Narrow search
Showing 1 - 10 of 9,519
Cover Image
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
Cover Image
Implications of bank regulation for loan supply and bank stability : a dynamic perspective
Bucher, Monika; Dietrich, Diemo; Hauck, Achim - 2018
A bank's decision on loan supply and capital structure determines its immediate bankruptcy risk as well as the future … availability of internal funds. These internal funds in turn determine a bank's future costs of external finance and future …-to-asset ratios, liquidity coverage ratios and regulatory margin calls on the dynamics of loan supply and bank stability. Only …
Persistent link: https://www.econbiz.de/10011918996
Cover Image
Liquidity regulations, bank lending and fire-sale risk
Roberts, Daniel; Sarkar, Asani; Shachar, Or - In: Journal of banking & finance 156 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014487189
Cover Image
Modelling risk-weighted assets : looking beyond stress tests
Švéda, Josef; Panoš, Jiří; Siuda, Vojtěch - 2024
the denominator of capital adequacy ratios. Our approach centres on modelling the internal risk structure of bank …
Persistent link: https://www.econbiz.de/10014495257
Cover Image
Impact of higher capital buffers on banks' lending and risk-taking in the short- and medium-term : evidence from the euro area experiments
Cappelletti, Giuseppe; Marques, Aurea Ponte; Varraso, Paolo - In: Journal of financial stability 72 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014565245
Cover Image
Global bank regulation : principles and policies
Schooner, Heidi Mandanis; Taylor, Michael - 2010
Persistent link: https://www.econbiz.de/10003860768
Cover Image
Bank funding structures and risk : evidence from the global financial crisis
Vázquez, Francisco; Federico, Pablo - In: Journal of banking & finance 61 (2015), pp. 1-14
Persistent link: https://www.econbiz.de/10011545107
Cover Image
A liquidity risk index as a regulatory tool for systemically important banks? : an empirical assessment across two financial crises
Gianfelice, Gianfranco; Marotta, Giuseppe; Torricelli, … - In: Applied economics 47 (2015) 1/3, pp. 129-147
Persistent link: https://www.econbiz.de/10010463946
Cover Image
Measuring and stress-testing market-implied bank capital
Indergand, Martin; Jondeau, Eric; Fuster, Andreas - 2022
We propose a methodology for measuring the market-implied capital of banks by subtracting from the market value of equity (market capitalization) a credit-spread-based correction for the value of shareholders' default option. We show that without such a correction, the estimated impact of a...
Persistent link: https://www.econbiz.de/10013168743
Cover Image
The Impact of Bank Liquidity on Bank Risk Taking : Do High Capital Buffers and Big Banks Help or Hinder?
Khan, Muhammad Saifuddin - 2019
This study examines the impact of bank liquidity on bank risk taking. Using quarterly data for U.S. bank holding … alternative bank risk and liquidity proxies, including some new liquidity measures advocated under the Basel III regulatory …. However, our results show that bank size usually limits banks from taking more risk when they are flushed with liquidity but …
Persistent link: https://www.econbiz.de/10012904765