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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 Banks. The conference focused on core aspects of banking reform …
Persistent link: https://www.econbiz.de/10011557140
We investigate the economic consequences of the implementation of a particular aspect of Basel III in the U.S. Specifically, the Basel III proposal and the corresponding U.S. rule (hereafter referred to as the removal of the AOCI filter) to make the inclusion of unrealized fair value gains and...
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models' outcomes; and awareness at the current juncture of their important role in risk management and banking supervision …. Despite all initiatives taken by banking regulators and supervisors, a number of questions on banks' risk-weighted assets are …
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Banking regulation routinely designates some assets as safe and thus does not require banks to hold any additional … examples of banking regulation treating domestic government bonds as "safe," even when there is clear risk of default on these …). A sovereign default in this environment then results in a banking crisis. Critically, we show that permitting banks to …
Persistent link: https://www.econbiz.de/10012058909
We present a network model of the interbank market in which optimizing risk averse banks lend to each other and invest in non-liquid assets. Market clearing takes place through a tâtonnement process which yields the equilibrium price, while traded quantities are determined by means of a...
Persistent link: https://www.econbiz.de/10012061674