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The development of new Basel Capital Accords : hearing before the Committee on Banking, Housing, and Urban Affairs, United States Senate, One Hundred Ninth Congress, first session,...

2007

Persistent link: https://www.econbiz.de/10003523246

The real effects of bank capital requirements

Fraisse, Henri; Lé, Mathias; Thesmar, David - 2017

We measure the impact of bank capital requirements on corporate borrowing and investment using loanE level data. The …

Persistent link: https://www.econbiz.de/10011978165

Equity versus bail-in debt in banking : an agency perspective

Mendicino, Caterina; Nikolov, Kalin; Suárez, Javier - 2017

We examine the optimal size and composition of banks' total loss absorbing capacity (TLAC). Optimal size is driven by the trade-off between providing liquidity services through deposits and minimizing deadweight default costs. Optimal composition (equity vs. bail-in debt) is driven by the...

Persistent link: https://www.econbiz.de/10011978192

A profit-to-provisioning approach to setting the countercyclical capital buffer : the Czech example

Pfeifer, Lukáš; Hodula, Martin - 2018

Over the last few years, national macroprudential authorities have developed different strategies for setting the countercyclical capital buffer (CCyB) rate in the banking sector. The existing approaches are based on various indicators used to identify the current phase of the financial cycle....

Persistent link: https://www.econbiz.de/10011978802

Rethinking capital regulation : the case for a dividend prudential target

Muñoz, Manuel - 2019

to promote bank soundness and sustained lending over the cycle. First, some evidence on bank dividends and earnings in … generates bank equity and credit supply volatility. Then, a DSGE model with key financial frictions and a banking sector is … by means of less volatile bank retained earnings, (ii) they induce welfare gains associated to a Basel III-type of …