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Equity versus bail-in debt in banking : an agency perspective

Mendicino, Caterina; Nikolov, Kalin; Suárez, Javier - 2017

We examine the optimal size and composition of banks' total loss absorbing capacity (TLAC). Optimal size is driven by the trade-off between providing liquidity services through deposits and minimizing deadweight default costs. Optimal composition (equity vs. bail-in debt) is driven by the...

Persistent link: https://www.econbiz.de/10011978192

Global versus non-global banks : a capital ratios-based analysis

Drakos, Kōnstantinos; Malandrakis, Ioannis - In: Journal of central banking theory and practice 10 (2021) 2, pp. 5-22

This paper examines the Leverage Ratio and Total Capital Ratio of global versus non-global banks in both the pre- and post-crisis periods. A panel data set of 165 global and non-global financial institutions from 38 countries is used for the period 1999-2015 and a random effects model is...

Persistent link: https://www.econbiz.de/10012549173

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

Cost of Equity, Enterprise Value and Capital Regulation of Banking Firms

Masera, Rainer - 2013

must be carefully analysed before endorsing the general statement that “bank equity is not expensive”. In fact, specific … argue that market prices (notably price-to-book ratios) should play a primary role in bank supervision. To support our …-shifting phenomena on banks' assets, notably when price-to-book values are below one, may increase the overall risk of the bank, and …

Persistent link: https://www.econbiz.de/10013089413

How commercial banks adjust capital ratios : empirical evidence from the USA?

Abbas, Faisal; Ali, Shoaib; Yousaf, Imran; Rizwan, Sohail - In: Cogent business & management 7 (2020) 1, pp. 1-18

, policymakers, and bank managers for better decision making. …

Persistent link: https://www.econbiz.de/10012655130

Introduction of additional Tier 1 capital

Heidorn, Thomas; Pottmeyer, Andreas - 2020

The aim of this working paper is to introduce the reader to the relatively new instrument of AT 1 bonds. For this purpose, the strict regulatory requirements for the instrument class are explained and the capital requirements of banks are outlined. Afterwards, the market for AT 1 bonds is...

Persistent link: https://www.econbiz.de/10012584011

Bank reactions after capital shortfalls

Kok Sørensen, Christoffer; Schepens, Glenn - 2013

This paper investigates whether European banks have capital targets and how deviations from the target impact their equity composition and activity mix. Using quarterly data for a sample of large European banks between 2004 and 2011, we show that there are notable asymmetries in banks' reactions...

Persistent link: https://www.econbiz.de/10011590270

Un/desired impact of capital buffers : evidence from Indonesian bank profitability and risk-taking

Hendrawan, Muhammad Herru; Defung, Felisitas; Wardhani, … - In: Cogent economics & finance 11 (2023) 2, pp. 1-29

stability and stronger shareholder engagement. This ultimately benefits the bank and its stakeholders in the long run. However …

Persistent link: https://www.econbiz.de/10014503054

Bank reactions after capital shortfalls

Kok Sørensen, Christoffer; Schepens, Glenn - 2013

Persistent link: https://www.econbiz.de/10010349115

Setting Countercyclical Capital Buffers Based on Early Warning Models : Would it Work?

Behn, Markus - 2013

This paper assesses the usefulness of private credit variables and other macrofinancial and banking sector indicators for the setting of Basel III/CRD IV countercyclical capital buffers (CCBs) in a multivariate early warning model framework, using data for 23 EU Members States from 1982 Q2 to...

Persistent link: https://www.econbiz.de/10013074386

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