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Fallacies, irrelevant facts, and myths in the discussion of capital regulation : why bank equity is not socially expensive

Admati, Anat R.; DeMarzo, Peter M.; Hellwig, Martin; … - 2013

empirical support. We conclude that bank equity is not socially expensive, and that high leverage at the levels allowed, for …

Persistent link: https://www.econbiz.de/10010203632

Bank contribution to financial sector systemic risk and expected returns : evidence from large U.S. banks

Usman, Muhammad - In: Borsa Istanbul Review 23 (2023) 1, pp. 203-216

We estimate the contribution of large U.S, banks to the financial sector systemic risk by using value-at-risk (VaR ), conditional value-at-risk (CoV aR ), and two-stage least square (2SLS) methodology, Our sample is the monthly stock returns of 25 large U.S, banks from 1997 to 2021, We find that...

Persistent link: https://www.econbiz.de/10014307497

Extreme Yet Plausible : Choosing Scenarios to Stress Test Financial Institutions

Arora, Rohit; Gao, Rui; Tompaidis, Stathis - 2021

Since the 2008 Financial Crisis, stress tests based on extreme-yet-plausible scenarios have become a preferred method of assessing risk for large financial institutions, yet scenario choice has largely been ad-hoc. We propose a principled methodology to choose scenarios by minimizing the...

Persistent link: https://www.econbiz.de/10013238231

Bank maturity, income diversification, and bank stability

Tariq, Waqas; Usman, Muhammad; Tariq, Adeel; Rashid, Robina - In: Journal of business economics and management 22 (2021) 6, pp. 1492-1511

The purpose of this research is to examine the influence of bank life cycle or bank maturity on income diversification … (ID) and stability. In addition, this research investigates the ID relationship with bank stability. Drawing on the ….e. bank life cycle or bank maturity on income diversification (ID) and stability consequence. Data were collected from the …

Persistent link: https://www.econbiz.de/10013257333

Financial market regulation in Germany under the special focus of capital requirements of financial institutions

Detzer, Daniel - 2014

This paper examines capital adequacy regulation in Germany. After a short overview about financial regulation in Germany in general, the paper focuses on the most important development in the area of capital adequacy regulation from the 1930s up to the financial crisis. Two main trends are...

Persistent link: https://www.econbiz.de/10010256881

The political economy of financial systems

Haber, Stephen H.; Perotti, Enrico C. - 2008

This survey reviews the literature on the political economy of financial structure, broadly defined to include the size of capital markets and banking systems as well as the distribution of access to external finance across firms.The theoretical literature on the institutional basis for...

Persistent link: https://www.econbiz.de/10011374399

Aligning Incentives at Systemically Important Financial Institutions

Baily, Martin Neil - 2013

forfeited if the bank does not meet its capital requirements. This memo underscores the benefits of contingent deferred …

Persistent link: https://www.econbiz.de/10013084413

Financial Markets and Financial Institutes in 2010

Abramov, Alexander E. - 2013

This paper deals with Russian financial markets and financial institutions in 2010. The author focuses on the Russian stock market, bond market. The author analyzes key risks in financial markets, ruble devaluation risks and repo transactions risks

Persistent link: https://www.econbiz.de/10013085767

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

Financial Markets and Financial Institutions in Russia in 2016

Abramov, Alexander E. - 2017

In 2016, Russia's stock market, in terms of its rates of return, set a world record among all the other stock markets. Over that year, the RTS Index gained 52.3%, and the MICEX Index –26.8% (Fig. 1). The faster growth rate of the RTS Index, which reflects the price of shares in US dollar...

Persistent link: https://www.econbiz.de/10012952699

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