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stability over a period from 2016 to 2021 in Vietnam. After building a bank stability index by combining the principal …This paper aims to examine the moderating role of shadow banking in relation to the impact of bank competition on bank … components of CAMELS through Principal Component Analysis (PCA), and the Lerner index as a measure of bank competition, this …
Persistent link: https://www.econbiz.de/10014503282
This paper seeks to understand the interplay between banks, bank regulation, sovereign default risk and central bank … guarantees in a monetary union. I assume that banks can use sovereign bonds for repurchase agreements with a common central bank … cheaply, effectively shifting the risk of some of the potential sovereign default losses on the common central bank. …
Persistent link: https://www.econbiz.de/10009786077
identify plausibly exogenous variation in the intensity of supervision across large U.S. bank holding companies (BHCs), based …
Persistent link: https://www.econbiz.de/10011442178
increase their risk-based capital ratios after the hurricane, while those part of a bank holding company do not. The effect on …
Persistent link: https://www.econbiz.de/10010498596
Bank regulators interfere with the efficient allocation of resources for the sake of financial stability. Based on this …
Persistent link: https://www.econbiz.de/10013198370
Systemically Important Banks (G-SIBs) on bank lending behaviour. Using a difference-in-differences estimation strategy, we find no …
Persistent link: https://www.econbiz.de/10012299026
increase their risk-based capital ratios after the hurricane, while those that are part of a bank holding company on average do …
Persistent link: https://www.econbiz.de/10012061870
This paper illustrates that systemically important banks reduce a range of activities at year- end, leading to lower additional capital requirements in the form of G-SIB buffers. The effects are stronger for banks with higher incentives to reduce the indicators, and for banks with balance sheet...
Persistent link: https://www.econbiz.de/10012034493
This paper develops a model of banking to study the risk-taking consequences of contingent capital (CC). It begins with the observation that partial conversion of CC provides its owners with a portfolio of equity and debt. Since the former (latter) asset typically induces a preference for risk...
Persistent link: https://www.econbiz.de/10011921926
Some financial institutions can use internally developed credit risk models to determine their capital requirements. At the same time, the regulatory framework governing such models allows institutions to implement diverse rating systems with no specified penalty for poor model performance. To...
Persistent link: https://www.econbiz.de/10012320124