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Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis
Huang, Xin; Zhou, Hao; Zhu, Haibin - In: Journal of financial stability 8 (2012) 3, pp. 193-205
Persistent link: https://www.econbiz.de/10009655810
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The interplay of bank capital regulation and liability accounting : three essays
Lester- von Reith, Maximiliane Eva - 2019
Persistent link: https://www.econbiz.de/10012065075
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Bank Capital Regulations Around the World : What Explains the Differences?
Kara, Gazi - 2016
variation in the data based on the theories of bank capital regulation. The results show that countries with high average …
Persistent link: https://www.econbiz.de/10013210425
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Bank capital regulations around the world: : what explains the differences?
Kara, Gazi I. - 2016 - This version: July 2016
variation in the data based on the theories of bank capital regulation. The results show that countries with high average …
Persistent link: https://www.econbiz.de/10011578143
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Bank Capital Regulation and the Sovereign-Bank Nexus : Evidence from European Banks
Baule, Rainer; Beckmann, Oliver; Tallau, Christian - 2021
actual riskiness. We explore the effects of these regulatory privileges on the co-variation between sovereign and bank sector … credit risks–the so-called sovereign-bank nexus. Examining sovereign bond portfolios of large European banks between 2010 and … sovereign-bank nexus and thus serve as a reasonable starting point for the future regulatory treatment of sovereign debt …
Persistent link: https://www.econbiz.de/10013324355
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Why European banks adjust their dividend payouts?
Belloni, Marco; Grodzicki, Maciej; Jarmuzek, Mariusz - In: Journal of banking regulation 25 (2024) 3, pp. 284-304
Persistent link: https://www.econbiz.de/10015061628
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Did capital requirements and fair value accounting spark fire sales in distressed mortgage-backed securities?
Merrill, Craig B.; Nadauld, Taylor D.; Stulz, René M.; … - 2012
Much attention has been paid to the large decreases in value of non-agency residential mortgage-backed securities (RMBS) during the financial crisis. Many observers have argued that the fall in prices was partly driven by decreased liquidity and fire sales. We investigate whether capital...
Persistent link: https://www.econbiz.de/10009625918
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Did capital requirements and fair value accounting spark fire sales in distressed mortgage-backed securities?
Merrill, Craig B.; Nadauld, Taylor D.; Stulz, René M.; … - 2012
Persistent link: https://www.econbiz.de/10009580723
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Tail nonlinearly transformed risk measure as a capital constraint : a better choice for bank regulation than conditional value-at-risk?
Bergk, Kerstin; Brandtner, Mario; Kürsten, Wolfgang - In: Modern finance and risk management : Festschrift in …, (pp. 197-218). 2022
Persistent link: https://www.econbiz.de/10013336233
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Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - In: Journal of monetary economics 65 (2014), pp. 36-53
Persistent link: https://www.econbiz.de/10010485270