Narrow search
Showing 121 - 130 of 91,676
Cover Image
Leverage ratio and its potential for enhancing the effectiveness of capital regulation
Pfeifer, Lukáš; Pikhart, Zdeněk - In: Journal of central banking theory and practice 8 (2019) 2, pp. 129-146
The article deals with the procyclical development of risk weights and hence the risk-weighted capital ratio. The leverage ratio should be included in the regulatory reform package (CRR2) as a (non-risk-weighted) prudential backstop. The article defines the complementary relationship of capital...
Persistent link: https://www.econbiz.de/10012016824
Cover Image
Strategic selection of risk models and bank capital regulation
Colliard, Jean-Edouard - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2591-2606
Persistent link: https://www.econbiz.de/10012039818
Cover Image
Predicting bank failures : the leverage versus the risk-weighted capital ratio
Yang, Xi - 2016
Persistent link: https://www.econbiz.de/10011736813
Cover Image
Incentive-based capital requirements
Eufinger, Christian; Gill, Andrej - In: Management science : journal of the Institute for … 63 (2017) 12, pp. 4101-4113
Persistent link: https://www.econbiz.de/10011785128
Cover Image
Taming the Basel leverage cycle
Aymanns, Christoph; Caccioli, Fabio; Farmer, J. Doyne; … - In: Journal of financial stability 27 (2016), pp. 263-277
Persistent link: https://www.econbiz.de/10011705722
Cover Image
Leverage and Risk Weighted Capital Requirements
Gambacorta, Leonardo - 2016
The global financial crisis has highlighted the limitations of risk-sensitive bank capital ratios. To tackle this … steady state value of the regulatory minima for the two ratios strongly depends on the riskiness and the composition of bank …
Persistent link: https://www.econbiz.de/10012981563
Cover Image
Do Higher Capital Standards Always Reduce Bank Risk? The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market
Allahrakha, Meraj; Cetina, Jill; Munyan, Benjamin - 2017
While simpler than risk-based capital requirements, the leverage ratio may encourage bank risk-taking. This paper … examines the activity of broker-dealers affiliated with bank holding companies (BHCs) and broker-dealers not affiliated with …
Persistent link: https://www.econbiz.de/10014124377
Cover Image
Monetary policy, capital regulation and bank risk-taking : evidence from China
Jiang, Hai; Yuan, Chao - In: Journal of Asian economics 82 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013549985
Cover Image
Leverage ratio, risk-based capital requirements, and risk-taking in the UK
Fatouh, Mahmoud; Giansante, Simone; Ongena, Steven - 2023
Persistent link: https://www.econbiz.de/10014482959