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ELPR : a new measure of capital adequacy for commercial banks

Lee, Charles M. C.; Wang, Yanruo; Zhong, Qinlin - In: The accounting review : a publication of the American … 99 (2024) 1, pp. 337-365

Persistent link: https://www.econbiz.de/10014475568

Bank interest margin and default risk under Basel III capped Capital Adequacy Accord and regulatory deposit insurance fund protection

Chang, Chuen-Ping; Chen, Shi - In: International journal of financial research 6 (2015) 1, pp. 14-21

Persistent link: https://www.econbiz.de/10011407264

The Effect of Liquidity Regulation on U.S. Bank Risk-Taking : Evidence from Non-Performing Loans and CDS Spreads

Bosshardt, Joshua - 2020

decrease a bank's incentive to take risk with its remaining ineligible assets. A greater capacity to respond to liquidity … stress increases the potential profits a bank would put at stake by making risky investments, but it also mitigates the … illiquidity disadvantages of holding risky assets. We then empirically estimate the effect of two liquidity regulations on bank …

Persistent link: https://www.econbiz.de/10012839958

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 - In: Journal of financial intermediation 34 (2018), pp. 3-16

Persistent link: https://www.econbiz.de/10012114205

Bank regulation, risk and return : evidence from the credit and sovereign debt crises

Hoque, Hafiz; Andriosopoulos, Dimitris; Andriosopoulos, … - In: Journal of banking & finance 50 (2015), pp. 455-474

Persistent link: https://www.econbiz.de/10010509509

Risky bank guarantees

Mäkinen, Taneli; Sarno, Lucio; Zinna, Gabriele - In: Journal of financial economics 136 (2020) 2, pp. 490-522

Persistent link: https://www.econbiz.de/10012545629

The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios

Craig, Ben R.; Giuzio, Margherita; Paterlini, Sandra - 2019

Persistent link: https://www.econbiz.de/10012060359

The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios

Craig, Ben R.; Giuzio, Margherita; Paterlini, Sandra - 2020

Recent policy discussion includes the introduction of diversification requirements for sovereign bond portfolios of European banks. In this paper, we evaluate the possible effects of these constraints on risk and diversification in the sovereign bond portfolios of the major European banks....

Persistent link: https://www.econbiz.de/10012197781

The effect of possible EU diversification requirements on the risk of banks' sovereign bond portfolios

Craig, Ben R.; Giuzio, Margherita; Paterlini, Sandra - 2019

Persistent link: https://www.econbiz.de/10011992507

Dealing with bank distress : insights from a comprehensive database

Adler, Konrad; Boissay, Frederic - 2020

Persistent link: https://www.econbiz.de/10012387050