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Federal Home Loan Bank Advances and Bank Risk

Davidson, Travis - 2014

The Federal Home Loan Bank system (FHLB) has evolved into a major source of liquidity for the banking system with the … FHLB loans the borrowed funds to commercial banks at reduced rates that are not adjusted for the risk of an individual bank …. We use dynamic panel generalized method of moments estimation to test the relationship between FHLB advances and bank …

Persistent link: https://www.econbiz.de/10013050220

The MREL framework under the banking reform package

Maragopoulos, Nikos - 2020

The adoption of the “Bank ... …

Persistent link: https://www.econbiz.de/10012436955

A review of the regulatory impact analysis of risk-based capital and related liquidity rules

Hogan, Thomas L. - In: Journal of risk and financial management : JRFM 14 (2021) 1/24, pp. 1-29

This paper reviews the cost-benefit analysis, or “regulatory impact analysis” (RIA), in US bank regulators’ risk …-based capital (RBC) rule proposals. We review the principles of cost-benefit analysis and its application by US bank regulators. We … RBC rules and related rules on bank liquidity. We find that nine of the 27 rules include RIAs. Five of the RIAs claim the …

Persistent link: https://www.econbiz.de/10012417012

Macroprudential policies from a microprudential angle : a note

Cordella, Tito; Pienknagura, Samuel - In: Latin American journal of central banking : LAJCB 1 (2020) 1/4, pp. 1-7

The standard macroprudential models focus on externalities and treat all prudential instruments as alternative, but equivalent, forms of Pigouvian taxes. This paper explicitly models individual banks’ risk choices and shows that different prudential instruments affect banks’ risk-taking...

Persistent link: https://www.econbiz.de/10012545577

Why MREL won't help much

Tröger, Tobias - 2017

The bail-in tool as implemented in the European bank resolution framework suffers from severe shortcomings. To some …-runnable long-term debt, even if investors are able to gauge the relevant risk of PSI in a bank’s failure correctly at the time of …

Persistent link: https://www.econbiz.de/10011720767

Stealing Deposits : Deposit Insurance, Risk-Taking and the Removal of Market Discipline in Early 20th Century Banks

Calomiris, Charles W. - 2018

Deposit insurance reduces liquidity risk but can increase insolvency risk by encouraging reckless behavior. Several U.S. states installed deposit insurance laws before the creation of the FDIC, and those laws only applied to some depository institutions within those states. These experiments...

Persistent link: https://www.econbiz.de/10012936427

The Effect of Stricter Capital Regulation on Banks' Risk-Taking : Theory and Evidence

Lundtofte, Frederik - 2018

A simple portfolio choice model shows that, when a bank's capital is constrained by regulation, regulatory cost (risk … weightings) alters the risk and value calculations for the bank's assets. In particular, we find that banks may respond to …

Persistent link: https://www.econbiz.de/10012936843

The G-20's Regulatory Agenda and Banks’ Risk

Cabrera, Matias - 2018

revelation of partially unknown problems penalizing the bank …

Persistent link: https://www.econbiz.de/10012936902

Risk Sensitivity and Risk Shifting in Banking Regulation

Hinterschweiger, Marc - 2018

The financial crisis exposed enormous failures of risk management by financial institutions and of the authorities' regulation and supervision of these institutions. Reforms introduced as part of Basel III have tackled some of the most important fault‐lines. As the focus now shifts toward the...

Persistent link: https://www.econbiz.de/10012906707

A Comparison of the Original and Revised Basel Market Risk Frameworks for Regulating Bank Capital

Alexander, Gordon J. - 2017

for consideration by bank regulators …

Persistent link: https://www.econbiz.de/10012952231