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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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many banks in the region, bank share prices have generally underperformed the market, and significant differences persist … in the health of the region's banking systems. In addition, bank lending to private business has been weak across much of …
Persistent link: https://www.econbiz.de/10011282133
This paper discusses different approaches to theoretical and empirical models of bank defaults. Through constructed … during the financial crisis of 2008 to 2009. Policy recommendations of the Central Bank of Russia and the banking supervision … and regulation aimed at preventing bank defaults in the event of such crises in the future are formulated based on the …
Persistent link: https://www.econbiz.de/10013096903
The urgency of estimating the impact of climate risks on the financial system is increasingly recognized among scholars and practitioners. By adopting a network approach to financial dependencies, we look at how climate policy risk might propagate through the financial system. We develop a...
Persistent link: https://www.econbiz.de/10012855741
This paper examines the Leverage Ratio and Total Capital Ratio of global versus non-global banks in both the pre- and post-crisis periods. A panel data set of 165 global and non-global financial institutions from 38 countries is used for the period 1999-2015 and a random effects model is...
Persistent link: https://www.econbiz.de/10012549173
The application, or to be more precise, the misapplication of securitization in the mortgage market had fatal consequences for the financial sector worldwide. More over securitization techniques enabled single banks to reduce their individual risk while at the same time transferred greater risk...
Persistent link: https://www.econbiz.de/10011459525
Brunnermeier (2011) based on the CoVaR and find that size is a predictor of a bank contribution to systemic risk, but it is not the …
Persistent link: https://www.econbiz.de/10013103612
In this study the tail systemic risk of the Brazilian banking system is examined, using the conditional quantile as the risk measure. Multivariate conditional dependence between Brazilian banks is modelled with a vine copula hierarchical structure. The results demonstrate that Brazilian...
Persistent link: https://www.econbiz.de/10012935520