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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...
Persistent link: https://www.econbiz.de/10011554963
The regulation of bank capital to improve the resilience of the financial system and, related to this aim, as a means … Kingdom, regulators have imposed time-varying, bank-specific minimum capital requirements since Basel I. Over the 1998 …
Persistent link: https://www.econbiz.de/10013111716
). Finally, we use bank fundamentals to estimate the cost of equity for unlisted banks. In general, unlisted banks are found to …
Persistent link: https://www.econbiz.de/10012424350
We present a stochastic simulation forecasting model for stress testing aimed at assessing banks' capital adequacy, financial fragility and probability of default. The paper provides a theoretical presentation of the methodology and the essential features of the forecasting model on which it is...
Persistent link: https://www.econbiz.de/10012936094
(PIPEs), and TARP. Equity markets were important for bank recapitalization in the crisis, when SEO and PIPE issuance peaked …. We find that bank characteristics predict issuance whereas trading indicators influence issuance type. Large, well … selective. Bank illiquidity was another incentive to issue. Banks with lower trading activity and wider spreads were more likely …
Persistent link: https://www.econbiz.de/10012985362
This research aims to investigate the influence of bank capital, risk-based capital and bank capital buffers on the … behaviour of bank risk-taking by applying GMM on the data of US commercial banks ranges from 2002 to 2018. The findings show … that bank capital has a positive influence on total risk. However, risk-based capital and capital buffer have a negative …
Persistent link: https://www.econbiz.de/10012549240
large commercial banks of the USA. The study applies a two-step system GMM technique to obtain the speed of adjustment. The …, policymakers, and bank managers for better decision making. …
Persistent link: https://www.econbiz.de/10012655130
promoting bank safety and soundness. The Bank for International Settlements contends that market discipline imposes strong … potential losses from their risk exposures. Using 2007 and 2013 data on top-tier, publicly traded U.S. bank holding companies …
Persistent link: https://www.econbiz.de/10011582019
banking group. The mechanism partially writes off creditors to recapitalise the bank over a weekend, providing them with … immediate certainty on their maximum loss. The bank is subsequently sold in a manner that enables the market to determine the …
Persistent link: https://www.econbiz.de/10013058095
by creating counter-cyclical incentives for banks to raise capital, and so encourage bank lending in bad times; (2) help … required increases in bank-capital should be permitted to be in the form of either equity or ERNs …
Persistent link: https://www.econbiz.de/10013032524