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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

The SSM at 1

Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016

Persistent link: https://www.econbiz.de/10011557140

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

New paradigms in banking, financial markets and regulation?

Balling, Morten (ed.); Lierman, Frank (ed.); … - New Paradigms in Money and Finance? <Veranstaltung> …; … - 2012

incentives, risk management models and procedures, conflicts of interest and bank strategies. Their perspectives are quite …

Persistent link: https://www.econbiz.de/10011711451

Implications of bank regulation for credit intermediation and bank stability : a dynamic perspective ; conference paper

Bucher, Monika; Dietrich, Diemo; Hauck, Achim - 2013

Business cycles imply liquidity risks for banks. This paper explores how these risks influence bank lending over the … cycle. With forward-looking banks, lending cycles, credit booms and busts, or suppressed and highly fragile bank systems can … unpleasant effects on bank lending. Imposing countercyclical capital adequacy ratio may amplify procyclicality or result in …

Persistent link: https://www.econbiz.de/10010341626

Future risks and fragilities for financial stability

Llewellyn, David T. (ed.); Reid, Richard (ed.); … - Conference: Future Risks and Fragilities for Financial …; … - 2012

In March 2012 a conference, organised jointly by the ICFR and SUERF, on "Future Risks and Fragilities for Financial Stability", explored what the next pressure points for financial stability might be, how these may arise from the response to the last financial crisis, and how the industry and...

Persistent link: https://www.econbiz.de/10011711486

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

Risk weights, lending, and financial stability : limits to model-based capital regulation ; conference paper

Behn, Markus; Haselmann, Rainer; Vig, Vikrant - 2014

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

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

A model of mortgage losses and its applications for macroprudential instruments : conference paper

Hott, Christian - 2014

We develop a theoretical model of mortgage loss rates that evaluates their main underlying risk factors. Following the model, loss rates are positively influenced by the house price level, the loan-to-value of mortgages, interest rates, and the unemployment rate. They are negatively influenced...

Persistent link: https://www.econbiz.de/10010489294

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