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Basel 3 and the Liquidity of Corporate and Government Bonds in Europe
Petrella, Giovanni - 2013
We perform an empirical analysis to identify the main factors driving the liquidity of corporate and government bonds … issued and bond duration as factors affecting bond liquidity. We conclude that the lack of concentration limits for domestic … government bonds, coupled with the absence of a minimum rating threshold, may strongly reduce the effectiveness of the liquidity …
Persistent link: https://www.econbiz.de/10013079406
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Mergers, liquidations and bankruptcies in the European banking sector
Lazarides, Themistikles; Drimpetas, Evaggelos; … - In: Risk governance & control : financial markets & institutions 5 (2015) 2, pp. 52-70
Persistent link: https://www.econbiz.de/10011486523
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Modelling the Liquidity Ratio as Macroprudential Instrument
van den End, Jan Willem - 2012
The Basel 3 Liquidity Coverage Ratio (LCR) is a micro prudential instrument to strengthen the liquidity position of … regulatory rule can have negative externalities. We simulate the systemic implications of the LCR by a liquidity stress …
Persistent link: https://www.econbiz.de/10013107337
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Banks' Adjustment to Basel III Reform : A Bank-Level Perspective for Emerging Europe
Andrle, Michal - 2017
The paper seeks to identify strategies of commercial banks in response to higher capital requirements of Basel III reform and its phase-in. It focuses on a sample of nine EU emerging market countries and picks up 5 largest banks in each country assessing their response. The paper finds that all...
Persistent link: https://www.econbiz.de/10012961471
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Bank Bailouts in Europe and Bank Performance
Gerhardt, Maria - 2018
During the financial crisis, 114 European banks benefited from government support in Europe. We investigate the financial condition of banks before and after receiving state support using logit regressions. Our results indicate that the equity ratio, loan quality and bank size are the main...
Persistent link: https://www.econbiz.de/10012934952
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Basel III and Bank-Lending : Evidence from the United States and Europe
Ben Naceur, Sami - 2018
capital and liquidity regulation on bank-lending following the 2008 financial crisis. We find that U.S. banks reinforce their … Europe over the post-2008 financial crisis period. Additionally, liquidity indicators have positive but perverse effects on …
Persistent link: https://www.econbiz.de/10012928624
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The Comparative Political Economy of Basel III in Europe
Howarth, David - 2015
The Basel III Accord was the centerpiece of the international regulatory response to the global financial crisis, setting new capital requirements for internationally active banks. This paper explains the divergent preferences on Basel III of national regulators in three countries that...
Persistent link: https://www.econbiz.de/10013019402
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Assessing the Cost of Financial Regulation
Elliott, Douglas - 2012
States. Long-term cost estimates are provided for Basel III capital and liquidity requirements, derivatives reforms, and …
Persistent link: https://www.econbiz.de/10013099136
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The effect of national culture on financial distress prediction modelling : evidence from European countries
Laitinen, Erkki K.; Suvas, Arto - In: International journal of accounting and finance 6 (2016) 4, pp. 299-318
Persistent link: https://www.econbiz.de/10011723044
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The financial performance of European companies : explanatory factors in the context of economic crisis
Madaleno, Mara; Bărbuţă-Mişu, Nicoleta - In: Mokslo darbai / Ekonomika / Vilniaus Universitetas 98 (2019) 2, pp. 6-18
show that a crisis exerts a significant positive effect over financial performance as well as liquidity, assets turnover …
Persistent link: https://www.econbiz.de/10012264747