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Stress Tests and Capital Requirement Disclosures : Do They Impact Banks' Lending and Risk-Taking Decisions?
Konietschke, Paul; Ongena, Steven; Ponte Marques, Aurea - 2022
corresponding risk-taking, the ensuing effect on their profitability and the respective publication effect. Exploiting the …
Persistent link: https://www.econbiz.de/10013403421
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The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
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/10011557140
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Does IFRS 9 increase banks' resilience?
Kund, Arndt-Gerrit; Rugilo, Daniel - 2023
analyzes the implications of the change from IAS 39 to IFRS 9 in the context of bank resilience. We shed light on two effects … bank resilience through lower capital levels. In the absence of archival data of IFRS 9 and their potential biases due to … the COVID-19 pandemic, we use the European bank stress test results as a natural experiment, in which all banks are …
Persistent link: https://www.econbiz.de/10014230334
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Impact of higher capital buffers on banks' lending and risk-taking : evidence from the Euro Area experiments
Cappelletti, Giuseppe; Marques, Aurea Ponte; Varraso, Paolo - 2019
We study the impact of higher bank capital buffers, namely of the Other Systemically Important Institu- tions (O …
Persistent link: https://www.econbiz.de/10012024808
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Modelling risk-weighted assets : looking beyond stress tests
Švéda, Josef; Panoš, Jiří; Siuda, Vojtěch - 2024
the denominator of capital adequacy ratios. Our approach centres on modelling the internal risk structure of bank …
Persistent link: https://www.econbiz.de/10014495257
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Banking reform
Jackson, Patricia; Davies, Howard; Miles, David; … - SUERF Conference on Banking Reform <2015, London>; … - 2016
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
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Stress Tests and Capital Requirement Disclosures : Do They Impact Banks’ Lending and Risk-Taking Decisions?
Konietschke, Paul; Ongena, Steven; Ponte Marques, Aurea - 2022
corresponding risk-taking, the ensuing effect on their profitability and the respective publication effect. Exploiting the …
Persistent link: https://www.econbiz.de/10013404671
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Modelling systemically important banks vis-à-vis the basel prudential guidelines
Salim, M. Zulkifli; Daly, Kevin James - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-20
concordance with the Basel guidelines as applied by a bank supervisor. The findings show that SRISK produced a more consistent …
Persistent link: https://www.econbiz.de/10012622472
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The impact of the Basel accord on Greek banks : a stress test study
Leventides, John; Donatou, Anna - In: Journal of risk and financial management : JRFM 8 (2015) 2, pp. 181-197
portfolios are grouped into three separate groups based on the size of the bank to which they belong, in particular, large …
Persistent link: https://www.econbiz.de/10011545145
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Risky firms and fragile banks : implications for macroprudential policy
Gasparini, Tommaso; Lewis, Vivien; Moyen, Stéphane; … - 2024
Increases in firm default risk raise the default probability of banks while decreasing output and inflation in US data. To rationalize the empirical evidence, we analyse firm risk shocks in a New Keynesian model where entrepreneurs and banks engage in a loan contract and both are subject to...
Persistent link: https://www.econbiz.de/10014501102