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Rethinking capital regulation : the case for a dividend prudential target
Muñoz, Manuel A. - 2020
effects of a novel macroprudential policy rule - that I shall call Dividend Prudential Target (DPT) - aimed at complementing …
Persistent link: https://www.econbiz.de/10012241228
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Rethinking capital regulation : the case for a dividend prudential target
Muñoz, Manuel - 2019
The paper investigates the effectiveness of dividend-based macroprudential rules in complementing capital requirements … developed to assess the virtues of what shall be called dividend prudential targets. Welfare-maximizing dividend … capital regulation, (iii) they mainly operate through their cyclical component, ensuring that long-run dividend payouts remain …
Persistent link: https://www.econbiz.de/10012024523
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EU banks' dividend policies : main determinants and the role of capital ratios
Cardillo, Salvatore; Raponi, Jacopo - 2023
Persistent link: https://www.econbiz.de/10013555513
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Dividends, costly external capital, and firm value : the case of constant scale
Peura, Samu - 2002
Persistent link: https://www.econbiz.de/10001693937
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A prudential paradox : the signal in (not) restricting bank dividends
Güntay, Levent; Jacewitz, Stefan; Pogach, Jonathan - In: Journal of money, credit and banking : JMCB 56 (2024) 2/3, pp. 537-568
Persistent link: https://www.econbiz.de/10014544972
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Dividends and bank capital in the global financial crisis of 2007-2009
Acharya, Viral V.; Gujral, Irvind; Kulkarni, Nirupama; … - In: The journal of financial crises 4 (2022) 2, pp. 1-39
Persistent link: https://www.econbiz.de/10013447565
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Higher bank capital requirements and mortgage pricing: evidence from the Countercyclical Capital Buffer (CCB)
Basten, Christoph; Koch, Cathérine - 2015
How has the CCB affected mortgage pricing after Switzerland became the first country to activate this Basel III macroprudential tool? By analyzing a database with several offers per mortgage request, we construct a picture of mortgage supply and demand. We find, first, that the CCB changes the...
Persistent link: https://www.econbiz.de/10011332839
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Pro-cyclicality, empirical credit cycles, and capital buffer formation
Koopman, Siem Jan; Lucas, André; Klaassen, Pieter - 2002 - This version: October 15, 2002
We model 1927-1997 U.S. business failure rates using a time series approach based on unobserved components. Clear evidence is found of cyclical behavior in default rates. The cycle has a period of around 10 years. We also detect longer term movements in default probabilities and default...
Persistent link: https://www.econbiz.de/10011327840
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Risk measures and capital requirements : a critique of the Solvency II approach
Floreani, Alberto - In: The Geneva papers on risk and insurance - issues and … 38 (2013) 2, pp. 189-212
Persistent link: https://www.econbiz.de/10009752627
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The international transmission of bank capital requirements : evidence from the United Kingdom
Aiyar, Shekhar; Calomiris, Charles W.; Hooley, John; … - 2014
Persistent link: https://www.econbiz.de/10010356855