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Do capital adequacy and credit quality affect systematic risk? : investigation of a sample of European Listed Banks in light of EBA stress tests
Miani, Stefano; Floreani, Josanco; Paltrinieri, Andrea - In: The quarterly journal of finance 8 (2018) 4, pp. 1-31
Persistent link: https://www.econbiz.de/10011922056
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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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Does IFRS 9 increase banks' resilience?
Kund, Arndt-Gerrit; Rugilo, Daniel - 2023
analyzes the implications of the change from IAS 39 to IFRS 9 in the context of bank resilience. We shed light on two effects … bank resilience through lower capital levels. In the absence of archival data of IFRS 9 and their potential biases due to … the COVID-19 pandemic, we use the European bank stress test results as a natural experiment, in which all banks are …
Persistent link: https://www.econbiz.de/10014230334
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Banking regulation, procyclicality, and asset correlations in the real economic environment
Vozzella, Pietro; Gabbi, Giampaolo - In: The European journal of finance 28 (2022) 13/15, pp. 1383-1398
Persistent link: https://www.econbiz.de/10013532218
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Credit risk transfer and bank insolvency risk
Oordt, Maarten R. C. van - 2017
-party investors increase the insolvency risk of banks. This is particularly likely if a bank sells the senior tranche and retains a …
Persistent link: https://www.econbiz.de/10011777803
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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
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Advancements in stress-testing methodologies for financial stability applications
Budnik, Katarzyna; Marques, Aurea Ponte; Ben Hadj, … - 2024
European Central Bank's Financial Stability Committee Working Group on Stress Testing (WGST). Over a four-year period, the WGST …
Persistent link: https://www.econbiz.de/10014530302
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Liquidity Risk Management and Credit Supply in the Financial Crisis
Cornett, Marcia Millon - 2010
Liquidity dried up during the financial crisis of 2007-2009. Banks that relied more heavily on core deposit and equity capital financing – stable sources of financing – continued to lend relative to other banks. Banks that held more illiquid assets on their balance sheets, in contrast,...
Persistent link: https://www.econbiz.de/10013143706
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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