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Market timing, maturity mismatch, and risk management : evidence from the banking industry ; conference paper
Ruprecht, Benedikt; Entrop, Oliver; Kick, Thomas; … - 2013
the interest rate risk regulation. Although hedging motives dominate, we find selective hedging behavior in swap use …
Persistent link: https://www.econbiz.de/10010343773
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Risk sensitivity of banks, interbank markets and the effects of liquidity regulation : conference paper
Pausch, Thilo - 2013 - First draft
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
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Banking reform
Jackson, Patricia; Davies, Howard; Miles, David; … - SUERF Conference on Banking Reform <2015, London>; … - 2016
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
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The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
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
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Leverage and risk taking under moral hazard : conference paper
Hott, Christian - 2013
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
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Occupy risk weighting : how the minimum leverage ratio dominates capital requirements ; a Swiss example ; conference paper
Kellermann, Kersten; Schlag, Carsten-Henning - 2013
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
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Shadow banking : financial intermediation beyond banks
Adrian, Tobias; Chrétien, Edouard; Chui, Michael; … - Shadow Banking: Financial Intermediation beyond Banks …; … - 2018
Persistent link: https://www.econbiz.de/10011790739
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The value of banks and their business models to society
Haan, Jakob de (contributor);  … - 2014
Persistent link: https://www.econbiz.de/10010384422
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The value of banks and their business models to society
Haan, Jakob de (ed., introduction);  … - Conference on “The Value of Banks and Their Business …; … - 2014
sufficiently stable and customer-focused. Since then, banks and regulators alike have been busy reviewing bank business models, and …
Persistent link: https://www.econbiz.de/10011711880
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Bank risk taking and competition : evidence from regional banking markets ; conference paper
Kick, Thomas; Prieto, Esteban - 2013
This study investigates the bank competition-stability nexus using a unique regulatory dataset provided by the Deutsche … Bundesbank over the period 1994 to 2010. First, we use outright bank defaults as the most direct measure of bank risk available … and contrast the results to weaker forms of bank distress. Second, we control for a wide array of different time …
Persistent link: https://www.econbiz.de/10010339963