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Persistent link: https://www.econbiz.de/10012105990
, and the interaction with banks’ risk management, supervisory tools and statistical requirements. It also examines how the … application of fair value accounting to banks’ trading book has impacted their share price volatility. It is concluded that the …
Persistent link: https://www.econbiz.de/10011606165
Following the adoption by the Basel Committee of new capital rules for banks, a process is now taking place in the EU …
Persistent link: https://www.econbiz.de/10011606194
banks in the time period between 1995 and 2013, before the Basel III liquidity regulation to address excessive maturity …. Using a dataset that contains information on critical events of German banks, we find that financing loans using fewer … customer deposits would have been associated with a higher probability of financial distress for savings banks and credit …
Persistent link: https://www.econbiz.de/10011611255
banks in the time period between 1995 and 2013, before the Basel III liquidity regulation to address excessive maturity …. Using a dataset that contains information on critical events of German banks, we find that financing loans using fewer … customer deposits would have been associated with a higher probability of financial distress for savings banks and credit …
Persistent link: https://www.econbiz.de/10011666938
Persistent link: https://www.econbiz.de/10011985213
. As assets and borrowing shifted from banks to pension funds and other institutional investors, the market-based systems … that replaced bank-based systems became more procyclical and more vulnerable to systemic risk. In addition, banks’ receding … share of financial assets undermined their role in channeling monetary policy initiatives and thus eroded central banks …
Persistent link: https://www.econbiz.de/10009467882
puzzling observation from Turkish banking system. During 2015-2016, retail rates of Turkish banks displayed a persistent upward … deterioration in the structural liquidity positions of Turkish banks, reflected as rising loanto-deposit ratios (LDR). Our results … show that in the presence of increasing pressures from worsening funding quality, banks with high LDRs tried to attract …
Persistent link: https://www.econbiz.de/10014540909
The 2019 revision to the Capital Requirements Directive allowed the systemic risk buffer to be applied on a sectoral basis in the European Union. Since then an increasing number of countries have implemented the new tool, primarily to address vulnerabilities in the residential real estate...
Persistent link: https://www.econbiz.de/10014565174
out banks quickly resulted in sovereign debt crises in some peripheral EU Member States. Fiscal insolvency of these …
Persistent link: https://www.econbiz.de/10012217785