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A comprehensive view on risk reporting : evidence from supervisory data
Abbassi, Puriya; Schmidt, Michael - In: Journal of financial intermediation 36 (2018), pp. 74-85
Persistent link: https://www.econbiz.de/10012114647
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A comprehensive view on risk reporting : evidence from supervisory data
Abbassi, Puriya; Schmidt, Michael - 2018
that supervision should include a comprehensive view of different bank risk dimensions. …
Persistent link: https://www.econbiz.de/10011826077
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Risk and risk weights
Korsgaard, Søren - 2019
This paper studies the relationship between the riskiness of banks' assets and their average risk weight. Banks' initial risk weights explain about half of the variation in projected credit losses in the 2018 European Banking Authority stress test. In contrast to related papers, this paper also...
Persistent link: https://www.econbiz.de/10012123223
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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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Strategic selection of risk models and bank capital regulation
Colliard, Jean-Edouard - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2591-2606
Persistent link: https://www.econbiz.de/10012039818
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The usefulness of stress testing exercises for assessing the soundness of the banking system
Kalfaoglou, Faidon - In: Economic bulletin (2011) 35, pp. 25-46
Persistent link: https://www.econbiz.de/10009714222
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An evaluation of the risk profile of the banking industry in Ghana and its implication on the national economy
Churchill, Ransford Quarmyne - In: International journal of economics, finance and … 1 (2013) 6, pp. 367-373
Persistent link: https://www.econbiz.de/10010342159
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Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - In: Journal of monetary economics 65 (2014), pp. 36-53
Persistent link: https://www.econbiz.de/10010485270
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Stress test impact and bank risk profile : evidence from macro stress testing in Europe
Gambetta, Nicolás; García-Benau, María Antonia; … - In: International review of economics & finance : IREF 61 (2019), pp. 347-354
Persistent link: https://www.econbiz.de/10012205434
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The Risk Spiral : The Effects of Bank Capital and Diversification on Risk Taking
Peleg Lazar, Sharon - 2019
We present a model where bank assets are a portfolio of risky debt claims and analyze stockholders' risk …-taking behavior while considering the strategic interaction between debtors and creditors. We find that: (1) as the leverage of a bank … demonstrates that an increase in comovement of a loan portfolio increases the bank's cost of default directly, we find that the …
Persistent link: https://www.econbiz.de/10012902255