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of the crisis. The obtained results demonstrate that off-balance-sheet leverage largely contributes to both total bank … suggest that it is crucial for bank managers to carefully look at different measures of performance from a microperspective … by bank regulators under Basel III. Nonetheless, for bank managers to act in a prudent manner, a risk-based remuneration …
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recognizing greater risks and losses, can lead to solvency problems that look like liquidity (bank-run) crises. Regulatory …
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Extensive regulatory changes and technological advances have transformed banking systems to a great extent. Banks have reacted to the challenges posed by the new operating environment by creating new products and expanding their activities to some uncharted business areas. In this paper, we...
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We analyze the emergence of systemic risk in a network model of interconnected bank balance sheets. The model … bank's individual contribution to systemic risk diverges from the optimal macroprudential capitalization of the banks from …
Persistent link: https://www.econbiz.de/10010339532
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...
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Japanese banking crisis. By leveraging a unique dataset merging firm-level financial statements and bank balance sheets, the …
Persistent link: https://www.econbiz.de/10014334373