Showing 111 - 120 of 141,500
This study explores whether and how bank characteristics affect general risk-taking and tail risk of Too …
Persistent link: https://www.econbiz.de/10013312711
comprehensive sample that combines an original set of bank-specific bailout events with balance sheets of key affected and non …
Persistent link: https://www.econbiz.de/10012419677
Regulatory bank levies set incentives for banks to reduce leverage. At the same time, corporate income taxation makes … funding through debt more attractive. In this paper, we explore how regulatory levies affect bank capital structure, depending … on corporate income taxation. Based on bank balance sheet data from 2006 to 2014 for a panel of EU-banks, our analysis …
Persistent link: https://www.econbiz.de/10011903207
international subsidiary locations and risk of U.S. bank holding companies (BHCs). We find that U.S. BHCs are more likely to operate …
Persistent link: https://www.econbiz.de/10011623274
We present a simple model to study the risk sensitivity of capital regulation. A banker funds investment with uninsured deposits and costly capital, where capital resolves a moral hazard problem in the banker's choice of risk. Investors are uninformed about investment quality, but a regulator...
Persistent link: https://www.econbiz.de/10011903813
How do near-zero interest rates affect bank competition, risk taking and regulation? I study these questions in a … insurance may induce excessive risk taking. The zero lower bound on deposit rates (ZLB) distorts bank competition and boosts …
Persistent link: https://www.econbiz.de/10011801359
This study investigated the impact of banking integration on recipient country bank default risk and, in particular … study found that banking integration lowers bank default risk in recipient countries. The foreign claims that Asian lenders …
Persistent link: https://www.econbiz.de/10012205746
This paper uses granular bond portfolio data to study how banking systems across the European Union (EU) adjust their asset holdings in response to regulatory solvency shocks. We also study the impact of these shocks at financial intermediaries on the prices of bonds in their portfolio. Despite...
Persistent link: https://www.econbiz.de/10012161046
unweighted leverage requirements, their differential impact on bank lending, and equity buffer accumulation in excess of … regulatory minima. Tighter risk-weighted capital requirements reduce loan supply and lead to an endogenous fall in bank … profitability, reducing bank incentives to accumulate equity buffers and, therefore, increasing the incidence of bank failure …
Persistent link: https://www.econbiz.de/10011955629
arbitrage. I develop a framework to study bank regulation with strategic selection of risk models. A bank supervisor can …
Persistent link: https://www.econbiz.de/10011958937