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This paper examines the Leverage Ratio and Total Capital Ratio of global versus non-global banks in both the pre- and post-crisis periods. A panel data set of 165 global and non-global financial institutions from 38 countries is used for the period 1999-2015 and a random effects model is...
Persistent link: https://www.econbiz.de/10012549173
In the wake of the global financial crisis that erupted in 2008, there has been extensive commentary and regulatory focus on the 'Too Big to Fail' issue. In this paper, we survey the proposed solutions and regulatory initiatives that have been undertaken. We conduct a longitudinal analysis of...
Persistent link: https://www.econbiz.de/10012022346
develops a methodology to detect problems at the individual bank level in an effort to identify those firms with financial … facilitate bank monitoring tasks, as well as some disaggregated subcomponents that are intended to display the relative …
Persistent link: https://www.econbiz.de/10011283443
This paper describes concepts and tools behind macroprudential monitoring, and the growing importance of macroprudential tools for assessing the stability of financial systems. This paper also employs a macroprudential approach in examining financial soundness and identifying its determinants....
Persistent link: https://www.econbiz.de/10010529694
2007-2009. The fear is that if a big bank gets into trouble, its problems will infect other financial institutions and … there are huge complexities at almost every level. What is “big?” How big is too big? What is a “bank?” What kinds of risk …-taking are appropriate for a bank – and why? What do we know about the costs and benefits of different strategies? This paper …
Persistent link: https://www.econbiz.de/10013089323
This paper empirically analyzes the determinants of banks' systemic importance. In constructing a measure on the systemic importance of financial institutions we find that size is a leading determinant. This confirms the usual "Too big to fail" argument. Nevertheless, banks with size above a...
Persistent link: https://www.econbiz.de/10013091736
Persistent link: https://www.econbiz.de/10013159841
benefits, return reactions are muted if the reclassification helps a bank avoid regulatory capital reductions. In contrast, the …
Persistent link: https://www.econbiz.de/10012906062
. In this paper, we establish that liquidity and capital ratios had a positive impact on bank returns during the first … identify deposit franchise and risk management as two key channels through which stronger financial stability improved bank …
Persistent link: https://www.econbiz.de/10013221214
Persistent link: https://www.econbiz.de/10010191418