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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

Capital regulation with heterogeneous banks : unintended consequences of a too strict leverage ratio

Barth, Andreas; Seckinger, Christian - In: Journal of banking & finance 88 (2018), pp. 455-465

Persistent link: https://www.econbiz.de/10011962963

Leverage and risk-weighted capital requirements

Gambacorta, Leonardo; Karmakar, Sudipto - In: International journal of central banking : IJCB 14 (2018) 5, pp. 153-191

Persistent link: https://www.econbiz.de/10011968876

Does contingent capital induce excessive risk-taking?

Berg, Tobias; Kaserer, Christoph - 2015

In this paper, we analyze the effect of the conversion price of CoCo bonds on equity holders' incentives. First, we use an option-pricing context to show that CoCo bonds can magnify equity holders' incentives to increase the riskiness of assets and decrease incentives to raise new equity in a...

Persistent link: https://www.econbiz.de/10010480938

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

The relationship between bank capital, risk-taking, and capital regulation : a review of the literature

Stolz, Stéphanie Marie - 2002

Persistent link: https://www.econbiz.de/10001666908

Investitions- und Finanzierungsentscheidung von Banken : welchen Einfluss haben Mindestkapitalquoten?

Stolz, Stéphanie Marie - In: Die Weltwirtschaft : Vierteljahresschrift des Instituts … (2002) 2, pp. 172-185

Persistent link: https://www.econbiz.de/10001684107

Fallacies, irrelevant facts, and myths in the discussion of capital regulation : why bank equity is not expensive

Admati, Anat R.; DeMarzo, Peter M.; Hellwig, Martin; … - 2010

disciplining role are based on inadequate theory lacking empirical support. We conclude that bank equity is not socially expensive …. -- capital regulation ; financial institutions ; capital structure ; "too big to fail" ; systemic risk ; bank equity ; contingent …

Persistent link: https://www.econbiz.de/10008662565

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