Similar Search Results

D'Onofrio, Federico; Grani, Giorgio; Monaci, Marta; … - In: Computers & operations research : an international journal 161 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014559221

Switzerland; 2011 Article IV Consultation: Staff Report; Public Information Notice on the Executive Board Discussion; and Statement by the Executive Director for the Switzerland.

International Monetary Fund (IMF); International … - 2011

Although progress has been made in strengthening the Swiss economy, systemic risks posed by large banks as well as …

Persistent link: https://www.econbiz.de/10011244540

United States; Publication of Financial Sector Assessment Program Documentation: Detailed Assessment of Observance of Basel Core Principles for Effective Banking Supervision

International Monetary Fund (IMF); International … - 2010

This paper presents Detailed Assessment of the United Statesâ€™s observance of Basel Core Principles for Effective Banking Supervision. The U.S. financial system is large and highly diversified. At the end-2007, total U.S. financial assets amounted to almost four and a half times the size...

Persistent link: https://www.econbiz.de/10011245173

Market discipline in the banking industry: evidence from spread dispersion

Iannotta, Giuliano - In: The European Journal of Finance 17 (2011) 2, pp. 111-131

dispersion increases for open-priced offers and decreases with the number of banks involved in the syndicate, indicating that …

Persistent link: https://www.econbiz.de/10009213937

Revisiting Risk-Weighted Assets

Avramova, Sofiya; Leslé, Vanessa Le - International Monetary Fund (IMF) - 2012

-weighted assets (RWAs) across banks and jurisdictions and how this might undermine the Basel III capital adequacy framework. We … discuss the key drivers behind the differences in these calculations, drawing upon a sample of systemically important banks …

Persistent link: https://www.econbiz.de/10010790321

Institutions, moral hazard and expected government support of banks

Antzoulatos, Angelos A.; Tsoumas, Chris - In: Journal of Financial Stability 15 (2014) C, pp. 161-171

We model the expected support of banks with credit ratings from Moody's and Fitch, taking explicitly into account the ….e., that the expected support may induce banks to assume bigger risks). Our results suggest that moral hazard concerns are … premium banks might be called upon to pay for the expected support, as well as for ways to reduce the resulting negative …

Persistent link: https://www.econbiz.de/10011116620

The Transmission of Liquidity Shocks: The Role of Internal Capital Markets and Bank Funding Strategies

Karam, Philippe D; Merrouche, Ouarda; Souissi, Moez; … - International Monetary Fund (IMF) - 2014

effect on domestic lending, however, is mitigated when banks (i) hold a larger buffer of liquid assets, (ii) diversify away …

Persistent link: https://www.econbiz.de/10011105397

Rating the Rating Agencies

Reinhart, Carmen; Goldstein, Morris; Kaminsky, Graciela - Volkswirtschaftliche Fakultät, … - 2000

In this study, we begin by assessing the ability of sovereign credit ratings to anticipate crises. In addition, given the wave of sovereign credit ratings downgrades that have followed the crises in Asia, we investigate formally the extent to which credit ratings are reactive. Along the way, we...

Persistent link: https://www.econbiz.de/10008531919

THE BASEL COMMITTEE APPROACH TO RISK-WEIGHTS AND EXTERNAL RATINGS: WHAT DO WE LEARN FROM BOND SPREADS?

Resti, Andrea; Sironi, Andrea - Banca d'Italia - 2005

steeper than the one approved by the Basel Committee. Finally the difference between the spread/rating relation of banks and …

Persistent link: https://www.econbiz.de/10005113515

A multicriteria discrimination approach for the credit rating of Asian banks

Pasiouras, Fotios; Gaganis, Chrysovalantis; Doumpos, Michael - In: Annals of Finance 3 (2007) 3, pp. 351-367

Persistent link: https://www.econbiz.de/10005808852