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Taming the Basel leverage cycle
Aymanns, Christoph; Caccioli, Fabio; Farmer, J. Doyne; … - In: Journal of financial stability 27 (2016), pp. 263-277
Persistent link: https://www.econbiz.de/10011705722
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Stress Tests and Capital Requirement Disclosures : Do They Impact Banks' Lending and Risk-Taking Decisions?
Konietschke, Paul; Ongena, Steven; Ponte Marques, Aurea - 2022
How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress test results matter? To answer these questions, we study the impact of European stress tests on banks' lending, their corresponding risk-taking, the ensuing effect on their...
Persistent link: https://www.econbiz.de/10013403421
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Stress tests and capital requirement disclosures : do they impact banks' lending and risk-taking decisions?
Konietschke, Paul; Ongena, Steven; Marques, Aurea Ponte - 2022
How do banks respond to changes in capital requirements as a result of the stress tests? Does the disclosure of stress test results matter? To answer these questions, we study the impact of European stress tests on banks' lending, their corresponding risk-taking, the ensuing effect on their...
Persistent link: https://www.econbiz.de/10013277156
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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
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The adoption of stress testing : why the Basel capital measures were not enough
Wall, Larry D. - In: Journal of banking regulation 15 (2014) 3/4, pp. 266-276
Persistent link: https://www.econbiz.de/10010491921
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A liquidity risk stress-testing framework with Basel liquidity standards
Hejlová, Hana; Komárková, Zlatuše; Rusnák, Marek - In: Prague economic papers : a bimonthly journal of … 29 (2020) 3, pp. 251-273
Persistent link: https://www.econbiz.de/10012593458
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Risk weights, lending, and financial stability : limits to model-based capital regulation ; conference paper
Behn, Markus; Haselmann, Rainer; Vig, Vikrant - 2014
quantity and the composition of bank lending. We find that credit supplied by banks that introduced the model-based approach …
Persistent link: https://www.econbiz.de/10010485279
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The impact of the Basel accord on Greek banks : a stress test study
Leventides, John; Donatou, Anna - In: Journal of risk and financial management : JRFM 8 (2015) 2, pp. 181-197
portfolios are grouped into three separate groups based on the size of the bank to which they belong, in particular, large …
Persistent link: https://www.econbiz.de/10011545145
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Modelling systemically important banks vis-à-vis the basel prudential guidelines
Salim, M. Zulkifli; Daly, Kevin James - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-20
concordance with the Basel guidelines as applied by a bank supervisor. The findings show that SRISK produced a more consistent …
Persistent link: https://www.econbiz.de/10012622472
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Solvency stress testing of Islamic commercial banks : Assessing the stability and resilience
Chattha, Jamshaid Anwar; Archer, Simon - In: Journal of Islamic accounting and business research : JIABR 7 (2016) 2, pp. 112-147
Persistent link: https://www.econbiz.de/10011568442