Narrow search
Showing 31 - 40 of 144,552
Cover Image
It's the tail-risk, stupid!
Thiemann, Matthias; Tröger, Tobias - 2019
, including several specific regulatory constraints being placed on non-bank financial institutions (NBFI). This paper proposes a … credit funds as a non-bank entities economically engaged in credit intermediation to apply this normative framework, pointing …
Persistent link: https://www.econbiz.de/10012105218
Cover Image
A model of bank behaviour for the assessment of the potential balance sheet impact of the NSFR liquidity requirement
Lang, Péter - 2017
, is an optimum model of bank behaviour, in which a bank statically rearranges its observed balance sheet by maximizing its …
Persistent link: https://www.econbiz.de/10011617579
Cover Image
The role of counterparty risk and asymmetric information in the interbank market
Cappelletti, Giuseppe; Guazzarotti, Giovanni - 2017
presumably unaffected by the sovereign crisis insofar as they could count on the actual or potential support of their parent bank …
Persistent link: https://www.econbiz.de/10011637418
Cover Image
The leverage ratio, risk-taking and bank stability
Smith, Jonathan Acosta; Grill, Michael; Lang, Jan Hannes - 2017
This paper addresses the trade-off between additional loss-absorbing capacity and potentially higher bank risk …
Persistent link: https://www.econbiz.de/10011662963
Cover Image
Banking reform
Jackson, Patricia; Davies, Howard; Miles, David; … - SUERF Conference on Banking Reform <2015, London>; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011554963
Cover Image
The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011557140
Cover Image
A macroprudential framework for the early detection of banking problems in emerging economies
Loser, Claudio M.; Kiguel, Miguel A.; Mermelstein, David - 2010
develops a methodology to detect problems at the individual bank level in an effort to identify those firms with financial … facilitate bank monitoring tasks, as well as some disaggregated subcomponents that are intended to display the relative …
Persistent link: https://www.econbiz.de/10011283443
Cover Image
Loans from my neighbors : East Asian commercial banks, banking integration, and bank default risk
Nguyen, Dung Thuy Thi; Diaz-Rainey, Ivan; Roberts, Helen; … - 2020
This study investigated the impact of banking integration on recipient country bank default risk and, in particular … study found that banking integration lowers bank default risk in recipient countries. The foreign claims that Asian lenders …
Persistent link: https://www.econbiz.de/10012205746
Cover Image
Stressed banks? : evidence from the largest-ever supervisory review
Abbassi, Puriya; Iyer, Rajkamal; Peydró, José-Luis; … - 2020
Regulation needs effective supervision; but regulated entities may deviate with unobserved actions. For identification, we analyze banks, exploiting ECB’s asset-quality-review (AQR) and supervisory security and credit registers. After AQR announcement, reviewed banks reduce riskier securities...
Persistent link: https://www.econbiz.de/10012214740
Cover Image
Accounting for financial stability : lessons from the financial crisis and future challenges
Bischof, Jannis; Laux, Christian; Leuz, Christian - 2018
reporting discretion and enforcement deserve careful consideration. In addition, bank regulation through its interlinkage with …
Persistent link: https://www.econbiz.de/10012011324