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Divergence of Risk Indicators and the Conditions for Market Discipline in Banking
Forssbæck, Jens - 2011
Accurate measurement of bank risk is a matter of considerable importance for bank regulation and supervision. Current practices in most countries emphasize reliance on financial statement data for assessing banks’ risk. However, the possibility of increased reliance on market-based risk...
Persistent link: https://www.econbiz.de/10011689950
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The ECB and IMF indicators for the macro-prudential analysis of the banking sector: a comparison of the two approaches
Agresti, Anna Maria; Baudino, Patrizia; Poloni, Paolo - 2008
In January 2007 the International Monetary Fund (IMF) published, on an ad hoc basis, a series of financial soundness indicators (FSIs) based on a common methodology (the IMF compilation Guide) for 62 countries, including all 27 European Union countries. The European Central Bank (ECB), jointly...
Persistent link: https://www.econbiz.de/10011606251
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Will the Adoption of Basel II Encourage Increased Bank Merger Activity? Evidence from the United States
Hannan, Timothy H.; Pilloff, Steven J. - 2005
This study presents two tests of the hypothesis that adoption of an internal ratings-based approach to determining minimum capital requirements, proposed as part of the Basel II capital accord, would cause adopting banking organizations to increase their acquisition activity. The study employs...
Persistent link: https://www.econbiz.de/10011689918
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Design, Structure and Implementation of a Modern Deposit Insurance Scheme
Bernet, Beat; Walter, Susanna - 2009
even international banking crisis. This insight has also brought the deposit insurance institutions in many countries … Europe the need for a fundamental revision of the present deposit insurance schemes must be urgently addressed. In most … circumstances, a consensus is emerging over the important basic questions of deposit insurance system design and architecture. As a …
Persistent link: https://www.econbiz.de/10011689941
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CCP initial margin models in Europe
Boudiaf, Ismael Alexander; Scheicher, Martin; Vacirca, … - 2023
In this paper we aim to provide a holistic understanding of the Initial Margin (IM) models used by Central Counterparties (CCPs) in Europe. In addition to discussing their relevance in terms of CCP risk management and their importance for the functioning of financial markets, we provide an...
Persistent link: https://www.econbiz.de/10014374537
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The Effectiveness of Capital Adequacy Measures in Predicting Bank Distress
Mayes, David G.; Stremmel, Hanno - 2014
Our concern in this paper is two-fold: first to see whether the determinants of bank distress and failure have been any different in the GFC from previous years: second to see whether simple measures of capital adequacy outperform their risk-weighted counterparts as predictors, despite the focus...
Persistent link: https://www.econbiz.de/10011689962
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Corporate Governance und Unternehmenserfolg - Eine empirische Analyse des Zusammenhangs zwischen den Führungs-, Kontroll- und Anreizstrukturen und der Geschäftsentwicklung deutsche...
Steinbrecher, Johannes - 2016
Das internationale Bankensystem stand in den vergangenen Jahren im Fokus des öffentlichen Interesses. Bei der Diskussion möglicher Optionen zur Verbesserung der Finanzsystemstabilität rückt zunehmend die Corporate Governance in Banken in den Fokus. Der vorliegende Forschungsbericht widmet...
Persistent link: https://www.econbiz.de/10011698354
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Disclosure of climate change risk in credit ratings: An analytical framework to perform a status-quo assessment of the disclosure of climate change risks in rating methodologies an...
Breitenstein, Miriam; Ciummo, Stefania; Walch, Florian - 2022
Climate change can be a source of financial risk. This paper examines how credit rating agencies accepted by the Eurosystem incorporate climate change risk in their credit ratings. It also analyses how rating agencies disclose their assessments of climate change risks to rating users. The paper...
Persistent link: https://www.econbiz.de/10013480192
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Fair value accounting and financial stability
Enria, Andrea; Cappiello, Lorenzo; Dierick, Frank; … - 2004
Accounting standard setters are considering the wider use of fair value accounting. This paper focuses on the financial stability implications of a move in the banking sector from the current accounting framework to full fair value accounting. A simulation exercise is performed on how various...
Persistent link: https://www.econbiz.de/10011606165
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The New Basel Capital Framework and its implementation in the European Union
Dierick, Frank; Pires, Fatima; Scheicher, Martin; … - 2005
Following the adoption by the Basel Committee of new capital rules for banks, a process is now taking place in the EU to transpose the rules into Community law and, ultimately, into national legislation. This paper gives an overview of the main issues that relate to the EU implementation, mainly...
Persistent link: https://www.econbiz.de/10011606194