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On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
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results highlight the importance of the starting level of bank capital, bank asset quality, and banks' adjustments for the …
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risk both in the short and the long run. We furthermore decompose the systemic risk measure in an individual bank risk … risk of an individual bank while macroprudential policy targets systemic risk by addressing the interlinkages and common …
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There is growing acknowledgement among policymakers that climate change may give rise to potentially catastrophic financial risk and impact financial stability. This paper explores the specific features of climate-related financial risks (CRFR), drawing on a growing body of macrofinancial...
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This paper studies the consequences of a regulatory pay cap in proportion to assets on bank risk, bank value, and bank …. The cap encourages diversification and reduces the need a bank has to focus on a limited number of asset classes. The cap …
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This paper is a contribution to the body of research examining the impact of macroprudential policy instruments on financial stability. The following hypothesis was tested (H1): Macroprudential policy instruments (household borrowing costs; interbank loans as a percentage of total loans; loan to...
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