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discuss the rationale for regulating bank liquidity by highlighting the market failures that it addresses while reviewing key … risk in the financial system has gone up. In an environment where both bank liquidity and capital are regulated, it is …
Persistent link: https://www.econbiz.de/10011894240
This paper presents the analysis underpinning the ESRB Recommendation on guidance on setting countercyclical buffer rates (ESRB 2014/1). The Recommendation is designed to help authorities tasked with setting the countercyclical capital buffer (CCB) to operationalise this new macroprudential...
Persistent link: https://www.econbiz.de/10011972814
proxy the strictness of a country's regulatory regime, we employ World Bank survey data … a bank-level systemic risk indicator that can be decomposed into a bank's individual risk and its systemic linkage. To …
Persistent link: https://www.econbiz.de/10012860144
a framework that sought to control the amount of tail risk that large banks around the world would take in their trading …
Persistent link: https://www.econbiz.de/10012952230
banking regulation in the world, precise requirements and scope were reformed and implemented in response to crises and global … the paradigm from partial improvements under financial liberalization regime to a world-wide regulation tightening on the … basis of close coordination between regulators and supervisors in the world. The role of the G-20’s Financial Stability …
Persistent link: https://www.econbiz.de/10012591641
requirements, the enhanced use of supervisory colleges, and proposed bank resolution regimes. In addition to analyzing recent …
Persistent link: https://www.econbiz.de/10013110446
In the aftermath of bank proprietary trading losses in the 2007–09 crisis, the Basel framework uses stressed …
Persistent link: https://www.econbiz.de/10013322667
In the wake of the global financial crisis that erupted in 2008, there has been extensive commentary and regulatory focus on the 'Too Big to Fail' issue. In this paper, we survey the proposed solutions and regulatory initiatives that have been undertaken. We conduct a longitudinal analysis of...
Persistent link: https://www.econbiz.de/10012022346
Banking regulation routinely designates some assets as safe and thus does not require banks to hold any additional capital to protect against losses from these assets. A typical such safe asset is domestic government debt. There are numerous examples of banking regulation treating domestic...
Persistent link: https://www.econbiz.de/10012058909
This paper studies why the micro-prudential regulations fails to maintain a stable financial system by investigating the impact of micro-prudential regulation on the systemic risk in a cross-sectional dimension. We construct a static model for risk-taking behavior of financial institutions and...
Persistent link: https://www.econbiz.de/10013119229