Showing 171 - 180 of 143,766
This paper contributes to the debate on the adequate regulatory treatment of non-bank financial intermediation (NBFI … example of credit funds as non-bank entities economically engaged in credit intermediation to illustrate the merits of the …
Persistent link: https://www.econbiz.de/10012668201
in bank charter values translated into higher risk-taking at German savings bank. …
Persistent link: https://www.econbiz.de/10010187498
-based capital requirements can reduce bank excessive risk-taking with arbitrage if the regulator imposes enough supervisory power …
Persistent link: https://www.econbiz.de/10013313388
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
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
ratio) and size (TBA) of the industry are linked to lower sovereign risk in general. Foreign bank penetration and …
Persistent link: https://www.econbiz.de/10011646829
how to treat sovereign exposures in bank regulation. Our contribution is to model endogenous sovereign portfolio …
Persistent link: https://www.econbiz.de/10012061145
The lack of portfolio granularity in terms of exposure has been shown to have important implications for the amount of a financial institution's economic capital. Based on a numerical simulation model, we provide concrete examples of how granularity affects capital levels. We achieve this by...
Persistent link: https://www.econbiz.de/10012101497
Since the global financial crisis and the related restructuring of banking systems, bank concentration is on the rise … in many countries. Consequently, bank size and its role for macroeconomic volatility (or: stability) is the subject of … intense debate. This paper analyzes the effects of financial regulations on the link between bank size, as measured by the …
Persistent link: https://www.econbiz.de/10012102660
This paper investigates the impact of regulatory stress test framework in the European Union on the banks conduct and portfolio adjustments. Our findings suggest that the banks subject to regulatory stress testing tend to structure their portfolios with lower risk density. However this does not...
Persistent link: https://www.econbiz.de/10012107780