Search Results - subject:"Basel II"

A structural model of capital buffer usability

Lang, Jan Hannes; Menno, Dominik - 2026

Under which conditions do usability constraints for regulatory capital buffers emerge? To answer this question, we build a non-linear structural banking sector model with a minimum capital requirement that banks are not allowed to breach, and a capital buffer requirement (CBR) that banks can...

Persistent link: https://www.econbiz.de/10015605600

Risky firms and fragile banks : implications for macroprudential policy

Gasparini, Tommaso; Lewis, Vivien; Moyen, Stéphane; … - In: Journal of international money and finance 160 (2026), pp. 1-17

Persistent link: https://www.econbiz.de/10015574503

Systemic operational risk in Morocco's banking sector : an empirical analysis using panel VAR

El Khadi, Kawtar; Firano, Zakaria - In: International Journal of Financial Studies : open … 14 (2026) 1, pp. 1-20

This study examines the systemic operational risk in Morocco's banking sector using a Panel VAR model based on data from three banks over ten years. The model includes real GDP, interbank rate (TMP), and bank credit, alongside indicators of operational, credit, and liquidity risks. The Impulse...

Persistent link: https://www.econbiz.de/10015591384

The liquidity coverage ratio a decade on : a stocktake of the literature

Dörr, Sebastian; Drehmann, Mathias - 2026

Persistent link: https://www.econbiz.de/10015609558

From incurred to expected loss : implications for bank lending

Abad, Jorge; Ikeda, Daisuke; Suárez, Javier - 2025

Persistent link: https://www.econbiz.de/10015466548

Ratings and banking regulation : a shift from productive (Basel II), to contradictory (EBA-GL LOM and supervisory practices), to dangerous (Basel 3+ and CRR3)

De Laurentis, Giacomo - In: Risk management magazine 20 (2025) 2, pp. 54-61

External ratings (agency ratings) and internal ratings were already in use before Basel II, as powerful management … tools. Basel II "adopts" them (the former in the Standard approach, the latter in the IRB approaches) in a productive way … officers different from those who underwrite the loans. Basel 3+ confirms the Basel II framework, ignores the contradictions in …

Persistent link: https://www.econbiz.de/10015467913

Cash out or carry on : when bank runs build resilience

Baldwin, Kenneth; Alhalboni, Maryam - In: Economics letters 256 (2025), pp. 1-10

Persistent link: https://www.econbiz.de/10015472718

From official guidelines to practice: decoding Europe's countercyclical capital buffer decisions

Döme, Zsofia; Sigmund, Michael - 2025

Since 2014, several countries have implemented the Basel III countercyclical capital buffer (CCyB) to enhance the banking sector's resilience against risks arising from excessive credit growth. We analyze the CCyB decision-making process of macroprudential authorities across Europe. Our findings...

Persistent link: https://www.econbiz.de/10015474015

Cross-border direct bank exposures in Asian economies : a counterparty risk ranking assessment

Chan-Lau, Jorge A.; Shi, Aruhan Rui; Wei, Min - 2025

Persistent link: https://www.econbiz.de/10015481140

Reasoning with financial regulatory texts via Large Language Models

Fazlija, Bledar; Ibraimi, Meriton; Forouzandeh, Aynaz; … - In: Journal of behavioral and experimental finance 47 (2025), pp. 1-8

Persistent link: https://www.econbiz.de/10015481469