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The "ebb and flow" of transatlantic regulatory cooperation in banking
Howarth, David J.; Quaglia, Lucia - In: Journal of banking regulation 17 (2016) 1/2, pp. 21-33
Persistent link: https://www.econbiz.de/10011718527
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From Basel I to Basel III : sequencing implementation in developing economies
Ferreira, Caio; Jenkinson, Nigel; Wilson, Christopher - 2019
provides guidance on how non-Basel Committee member countries could incorporate banks' capital and liquidity standards into …
Persistent link: https://www.econbiz.de/10012102040
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How much CET1 capital must banks set aside for commercial real estate exposures?
Andersen, Henrik - 2019
(CRE) exposures in Norway, applicable to the largest banks. CRE is the sector where banks have historically incurred the … weight floor is high enough to cover banks' CRE loan losses[1] during the downturn in 2002-03, but lower than the CRE loan … cover some of the losses. On the other hand, risk weight floors should not be set to a level that weakens banks' incentives …
Persistent link: https://www.econbiz.de/10012209715
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Hvor mye ren kjernekapital må bankene sette av ved utlån til næringseiendom?
Andersen, Henrik - 2019
(CRE) exposures in Norway, applicable to the largest banks. CRE is the sector where banks have historically incurred the … weight floor is high enough to cover banks' CRE loan losses[1] during the downturn in 2002-03, but lower than the CRE loan … cover some of the losses. On the other hand, risk weight floors should not be set to a level that weakens banks' incentives …
Persistent link: https://www.econbiz.de/10012209778
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Understanding bank and nonbank credit cycles : a structural exploration
Durdu, Ceyhun Bora; Zhong, Molin - 2019
We explore the structural drivers of bank and nonbank credit cycles using an estimated medium-scale macro model that allows for bank and nonbank financial intermediation. We posit economy-wide aggregate and sectoral disturbances to potentially drive bank and nonbank credit growth. We find that...
Persistent link: https://www.econbiz.de/10012181042
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The case for market-based stress tests
Vickers, John - In: Journal of financial regulation 5 (2019) 2, pp. 239-248
Persistent link: https://www.econbiz.de/10012160977
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The systemic risk buffer for UK banks : a response to the Bank of England’s consultation paper
Vickers, John - In: Journal of financial regulation 2 (2016) 2, pp. 264-282
Persistent link: https://www.econbiz.de/10011731785
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"Keeping it personal" or "getting real"? : on the drivers and effectiveness of personal versus real loan guarantees
Mayordomo, Sergio; Moreno, Antonio; Ongena, Steven; … - 2017
Persistent link: https://www.econbiz.de/10011784312
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¿Está convirtiendo basilea a los bancos en servicios públicos?
Saunders, Anthony - In: Papeles de economía española (2014), pp. 14-18
Persistent link: https://www.econbiz.de/10010442260
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Loans Size and Portfolio Loss Predictability in Argentina
Bebczuk, Ricardo N. - In: Ensayos Económicos 1 (2007) 49, pp. 139-155
The main purpose of our work is to construct portfolio loss distributions of small and large loans in Argentina using bootstrapping techniques. Annual data (covering the 1999-2005 period) from the Debtors Register of the Central Bank of Argentina over 580.000 records have been used. The work has...
Persistent link: https://www.econbiz.de/10010849659