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Quantifying contagion risk in funding markets : a model-based stress-testing approach
Anand, Kartik; Gauthier, Céline; Souissi, Moez - 2015
market risks of banks are intertwined. We highlight how coordination failure between a bank's creditors and adverse selection … in the secondary market for the bank's assets interact, leading to a vicious cycle that can drive otherwise solvent banks … to illiquidity. Investors' pessimism over the quality of a bank's assets reduces the bank's recourse to liquidity, which …
Persistent link: https://www.econbiz.de/10011304764
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Book Review - Financial Regulation and Supervision, a Post-Crisis Analysis
Wymeersch, Eddy - 2012
Persistent link: https://www.econbiz.de/10013102252
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Safety-Net Benefits Conferred on Difficult-to-Fail-And-Unwind Banks in the US and EU Before and During the Great Recession
Kane, Edward J. - 2011
In this paper we model and estimate ex ante safety-net benefits at a sample of large banks in US and Europe during 2003-2008. Our results suggest that difficult-to-fail and unwind (DFU) banks enjoyed substantially higher ex ante benefits than other institutions. Safety-net benefits prove...
Persistent link: https://www.econbiz.de/10013122575
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Safety-Net Benefits Conferred on Difficult-to-Fail-and-Unwind Banks in the US and EU Before and During the Great Recession
Carbo-Valverde, Santiago - 2011
This paper investigates the links between regulatory arbitrage, financial instability, and taxpayer loss exposures. We model and estimate ex ante safety-net benefits from increased leverage and asset volatility at a sample of large banks in US and Europe during 2003-2008. Hypothesis tests...
Persistent link: https://www.econbiz.de/10013130936
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Financial Regulation in the EU – Cross-Border Capital Flows, Systemic Risk and the European Banking Union as Reference Points for EU Financial Market Integration
Haar, Brigitte - 2016
This is a chapter for a forthcoming volume Oxford Handbook of Financial Regulation (Oxford University Press 2014) (eds. Eilís Ferran, Niamh Moloney, and Jennifer Payne). It provides an overview of EU financial regulation from the first banking directive up until its most recent developments in...
Persistent link: https://www.econbiz.de/10013006258
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Regulation of financial risks in emerging markets : past, present, and future
Arkhipov, Artem; Arkhipova, Natalia; Karminsky, Alexander - In: Risk assessment and financial regulation in emerging …, (pp. 33-64). 2021
Regulation of risks in banking is driven by evolution of financial intermediation and markets, and vice versa. The study analyzes a changing nature of financial institutions' regulatory and supervisory trends in emerging markets over last 20 years, providing outlook for the future. Although the...
Persistent link: https://www.econbiz.de/10012591641
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Difficult Issues in Financial Regulation for Financial Stability
Ozili, Peterson K - 2022
This article explores some of the difficult issues in financial regulation for financial stability. Noting the lack of prior academic work in the topic, this article presents a discussion of some difficult issues in financial regulation for financial stability. Some of the difficult issues...
Persistent link: https://www.econbiz.de/10013298304
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Macro-prudential regulation of the financial stability of the banking system of the Republic of Kazakhstan : the practical application and the ways of improvement
Abisheva, Dinara - 2022
as "stability of the banking system", “systemically important bank” and "systemic risk" in the system of relations … the National Bank of the Republic of Kazakhstan and its committee in the system of macro-prudential regulation on banking … system of Kazakhstan. The paper concludes that the main factors are (i) poor quality of bank management, (ii) the growth of …
Persistent link: https://www.econbiz.de/10014238811
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Asset encumbrance, bank funding and financial fragility
Ahnert, Toni; Anand, Kartik; Gai, Prasanna; Chapman, James - 2016
bank issues covered bonds backed by a pool of assets that is bankruptcy remote and replenished following losses …. Encumbering assets allows a bank to raise cheap secured debt and expand profitable investment, but it also concentrates risk on …
Persistent link: https://www.econbiz.de/10011451099
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Capital Markets Union : An Action Plan of Unfinished Reforms
Gurdgiev, Constantin - 2019
European firms away from intermediated (or bank-issued) debt, toward equity and direct debt (bonds) funding.Our analysis covers …
Persistent link: https://www.econbiz.de/10012890161