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The Risk Sensitivity of Basel Risk Weights and Loan Loss Provisions : Evidence from European Banks

Baule, Rainer - 2019

regulatory and accounting standards. Examining a sample of large European banks for the years 2002-2015, we show that regulatory … expected losses, as reflected in loan loss allowances, we establish a theoretical link to asset volatility. We document a … sensitivity regarding loan loss allowances has been insufficient, at least since the financial crisis …

Persistent link: https://www.econbiz.de/10012902048

IFRS 9, banking risk and COVID-19 : evidence from Europe

Salazar, Yadira; Merello, Paloma; Zorio-Grima, Ana - In: Finance research letters 56 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014473729

The risk sensitivity of Basel risk weights and loan loss provisions : evidence from European banks

Baule, Rainer; Tallau, Christian - In: The European journal of finance 27 (2021) 18, pp. 1855-1886

Persistent link: https://www.econbiz.de/10013373208

The relationship between excessive lending, risk premium and risk-taking : evidence from European banks

Alhalabi, Thaer; Castro, Vítor; Wood, Justine - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 448-471

Persistent link: https://www.econbiz.de/10014253214

The effect of credit derivatives usage on the risk of European banks

Rodríguez Gil, Luís Ignacio; Otero-González, Luis; … - In: Revista de economía mundial : REM ; revista de la … 40 (2015), pp. 197-219

Persistent link: https://www.econbiz.de/10011812097

Stress tests by the European banking authority : the immunity of Italian cooperative banks

Quintiliani, Andrea - In: The journal of applied business research 33 (2017) 5, pp. 873-886

Persistent link: https://www.econbiz.de/10011754854

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

Banks' risk-taking within a banking union

Farnè, Matteo; Vouldis, Angelos - In: Economics letters 204 (2021), pp. 1-3

Persistent link: https://www.econbiz.de/10012607817

Impact of higher capital buffers on banks' lending and risk-taking : evidence from the Euro Area experiments

Cappelletti, Giuseppe; Marques, Aurea Ponte; Varraso, Paolo - 2019

We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institu- tions (O-SII) buffer, on banks' lending and risk-taking behaviour. The O-SII buffer is a macroprudential policy aiming to increase banks' resilience. However, higher capital requirements...

Persistent link: https://www.econbiz.de/10012024808

Do capital adequacy and credit quality affect systematic risk? : investigation of a sample of European Listed Banks in light of EBA stress tests

Miani, Stefano; Floreani, Josanco; Paltrinieri, Andrea - In: The quarterly journal of finance 8 (2018) 4, pp. 1-31

Persistent link: https://www.econbiz.de/10011922056

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