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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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Financial market regulation in Germany under the special focus of capital requirements of financial institutions
Detzer, Daniel - 2014
This paper examines capital adequacy regulation in Germany. After a short overview about financial regulation in Germany in general, the paper focuses on the most important development in the area of capital adequacy regulation from the 1930s up to the financial crisis. Two main trends are...
Persistent link: https://www.econbiz.de/10010256881
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The new Basel Accord : implications of the co-existence between the standardized approach and the internal ratings-based approach
Rime, Bertrand - 2003
We examine the prudential implications of the co-existence between the standardized approach and the internal ratings-based (IRB) approach, as defined in the new Basle Accord. We consider a model in which sophisticated banks, eligible for the IRB approach, and unsophisticated banks, eligible for...
Persistent link: https://www.econbiz.de/10011397706
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Evaluating VaR forecasts under stress the German experience
Jaschke, Stefan R.; Stahl, Gerhard; Stehle, Richard - 2003
We present an analysis of VaR forecasts and P&L-series of all 13 German banks that used internal models for regulatory purposes in the year 2001. To this end, we introduce the notion of well-behaved forecast systems. Furthermore, we provide a series of statistical tools to perform our analyses....
Persistent link: https://www.econbiz.de/10009764769
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The Effectiveness of Capital Adequacy Measures in Predicting Bank Distress
Mayes, David G. - 2013
Our concern in this article is two-fold: first to see whether the determinants of bank distress and failure have been … risk-weighted counterparts as predictors, despite the focus on the later in the Basel framework. This paper examines bank … technique and discrete survival time analysis, to predict bank failures and draw inferences about the stability of contributing …
Persistent link: https://www.econbiz.de/10013089322
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Institutional Environment and Bank Capital Ratios
Alraheb, Tammuz - 2018
We investigate the influence of the institutional environment on bank capital ratios. Using a sample of 149 banks …. Our findings contribute to the bank capital structure literature and have important policy implications for developing …
Persistent link: https://www.econbiz.de/10012934614
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How do bank capital and capital buffer affect risk : empirical evidence from large US commercial banks
Abbas, Faisal; Younas, Zahid Irshad - In: Journal of central banking theory and practice 10 (2021) 2, pp. 109-131
This research aims to investigate the influence of bank capital, risk-based capital and bank capital buffers on the … behaviour of bank risk-taking by applying GMM on the data of US commercial banks ranges from 2002 to 2018. The findings show … that bank capital has a positive influence on total risk. However, risk-based capital and capital buffer have a negative …
Persistent link: https://www.econbiz.de/10012549240
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Nexus between bank capital and risk-taking behaviour : empirical evidence from US commercial banks
Abbas, Faisal; Ali, Shoaib; Moudud-Ul-Huq, Syed; … - In: Cogent business & management 8 (2021) 1, pp. 1-17
ratio on commercial bank risk-taking over the period from 2002 to 2019 using a two-step GMM method. The finding reveals that …
Persistent link: https://www.econbiz.de/10012649561
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Dynamics of bank capital ratios and risk-taking : evidence from US commercial banks
Abbas, Faisal; Ali, Shoaib - In: Cogent economics & finance 8 (2020) 1, pp. 1-21
-risk-based capital ratios and bank risk-taking. The findings also demonstrate that an increase in capital buffer ratios decreases the …
Persistent link: https://www.econbiz.de/10013179679