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An economic overview of bank solvency regulation

1981

Persistent link: https://www.econbiz.de/10003094306

Bank capital, liquidity, and systemic risk

Eichberger, Jürgen; Summer, Martin - In: Journal of the European Economic Association 3 (2005) 2/3, pp. 547-555

Persistent link: https://www.econbiz.de/10003017735

Regulatory Requirements and Their Implications for Bank Solvency, Liquidity and Interconnectedness Risks : Insights from Agent-Based Model Simulations

Chan-Lau, Jorge A. - 2015

Assessing how banks respond to changes in regulatory requirements requires the use of a modeling framework able to account for heterogeneity in the banking system and the adaptive behavior of banks. This paper proposes an agent-based model to analyze the interaction between regulatory...

Persistent link: https://www.econbiz.de/10013031522

Post-Crisis Bank Liquidity Risk Management Disclosure

Asongu, Simplice - 2015

are applied by 20 of top 33 world banks. Bank selection is based on information availability, geographic balance and … comprehensiveness of the language in which information is provided. This information is searched from the World Wide Web, with a minimum … financial shake-up would only precipitate a meltdown. The main limitation of this study is the use of the World Wide Web as the …

Persistent link: https://www.econbiz.de/10013032614

CoCos, Bail-In, and Tail Risk

Chen, Nan - 2015

Contingent convertibles (CoCos) and bail-in debt for banks have been proposed as potential mechanisms to enhance financial stability. They function by converting to equity when a bank approaches insolvency. We develop a capital structure model to analyze the incentives created by these forms of...

Persistent link: https://www.econbiz.de/10013035328

Mitigating Financial Stress in a Bank-Financed Economy : Equity Injections into Banks or Purchases of Assets?

Kuehl, Michael - 2016

This paper compares the consequences of equity injections into banks with purchases of corporate and government bonds in a financial crisis situation using a New Keynesian model in which non-financial firms predominantly take non-market-based debt from banks instead of issuing securities. Our...

Persistent link: https://www.econbiz.de/10012988728

A Sovereign Risk-Based Approach to Implementing Countercyclical Capital Buffer Schemes

Lee, Shih-Cheng - 2018

Based on the macro-financial risk framework of Gray et al. (2006) that links the balance sheets of the financial sector and public sector together through government guarantees, we propose an indicator, sovereign distance-to-default (SDD), for implementing the countercyclical capital buffer...

Persistent link: https://www.econbiz.de/10012913557

Chapter 29. Liquidity Requirements, Liquidity Choice, and Financial Stability

Diamond, D.W.; Kashyap, A.K. - In: Handbook of macroeconomics : volume 2, v. 2A-2B SET, (pp. 2263-2303). 2016

We study a modification of the Diamond and Dybvig (1983) model in which the bank may hold a liquid asset, some depositors see sunspots that could lead them to run, and all depositors have incomplete information about the bank's ability to survive a run. The incomplete information means that the...

Persistent link: https://www.econbiz.de/10014024283

The countercyclical capital buffer and the composition of bank lending

Auer, Raphael A.; Matyunina, Alexandra; Ongena, Steven - In: Journal of financial intermediation 52 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013552477

Capital regulation, liquidity risk, efficiency and banks performance in emerging economies

Boamah, Nicholas Addai; Opoku, Emmanuel; Boakye-Dankwa, … - In: Journal of financial regulation and compliance 31 (2023) 1, pp. 126-145

Persistent link: https://www.econbiz.de/10013553357