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Dynamic provisioning : some lessons from existing experiences
Fernández de Lis, Santiago; García Herrero, Alicia - 2010
Colombia and Peru - countries that have recently adopted dynamic provisioning. A number of policy lessons are drawn from that …
Persistent link: https://www.econbiz.de/10003983429
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Macroprudential policy : a blessing or a curse?
Popoyan, Lilit - 2016
regulation did not take the "big picture" of the system suffciently into account and, subsequently, financial supervision mainly … "missed the forest for the trees". As a result, the need for macroprudential aspects of regulation emerged, which has recently … macroprudential regulation in creating stable, yet effcient financial systems. At the same time, I emphasize the importance of …
Persistent link: https://www.econbiz.de/10011477338
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The economic impact of the NPL coverage expectations in the euro area
Budnik, Katarzyna; Dimitrov, Ivan; Groß, Johannes; … - 2022
This paper looks at the macroeconomic impact of the two policies proposed by ECB Banking Supervision to tackle the high share of non-performing loans (NPLs) on the balance sheets of euro area banks. The first is the coverage expectations for new NPLs set out in the Addendum to the ECB's NPL...
Persistent link: https://www.econbiz.de/10013286744
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The Impact of Regulatory Stress Tests on Bank Lending and its Macroeconomic Consequences
Bräuning, Falk; Fillat, Jose L. - 2020
We use an expansive regulatory loan-level data set to analyze how the portfolios of the largest US banks have changed in response to the Dodd-Frank Act Stress Test (DFAST) requirements. We find that the portfolios of the largest banks, which are subject to stress-testing, have become more...
Persistent link: https://www.econbiz.de/10014351929
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The Impact of Regulatory Stress Tests on Bank Lending and its Macroeconomic Consequences
Bräuning, Falk; Fillat, Jose L. - 2020
We use an expansive regulatory loan-level data set to analyze how the portfolios of the largest US banks have changed in response to the Dodd-Frank Act Stress Test (DFAST) requirements. We find that the portfolios of the largest banks, which are subject to stress-testing, have become more...
Persistent link: https://www.econbiz.de/10014352140
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The death of a regulator: strict supervision, bank lending, and business activity
Granja, João; Leuz, Christian - 2020
An important question in banking is how strict supervision affects bank lending and in turn local business activity. Supervisors forcing banks to recognize losses could choke off lending and amplify local economic woes. But stricter supervision could also change how banks assess and manage...
Persistent link: https://www.econbiz.de/10012668203
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Impact of the loan guarantees program reactiva on the performance of Peruvian companies
Ceron, Marcos; Cisneros, Gerald; Nivin, Rafael - 2023
Amid the global COVID-19 crisis, governments worldwide introduced measures to support private enterprises. This study utilizes a newly curated panel database, encompassing the financial records of firms in Peru, to investigate the impact of a substantial governmentbacked loan guarantee program,...
Persistent link: https://www.econbiz.de/10014368450
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Dynamic Provisioning : Some Lessons from Existing Experiences
Fernandez de Lis, Santiago; García-Herrero, Alicia - 2010
limit procyclicality. The case of Spain - the country with the longest - is reviewed, as well as those of Colombia and Peru …
Persistent link: https://www.econbiz.de/10014194260
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A review of the regulatory impact analysis of risk-based capital and related liquidity rules
Hogan, Thomas L. - In: Journal of risk and financial management : JRFM 14 (2021) 1/24, pp. 1-29
This paper reviews the cost-benefit analysis, or “regulatory impact analysis” (RIA), in US bank regulators’ risk-based capital (RBC) rule proposals. We review the principles of cost-benefit analysis and its application by US bank regulators. We provide a brief background on RBC rules and...
Persistent link: https://www.econbiz.de/10012417012
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Liquidität, Risikoeinstellung des Kapitalmarktes und Konjunkturerwartung als Preisdeterminanten von Collateralized Debt Obligations (CDOs) : eine simulationsgestützte Analyse
Gann, Philipp - 2009
Gegenstand der vorliegenden Arbeit ist die Analyse des Einflusses der Faktoren Konjunkturerwartung, Risikoaversion des Kapitalmarktes und Liquidität auf die Marktwerte von Collateralized Debt Obligations (CDOs) verschiedener Seniorität. Es wird gezeigt, dass die Marktwerte von CDOs wesentlich...
Persistent link: https://www.econbiz.de/10003861125