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Mirza, Afrasiab - 2011

This paper investigates regulations for a bank that is covered by deposit insurance in a dynamic setting where … bankruptcy entails social costs. Regulatory policy operates through rules governing the bank's capital structure and asset … allocation that may be adjusted each period. Throughout, the regulator must take into account that the bank is better informed …

Persistent link: https://www.econbiz.de/10013128500

Liquidity Risk, Credit Risk, Market Risk and Bank Capital

Varotto, Simone - 2011

investigate the impact of new bank capital regulation for trading portfolios introduced by Basel III. Specifically, we estimate …

Persistent link: https://www.econbiz.de/10013131118

Safe and Sound Banking : A Role for Countercyclical Regulatory Requirements?

Caprio, Gerard - 2010

Most explanations of the crisis of 2007-2009 emphasize the role of the preceding boom in real estate and asset markets in a variety of advanced countries. As a result, an idea that is gaining support among various groups is how to make Basel II or any regulatory regime less procyclical.This...

Persistent link: https://www.econbiz.de/10013140026

Assessing the Cost of Financial Regulation

Elliott, Douglas - 2012

This study assesses the overall impact on credit of the financial regulatory reforms in Europe, Japan, and the United States. Long-term cost estimates are provided for Basel III capital and liquidity requirements, derivatives reforms, and higher taxes and fees. Overall, average lending rates in...

Persistent link: https://www.econbiz.de/10013099136

Capital Requirements Under Basel III in Latin America : The Cases of Bolivia, Colombia, Ecuador and Peru

Rojas-Suarez, Liliana - 2012

A number of banks in developed countries argue that the new capital requirements under Basel III are too stringent and that implementing the proposed regulation would require raising large amounts of capital, with adverse consequences on credit and the cost of finance. In contrast, many emerging...

Persistent link: https://www.econbiz.de/10013103982

Modelling the Liquidity Ratio as Macroprudential Instrument

van den End, Jan Willem - 2012

banks. However if in extreme scenarios the LCR becomes a binding constraint, the interaction of bank behaviour with the …-testing model, which takes into account the impact of bank reactions on second round feedback effects. We show that a flexible …

Persistent link: https://www.econbiz.de/10013107337

Liquidity and Transparency in Bank Risk Management

Ratnovski, Lev - 2013

bank may choose insufficient liquidity buffers and transparency. The regulatory response is constained: while liquidity … increase bank incentives to adopt transparency …

Persistent link: https://www.econbiz.de/10013086330

When is a Supervisory Recognized External Rating Worthwhile for a Medium-Sized Enterprise and its Bank? – An Empirical Analysis Against the Background of Basel III

Stein, Stefan - 2014

In Germany, more than 95% of the credit institutions report their regulatory capital requirements for counterparty risk …

Persistent link: https://www.econbiz.de/10013066183

Basel III : Relevance for Islamic Banks

Boumediene, Aniss - 2014

article attempts to confront the new requirements to these specificities. Financial statements of Al-Rajhi Bank are studied …

Persistent link: https://www.econbiz.de/10013067974

The Countercyclical Capital Buffer in Spain : An Analysis of Key Guiding Indicators

Castro, Christian E. - 2016

This paper analyses a group of quantitative indicators to guide the Basel III countercyclical capital buffer (CCB) in Spain. Using data covering three stress events in the Spanish banking system since the early 1960s, we describe a number of conceptual and practical issues that may arise with...

Persistent link: https://www.econbiz.de/10013000395