Showing 1 - 10 of 13,077
This paper analyzes the effect of the business cycle on the regulatory capital buffer of German savings and cooperative banks in the period 1993-2003. The capital buffer is found to fluctuate anticyclically over the business cycle. The fluctuation is stronger for savings banks than for...
Persistent link: https://www.econbiz.de/10012989323
on bank lending. We focus on aggregated macroprudential policy measures and on individual instruments and test whether … their effect on the association between lending and capital depends on bank size. Applying the GMM 2-step Blundell and Bond … of capital on bank lending during both crisis and non-crisis times. This result is stronger in large banks than in other …
Persistent link: https://www.econbiz.de/10012010272
This paper assesses the usefulness of private credit variables and other macrofinancial and banking sector indicators for the setting of Basel III/CRD IV countercyclical capital buffers (CCBs) in a multivariate early warning model framework, using data for 23 EU Members States from 1982 Q2 to...
Persistent link: https://www.econbiz.de/10013074386
first comprehensive empirical analysis of bank CoCo issues, a market segment that comprises over 730 instruments totaling …
Persistent link: https://www.econbiz.de/10012942917
Although policymakers often discuss tradeoffs between bank competition and stability, past research provides differing … competition materially boosts individual and systemic bank risk. With respect to the mechanisms, we find that competition reduces …
Persistent link: https://www.econbiz.de/10012854777
' RBC ratios and simple capital ratios as predictors of bank risk. We find simple capital ratios to be significantly better … than complex RBC ratios as predictors of bank risk …
Persistent link: https://www.econbiz.de/10012943979
2001 through 2011 and find the standard capital ratio to be a significantly better predictor of bank performance than the …
Persistent link: https://www.econbiz.de/10012974653
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 … RBC rules and related rules on bank liquidity. We find that nine of the 27 rules include RIAs. Five of the RIAs claim the …
Persistent link: https://www.econbiz.de/10012417012
This paper reviews the cost-benefit analysis, or "regulatory impact analysis" (RIA), in U.S. bank regulators' risk …. We evaluate 25 proposed RBC rules and related rules on bank liquidity. We find that eight of the 25 rules include RIAs …
Persistent link: https://www.econbiz.de/10014093757
Switzerland. For identification, we compare changes in the behavior of banks that had different fractions of their central bank …
Persistent link: https://www.econbiz.de/10011795014