Showing 1 - 10 of 163
This paper aims at analysing the determinants of the recent wave of European banks to Brazil under the context of the recent phase of banking internationalisation. In its first part, it analyses the process of banking internationalisation from both analytical and historical approach. Focusing on...
Persistent link: https://www.econbiz.de/10011689902
disclosure is required under Pillar 3 of the Basel framework on banking supervision. The aim of the framework is to promote …, limit and price their risk-taking to safeguard financial stability. The disclosure of supervisory data is therefore a public … interlinkages between supervisory reporting and Pillar 3 disclosure, compliance with BCBS Core Principle 10 (CP 10) on supervisory …
Persistent link: https://www.econbiz.de/10015199470
Since the March 2023 banking turmoil, a policy debate has emerged concerning the unprecedented scale and speed of the observed deposit outflows. Have recent stress episodes and developments in technology structurally changed depositors' behaviour? Are the Basel III liquidity coverage ratio (LCR)...
Persistent link: https://www.econbiz.de/10015199501
In this study, we benchmarked the crisis resolution frameworks of the Member States of the West African Monetary Zone (WAMZ) with the Financial Stability Board's Key Attributes (KAs) of effective resolution regime for financial institutions, using survey-based methodology. Questionnaires,...
Persistent link: https://www.econbiz.de/10013362894
The purpose of the "counter-cyclical capital buffer" (buffer) is to dampen procyclicality in the financial system, absorb capital losses and prevent a credit crunch during recessions. In this paper, a stylized analytical expression for optimal buffer policy is presented. Results are derived...
Persistent link: https://www.econbiz.de/10013373839
This paper looks at the macroeconomic impact of the two policies proposed by ECB Banking Supervision to tackle the high share of non-performing loans (NPLs) on the balance sheets of euro area banks. The first is the coverage expectations for new NPLs set out in the Addendum to the ECB's NPL...
Persistent link: https://www.econbiz.de/10013480187
This paper proposes a methodology for measuring the macroprudential policy stance based on a distance-to-tail metric perspective. This approach employs a large-scale semi-structural model reflecting the dynamics of 91 significant euro area banks and 19 euro area economies and is presented...
Persistent link: https://www.econbiz.de/10013480190
In this study, we benchmarked the crisis resolution frameworks of the Member States of the West African Monetary Zone (WAMZ) with the Financial Stability Board's Key Attributes (KAs) of effective resolution regime for financial institutions, using survey-based methodology. Questionnaires,...
Persistent link: https://www.econbiz.de/10014278427
The European significant risk transfer (SRT) securitisation market is increasingly being used by major EU banks to manage risk and capital, but is not well known. SRT can provide an extra source of capital, flexibly and at a reasonable cost. Despite the bespoke nature of transactions, the SRT...
Persistent link: https://www.econbiz.de/10014476127
paper gives an overview about potentially problematic disclosure practices with regards to their net-zero commitments. It … of comparable international rules on climate disclosure and the introduction of transition plans, as envisaged and partly …
Persistent link: https://www.econbiz.de/10014476321