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Real Effects of Bank Capital Regulations : Global Evidence
Deli, Yota - 2017
We examine the effect of the full set of bank capital regulations (capital stringency) on loan growth, using bank … that overall capital stringency only has a weak negative effect on loan growth. In fact, this effect is completely offset … strongest negative effect on loan growth are those related to the prevention of banks to use as capital borrowed funds and …
Persistent link: https://www.econbiz.de/10012950022
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Determinants of bank's financing choices under capital regulation
Llorens, Vanesa; Martín Oliver, Alfredo - In: SERIEs : Journal of the Spanish Economic Association 8 (2017) 3, pp. 287-309
financed their exponential growth with debt instruments and covered the additional regulatory capital requirements from higher …
Persistent link: https://www.econbiz.de/10011751434
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A cost-benefit analysis of capital requirements for the Danish economy
Mikkelsen, Jakob Guldbæk; Pedersen, Jesper - 2017
We analyse the costs and benefits of increasing capital requirements for Danish banks. Costs can be close to 0 if banks suspend dividend payments for a period of time as banks accumulate capital and if investors' required return falls. The latter implies that the Modigliani-Miller effect is...
Persistent link: https://www.econbiz.de/10011778734
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Liquidity regulation in a monetary economy
Aquino, Juan Carlos - 2020
Persistent link: https://www.econbiz.de/10012420201
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What's different about bank holding companies?
Chami, Ralph; Cosimano, Thomas F.; Ma, Jun; Rochon, Céline - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-32
We develop a dynamic model of a BHC that encompasses both a trading desk and a loan desk, and explore the role of risk attitude and overleveraging by the trading desk. We trace the impact of monetary policy and market innovations on bank behavior in the presence of Basel III type regulations. We...
Persistent link: https://www.econbiz.de/10013273441
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LIBOR manipulation : operational risks resulting from brokers' misbehavior
McConnell, Patrick - In: The journal of operational risk 9 (2014/2015) 1, pp. 77-102
Persistent link: https://www.econbiz.de/10013262961
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The committed liquidity : facility: 2015-2022
Rustia, Fabio; Schwartz, Carl; Stenne, Nick - In: Bulletin / Reserve Bank of Australia (2024), pp. 43-50
Persistent link: https://www.econbiz.de/10014526256
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The macroeconomic implications of changes in bank capital and liquidity requirements in Canada: Insights from the BoC-GEM-FIN
de Resende, Carlos; Dib, Ali; Perevalov, Nikita - 2010
The authors use simulations within the BoC-GEM-FIN, the Bank of Canada's version of the Global Economy Model with financial frictions in both the demand and supply sides of the credit market, to investigate the macroeconomic implications of changing bank regulations on the Canadian economy....
Persistent link: https://www.econbiz.de/10010289685
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Integration des Marktliquiditätsrisikos in das Risikoanalysekonzept des Value at Risk
Völker, Florian; Cremers, Heinz; Panzer, Christof - 2012
Most traditional Value at Risk models neglect market liquidity risk and hence only consider the market price risk (i.e. risk associated with holding a certain position). In order to fully capture the market risk associated to holding and trading a position, we first define market liquidity risk,...
Persistent link: https://www.econbiz.de/10010310853
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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