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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

Financial Market Regulation in Germany - Capital Requirements of Financial Institutions

Detzer, Daniel - 2015

This paper examines capital adequacy regulation in Germany. The first part reviews capital adequacy regulation from the 1930s up to the financial crisis and identifies two main trends: a gradual softening of the eligibility criteria for equity and increasing reliance on internal risk models....

Persistent link: https://www.econbiz.de/10013015169

Financial Sector Reform after the Crisis : Has Anything Happened?

Schäfer, Alexander - 2013

We analyze the reaction of stock returns and CDS spreads of banks from Europe and the United States to four major regulatory reforms in the aftermath of the subprime crisis, employing an event study analysis. In contrast to the public perception that nothing has happened, we find that financial...

Persistent link: https://www.econbiz.de/10013081106

Bank Stock Returns, Leverage and the Business Cycle

Tsatsaronis, Kostas - 2013

The returns on bank stocks rise and fall with the business cycle, making bank equity financing cheaper in the boom and …

Persistent link: https://www.econbiz.de/10013090675

Determinants of Bank-Level Deposit Volatility : Evidence from the German Banking System

Streit, Daniel - 2016

This study reviews the existing literature on the determinants of bank-level deposit volatility and is the first to …, bank equity capitalization and funding risk that are identified as further determinants. Besides mapping avenues for future … research, the findings are relevant for bank management since they may help to improve efficiency of risk management routines …

Persistent link: https://www.econbiz.de/10012980154

Market Risk Disclosure in Banking : An Empirical Analysis on Four Global Systemically Important European Banks

Scannella, Enzo - 2018

Market risk reporting in banking has assumed such importance during the last decade. The purpose of this paper is to provide a methodology to evaluate the qualitative and quantitative profiles of the market risk disclosure in banking. We propose a hybrid methodology to assess whether or not...

Persistent link: https://www.econbiz.de/10012934301