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Explpring the use of the Kelly criterion for Basel capital requirement : an optimal and countercyclical appoach

Wong, Max C. Y. - In: Journal of risk management in financial institutions 8 (2015) 1, pp. 45-61

Persistent link: https://www.econbiz.de/10010526458

Basel III and CEO compensation : a new regulation attempt after the crisis I

Eufinger, C.; Gill, Andrej - 2012 - This version 1. März 2012

scheme of bank executives. We show that the implementation of capital requirements, which are contingent on compensation …

Persistent link: https://www.econbiz.de/10009664970

Capital structure and financial risks in non-conventional banking system

Rajhi, Wassim; Hassairi, Slim Ahmed - In: International journal of economics and finance 4 (2012) 4, pp. 252-265

Persistent link: https://www.econbiz.de/10009616448

A leverage ratio rule for capital adequacy

Jarrow, Robert A. - In: Journal of banking & finance 37 (2013) 3, pp. 973-976

Persistent link: https://www.econbiz.de/10009708725

Occupy risk weighting : how the minimum leverage ratio dominates capital requirements ; a Swiss example

Kellermann, Kersten; Schlag, Carsten-Henning - In: Journal of financial regulation and compliance : an … 21 (2013) 4, pp. 353-372

Persistent link: https://www.econbiz.de/10010355917

Basel III and CEO compensation in banks : pay structures as a regulatory signal

Eufinger, Christian; Gill, Andrej - 2013

regulator does not need to be able to properly measure the bank investment risk, which has been shown to be a difficult task …

Persistent link: https://www.econbiz.de/10010226049

Leverage and risk taking under moral hazard : conference paper

Hott, Christian - 2013

This paper examines the impact of implicit guarantees and capital regulations on the behavior of a bank and on the … expected losses for its depositors. I show that implicit guarantees increase the incentives of the bank to enhance leverage and …

Persistent link: https://www.econbiz.de/10010338928

Occupy risk weighting : how the minimum leverage ratio dominates capital requirements ; a Swiss example ; conference paper

Kellermann, Kersten; Schlag, Carsten-Henning - 2013

requirements, using financial data of the Swiss systemically important bank UBS. It can be shown that the leverage ratio …

Persistent link: https://www.econbiz.de/10010340012

Quantitative evaluation of contingent capital and its applications

Gupta, Anshul; Akuzawa, Toshinao; Nishiyama, Yoshihiko - In: The North American journal of economics and finance : a … 26 (2013), pp. 457-486

Persistent link: https://www.econbiz.de/10010367569

Managing risk taking with interest rate policy and macroprudential regulations

Cociuba, Simona E.; Shukayev, Malik; Ueberfeldt, Alexander - 2016

We develop a model in which a financial intermediary's investment in risky assets - risk taking - is excessive due to limited liability and deposit insurance, and characterize the policy tools that implement efficient risk taking. In the calibrated model, coordinating interest rate policy with...

Persistent link: https://www.econbiz.de/10011553837