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In der Frage der Bankenregulierung wird derzeit über das richtige Konzept diskutiert. Soll der mit Basel II verfolgte Ansatz der am Risiko der jeweiligen Bank orientierten Eigenkapitalunterlegung ausgebaut oder eine nicht-risikoorientierte Kennziffer wie die Leverage Ratio (bilanzielles...
Persistent link: https://www.econbiz.de/10011693538
optimal CR is tighter relative to the pre-crisis benchmark. Optimal CR is also bank specific, and tighter for large banks than … for small banks. This is for three reasons. First, allowing small banks to take more leverage enables them to potentially … grow faster, leading to a growth effect. Second, although more leverage by small banks results in a higher exit rate, these …
Persistent link: https://www.econbiz.de/10012977150
Articles 37(10) and 56-58 of Directive 2014/59/EU of the European Parliament and of the Council, of 15 May 2014, “establishing a framework for the recovery and resolution of credit institutions and investment firms (...)” (hereinafter the ‘BRRD') govern the provision of ‘extraordinary...
Persistent link: https://www.econbiz.de/10012978464
bank capital and therefore set the minimum capital-adequacy requirements for banks. The new Basel bank capital regime … the financial risk toolkit for practitioners. This risk modeling enhancement provides incentives for banks to upgrade … regulatory capital requirements for banks. For those locally-incorporated banks that have offshore banking operations, the …
Persistent link: https://www.econbiz.de/10013018837
bank capital that is able to absorb losses of banks, without hindering the continued operations of banks. The qualitative … resolution nor do they relate to the additional capital requirements imposed on systematically important banks. They also are not … binding effects between banks and their shareholders and bond investors. Another topic addressed in this contribution concerns …
Persistent link: https://www.econbiz.de/10013025275
The United States is now committed to using two relatively sophisticated approaches to measuring capital adequacy: Basel III and stress tests. This paper shows how stress testing could mitigate weaknesses in the way Basel III measures credit and interest rate risk, the way it measures bank...
Persistent link: https://www.econbiz.de/10013026153
The United States is now committed to using two relatively sophisticated approaches to measuring capital adequacy: Basel III and stress tests. This paper shows how stress testing could mitigate weaknesses in the way Basel III measures credit and interest rate risk, the way it measures bank...
Persistent link: https://www.econbiz.de/10010209131
The Basel capital adequacy ratios lost credibility with financial markets during the crisis. This paper argues that failure was the result of the reliance of the Basel standards on overstated asset values in reported equity capital. The United States' stress tests were able to assist in...
Persistent link: https://www.econbiz.de/10010209147
banks and supervisory authorities of all EU member states. This paper describes the design and structure of the new data set …
Persistent link: https://www.econbiz.de/10011779845
In der Frage der Bankenregulierung wird derzeit über das richtige Konzept diskutiert. Soll der mit Basel II verfolgte Ansatz der am Risiko der jeweiligen Bank orientierten Eigenkapitalunterlegung ausgebaut oder eine nicht-risikoorientierte Kennziffer wie die Leverage Ratio (bilanzielles...
Persistent link: https://www.econbiz.de/10010877490