Similar Search Results

Modelling Systemically Important Banks vis-à-vis the Basel Prudential Guidelines

Salim, M. Zulkifli - 2022

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/10013295816

Systemically important banks : emerging risk and policy responses : an agent-based investigation

Popoyan, Lilit; Napoletano, Mauro; Roventini, Andrea - 2023

to Basel III macro-prudential frameworks and manage their liquidity in the interbank market. The Central Bank performs … type and management strategy of the bank, leading to the ''one-size-fits-all'' problem. Finally, we found that additional …

Persistent link: https://www.econbiz.de/10014332099

Audit Fees in Global Systemically Important Banks and Banking Supervisory Power

Lobo, Gerald J.; Oberson, Romain; Schatt, Alain - 2023

In 2011, the largest banks were designated as Global Systemically Important Banks (GSIBs) by the Financial Stability Board. While these banks face closer supervision and additional constraints, they also benefit from an implicit guarantee from their governments. The changed environment for these...

Persistent link: https://www.econbiz.de/10014362206

The Deposit Business at Large vs. Small Banks

Avernas, Adrien d'; Eisfeldt, Andrea L.; Huang, Can; … - National Bureau of Economic Research - 2023

locations of large-bank branches have demographics typically associated with greater financial sophistication, large-bank …

Persistent link: https://www.econbiz.de/10014436996

Too big to fail? : an analysis of the Colombian banking system through compositional data

Vega Baquero, Juan David; Santolino, Miguel - In: Latin American journal of central banking : LAJCB 3 (2022) 2, pp. 1-14

Although still incipient in economics and finance, compositional data analysis (in which relative information is more important than absolute values are) has become more relevant in statistical analysis in recent years. This article constructs a concentration index for financial/banking systems...

Persistent link: https://www.econbiz.de/10013358723

How Do Global Systemically Important Banks Lower Capital Surcharges?

Berry, Jared; Khan, Akber; Rezende, Marcelo - 2021

Global systemically important banks (GSIBs) are subject to capital surcharges that increase with systemic importance indicators. We show that U.S. GSIBs lower their surcharges to a large extent by reducing one indicator---the notional amount of over-the-counter derivatives---in the fourth...

Persistent link: https://www.econbiz.de/10013226819

Do Fintech Shadow Banks Compete with Technological Advantages? Evidence from Mortgage Lending

Shen, Siyi; Wang, Sijie; Zheng, Xiang - 2022

Contrary to common perceptions, we find that fintech shadow banks do not possess technological advantages over traditional banks, which have had significantly more patent output and technology-based talent (digital capital) acquisitions over the past decade. Consequently, although fintech shadow...

Persistent link: https://www.econbiz.de/10014236486

Policies in support of lending following the coronavirus (COVID-19) pandemic

Budnik, Katarzyna; Dimitrov, Ivan; Groß, Johannes; … - 2021

well as national governments in the euro area during the coronavirus (COVID-19) pandemic to support lending to the real …

Persistent link: https://www.econbiz.de/10012520884

Banking Sector Performance During the COVID-19 Crisis

Demirgüç-Kunt, Asli - 2020

This paper analyzes bank stock prices around the world to assess the impact of the COVID-19 pandemic on the banking … policy announcements on the performance of bank stocks. Overall, the results suggest that the crisis and the countercyclical … lending role that banks are expected to play have put banking systems under significant stress, with bank stocks …

Persistent link: https://www.econbiz.de/10012823532

Neither true-friend nor fairweather friend : relationship banking and SME borrowing under Covid-19

Zhao, Tianshu; Matthews, Kent; Munday, Max - 2021 - (Draft) October 5 2021

acquisition of bank credit pre-Covid-19 but was oflimited influence in post-Covid-19 lending behaviour. Banks treated SMEs that …

Persistent link: https://www.econbiz.de/10012632152