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Banks in the Czech Republic maintain their regulatory capital ratios well above the level required by their regulator. This paper discusses the main reasons for this capital surplus and analyses the impact of additional capital requirements stemming from capital buffers and Pillar 2 add-ons on...
Persistent link: https://www.econbiz.de/10011763804
leverage faced tighter constraints in accessing bank credit after the COVID-19 outbreak in spring 2020. Specifically, SMEs with … Paycheck Protection Program (PPP), mitigated the adverse real effect stemming from bank credit constraints. …
Persistent link: https://www.econbiz.de/10013414903
This research aims to investigate the influence of bank capital, risk-based capital and bank capital buffers on the … behaviour of bank risk-taking by applying GMM on the data of US commercial banks ranges from 2002 to 2018. The findings show … that bank capital has a positive influence on total risk. However, risk-based capital and capital buffer have a negative …
Persistent link: https://www.econbiz.de/10012549240
%. When using the 2011 EBA capital exercise as a quasi-natural experiment to identify the impact of capital regulation on bank …
Persistent link: https://www.econbiz.de/10012850449
. We use a unique database for the French banking sector between 2003 and 2011 combining confidential bank-level Bank …
Persistent link: https://www.econbiz.de/10013056284
. We use a unique database for the French banking sector between 2003 and 2011 combining confidential bank-level Bank …
Persistent link: https://www.econbiz.de/10013062631
bank's balance sheet information. The study also finds that CoCo bonds are likely to be fully subscribed when issued given …This study estimates the parameters of credit derivatives, equity derivatives and structural models for bank …. The study finds the structural approach as the preferred model for CoCo pricing, as it reported the least pricing errors …
Persistent link: https://www.econbiz.de/10012229205
bank’s balance sheet information. The study also finds that CoCo bonds are likely to be fully subscribed when issued given …This study estimates the parameters of credit derivatives, equity derivatives and structural models for bank …. The study finds the structural approach as the preferred model for CoCo pricing, as it reported the least pricing errors …
Persistent link: https://www.econbiz.de/10012178362
Entry resolution models and links this question to the issue of support that bank subsidiaries can expect from their parent …
Persistent link: https://www.econbiz.de/10013198550
Entry resolution models and links this question to the issue of support that bank subsidiaries can expect from their parent …
Persistent link: https://www.econbiz.de/10012605315