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, 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
1) Are Italian mutual banks efficient? Evidence from two different cost frontier techniques, by Juan Sergio Lopez …, Alessandra Appenini, and Stefania P.S. Rossi. The aim of the first paper is to analyze the efficiency of co-operative banks in … small financial institutions that used to operate in a more protected environment. Based on a panel of about 450 banks …
Persistent link: https://www.econbiz.de/10011689899
This essay discusses the corporate governance of banks. Bank managers must balance competing demands from shareholders … and regulators, which distinguishes banks from most other firms. The essay is structured into three parts. The theoretical …
Persistent link: https://www.econbiz.de/10011689905
The investigation of the sequencing of liberalization in the EU financial services industry is the primary object of this study. The relevance of the EU model for financial liberalization is threefold. First, the EU route towards liberalization in financial services could be regarded as a...
Persistent link: https://www.econbiz.de/10011689908
Macroprudential policies since the global financial crisis have been central to safeguarding financial stability. Despite the increasing use of multiple policy instruments, a detailed understanding of interactions among them is still needed to assess how instrument combinations can enhance the...
Persistent link: https://www.econbiz.de/10014374505
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
gaps of banks in resolution in the euro area. It estimates possible ranges of liquidity gaps for significant banks under …This paper contributes to the debate on liquidity in resolution by providing a quantitative assessment of liquidity … different assumptions and scenarios. The findings suggest that, while the average liquidity gaps in resolution are limited, the …
Persistent link: https://www.econbiz.de/10012521154
banks in resolution. It examines the provision of liquidity in the United States, the United Kingdom, Japan, Canada and the …-level guarantee framework - which would allow access to Eurosystem liquidity for banks coming out of resolution with limited … regimes that seek to limit the use of taxpayer money while maintaining the functions of failing banks that are critical for …
Persistent link: https://www.econbiz.de/10012521155
Asset encumbrance is a central concept in the context of banks' liquidity crises, as it is associated with their … describe how asset encumbrance has evolved in euro area banks, focusing on country and business model aggregates. Second, we … conduct an econometric analysis of the driving factors of banks' asset encumbrance, highlighting the relevance of credit risk …
Persistent link: https://www.econbiz.de/10012661643