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On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011554963
This paper examines the impact of implicit guarantees and capital regulations on the behavior of a bank and on the … expected losses for its depositors. I show that implicit guarantees increase the incentives of the bank to enhance leverage and …
Persistent link: https://www.econbiz.de/10010338928
requirements, using financial data of the Swiss systemically important bank UBS. It can be shown that the leverage ratio …
Persistent link: https://www.econbiz.de/10010340012
regulatory liquidity requirements on bank behavior. A multi-stage decision situation allows for considering the interaction … between credit risk and liquidity risk of banks. This interaction is found to make a risk neutral bank behave as if it were …
Persistent link: https://www.econbiz.de/10010344667
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011557140
Persistent link: https://www.econbiz.de/10003382152
Persistent link: https://www.econbiz.de/10011303792
quantity and the composition of bank lending. We find that credit supplied by banks that introduced the model-based approach …
Persistent link: https://www.econbiz.de/10010485279