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variation in the data based on the theories of bank capital regulation. The results show that countries with high average … returns to investment and a high ratio of government ownership of banks choose less stringent capital regulation standards …
Persistent link: https://www.econbiz.de/10013210425
variation in the data based on the theories of bank capital regulation. The results show that countries with high average … returns to investment and a high ratio of government ownership of banks choose less stringent capital regulation standards …
Persistent link: https://www.econbiz.de/10011578143
We estimate the cost of capital for the banking industry and find that while the cost of capital soared for banks in the financial crisis, after the passage of the Dodd-Frank Act, the value-weighted cost of capital for banks fell differentially more than did the cost of capital for nonbanks. The...
Persistent link: https://www.econbiz.de/10011868475
. We use a unique database for the French banking sector between 2003 and 2011 combining confidential bank-level Bank …
Persistent link: https://www.econbiz.de/10013056284
. We use a unique database for the French banking sector between 2003 and 2011 combining confidential bank-level Bank …
Persistent link: https://www.econbiz.de/10013062631
We measure bank supervision using the database of supervisory issues, known as matters requiring attention or immediate … a bank faces, which may suggest capacity constraints in addressing multiple supervisory issues. Using computational … and are less correlated with bank observables. By categorizing questions asked by analysts at banks' quarterly earnings …
Persistent link: https://www.econbiz.de/10011442184
We present an analysis of VaR forecasts and P&L-series of all 13 German banks that used internal models for regulatory purposes in the year 2001. To this end, we introduce the notion of well-behaved forecast systems. Furthermore, we provide a series of statistical tools to perform our analyses....
Persistent link: https://www.econbiz.de/10009764769
, policymakers, and bank managers for better decision making. …
Persistent link: https://www.econbiz.de/10012655130
European sovereign debt benefits from privileges in banking regulation throughout all risk categories. In contrast to … actual riskiness. We explore the effects of these regulatory privileges on the co-variation between sovereign and bank sector … credit risks–the so-called sovereign-bank nexus. Examining sovereign bond portfolios of large European banks between 2010 and …
Persistent link: https://www.econbiz.de/10013324355
This paper contributes to prior literature and to the current debate concerning the prudential supervisory framework to measure interest rate risk in the banking book (IRRBB), which has been significantly changed on April 2016, when the Basel Committee on Banking Supervision (BCBS) published the...
Persistent link: https://www.econbiz.de/10013501333