Cover Image
Capital adequacy, deposit insurance, and the effect of their interaction on bank risk
Jumreornvong, Seksak; Chakreyavanich, Chanakarn; … - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-18
This paper investigates how deposit insurance and capital adequacy affect bank risk for five developed and nine emerging markets over the period of 1992–2015. Although full coverage of deposit insurance induces moral hazard by banks, deposit insurance is still an effective tool, especially...
Persistent link: https://www.econbiz.de/10011960605
Cover Image
To Ask or Not To Ask? Bank Capital Requirements and Loan Collateralization
Degryse, Hans - 2019
particular for collateral that saves more on regulatory capital …
Persistent link: https://www.econbiz.de/10012897240
Cover Image
Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO) : Regulatory Capital Arbitrage, Negative CDS Carry Trade and Systemic Risk Analysis
Markose, Sheri M. - 2016
A database driven multi-agent model has been developed with automated access to US bank level FDIC Call Reports which yield data on balance sheet and off balance sheet activity, respectively, in Residential Mortgage Backed Securities (RMBS) and Credit Default Swaps (CDS). The simultaneous...
Persistent link: https://www.econbiz.de/10013007658
Cover Image
Corporate loans, banks' internal risk estimates and central bank collateral : evidence from the euro area
Calza, Alessandro; Hey, Julius-Benjamin; Parrini, Alessandro - 2021
the credit risk of their corporate loan portfolios when the latter are used as collateral in the Eurosystem's monetary … actually used as Eurosystem collateral, particularly for large loans. The less conservative estimates of risk by IRBs relative … findings suggest the existence of a collateral-related channel through which the use of IRB ratings may influence the internal …
Persistent link: https://www.econbiz.de/10012596313
Cover Image
New Paradigms in Banking, Financial Markets and Regulation?
Balling, Morten; Lierman, Frank; den Spiegel, Freddy Van; … - 2012
On May 11-12, 2011, SUERF, the Belgian Financial Forum, the Brussels Finance Institute and the Centre for European Policy Studies (CEPS) jointly organised the 29th SUERF Colloquium New paradigms in money and finance? The papers included in this SUERF Study are based on contributions to the...
Persistent link: https://www.econbiz.de/10011689953
Cover Image
Regulatory constraints on bank leverage : issues and lessons from the Canadian experience
Bordeleau, Etienne; Crawford, Allan; Graham, Christopher - 2009
The Basel capital framework plays an important role in risk management by linking a bank's minimum capital requirements to the riskiness of its assets. Nevertheless, the risk estimates underlying these calculations may be imperfect, and it appears that a cyclical bias in measures of...
Persistent link: https://www.econbiz.de/10003933254
Cover Image
The determinants of bank capital structure
Gropp, Reint; Heider, Florian - 2009
The paper shows that mispriced deposit insurance and capital regulation were of second order importance in determining the capital structure of large U.S. and European banks during 1991 to 2004. Instead, standard cross-sectional determinants of non-financial firms' leverage carry over to banks,...
Persistent link: https://www.econbiz.de/10003963775
Cover Image
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