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A model of bank behaviour for the assessment of the potential balance sheet impact of the NSFR liquidity requirement
Lang, Péter - 2017
for complying with the NSFR liquidity requirement. The suggested approach, which is also flexible enough to be applied in … results, banks react to the introduction of the NSFR by strongly increasing their high-quality liquid assets, as well as …
Persistent link: https://www.econbiz.de/10011617579
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How to make regulators and shareholders happy under Basel III
Schmaltz, Christian; Pokutta, Sebastian; Heidorn, Thomas; … - In: Journal of Banking & Finance 46 (2014) C, pp. 311-325
In addition to the Basel II capital ratio, Basel III requires banks to respect additional ratios, such as leverage ratio, liquidity coverage ratio and net stable funding ratio. Banks are required to be compliant with all four constraints simultaneously. Our article provides a framework for banks...
Persistent link: https://www.econbiz.de/10010907109
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The Impact of the Basel III Liquidity Regulations on the Bank Lending Channel: A Luxembourg case study
Giordana, Gaston; Schumacher, Ingmar - Central Bank of Luxembourg - 2011
the Net Stable Funding Ratio (NSFR), on the bank lending channel in Luxembourg. For this aim we built, based on individual … bank data, time series of the LCR and NSFR for a sample of banks covering between 82% and 100% of total assets of the … estimated shortfalls in both the LCR and NSFR. We find a significant role for the bank lending channel in Luxembourg which …
Persistent link: https://www.econbiz.de/10009283380
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Design and pitfalls of Basel's new liquidity rules
König, Philipp; Pothier, David - In: DIW Economic Bulletin 6 (2016) 21, pp. 251-259
Following the financial crisis of 2008/09, the Basel Committee on Banking Supervision introduced a new framework for banking regulation, commonly known as Basel III. For the first time since the inception of global banking regulation in 1988, Basel III contains explicit mandatory rules for...
Persistent link: https://www.econbiz.de/10011476310
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Die neue Basler Liquiditätsregulierung: Ausgestaltung und Fallstricke
König, Philipp; Pothier, David - In: DIW Wochenbericht 83 (2016) 21, pp. 475-484
Nach der Finanzkrise von 2008/2009 erließ der Basler Ausschuss für Bankenaufsicht einen neuen Vorschriftenkatalog zur Bankenregulierung (Basel III). Erstmals seit der Einführung internationaler Standards zur Bankenregulierung im Jahr 1988 werden darin verbindliche Vorgaben zur...
Persistent link: https://www.econbiz.de/10011476336
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The Effects of Liquidity Regulation on Bank Assets and Liabilities
Duijm, Patty; Wierts, Peter - 2014
Under Basel III rules, banks become subject to a liquidity coverage ratio (LCR) from 2015 onwards, to promote short-term resilience. We investigate the effects of such liquidity regulation on bank liquid assets and liabilities. Results indicate co-integration of liquid assets and liabilities, to...
Persistent link: https://www.econbiz.de/10010377181
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The effects of liquidity regulation on bank assets and liabilities
Duijm, Patty; Wierts, Peter - 2014
Under Basel III rules, banks become subject to a liquidity coverage ratio (LCR) from 2015 onwards, to promote short-term resilience. We investigate the effects of such liquidity regulation on bank liquid assets and liabilities. Results indicate co-integration of liquid assets and liabilities, to...
Persistent link: https://www.econbiz.de/10010240057
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Die neue Basler Liquiditätsregulierung : Ausgestaltung und Fallstricke
König, Philipp Johann; Pothier, David - In: DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft 83 (2016) 21, pp. 475-484
Nach der Finanzkrise von 2008/2009 erließ der Basler Ausschuss für Bankenaufsicht einen neuen Vorschriftenkatalog zur Bankenregulierung (Basel III). Erstmals seit der Einführung internationaler Standards zur Bankenregulierung im Jahr 1988 werden darin verbindliche Vorgaben zur...
Persistent link: https://www.econbiz.de/10011475915
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Market Reaction to Bank Liquidity Regulation
Bruno, Brunella - 2016
We measure market reactions to announcements concerning liquidity regulation, a key innovation in the Basel framework. Our initial results show that liquidity regulation attracts negative abnormal returns. However, the price responses are less pronounced when coinciding announcements concerning...
Persistent link: https://www.econbiz.de/10012979746
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After the global financial crisis: From international to multinational banking?
McCauley, Robert; McGuire, Patrick; von Peter, Goetz - In: Journal of Economics and Business 64 (2012) 1, pp. 7-23
The financial crisis has led to a reconsideration of banks’ global business models. Using a dataset derived from the BIS banking statistics, this paper studies the geography of global banking. It distinguishes between “international” and “multinational” banks, their respective funding...
Persistent link: https://www.econbiz.de/10011065961