Search Results - subject:"Capital arbitrage"

Beyond common equity : the influence of secondary capital on bank insolvency risk

Conlon, Thomas; Cotter, John; Molyneux, Philip - 2018

Persistent link: https://www.econbiz.de/10012114363

Beyond common equity : the influence of secondary capital on bank insolvency risk

Conlon, Thomas; Cotter, John; Molyneux, Philip - In: Journal of financial stability 47 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012391481

Determinants of the multiple-term structures from interbank rates

Lafuente, Juan Angel; Petit, Nuria; Serrano, Pedro - 2015

Persistent link: https://www.econbiz.de/10011717671

Do competitive disadvantages really arise from „over complying“?: proposed Basel III Leverage and Supplementary Leverage Ratios re-visited

Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2014

cumbersome to meet such requirements, but also to potential or possible increases in regulatory capital arbitrage: a phenomenon …

Persistent link: https://www.econbiz.de/10011107315

Credit risk measurement, leverage ratios and Basel III: proposed Basel III leverage and supplementary leverage ratios

Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2014

cumbersome to meet such requirements, but also to potential or possible increases in regulatory capital arbitrage: a phenomenon … tendency that many global systemically important banks (GSIBS), and particularly their subsidiaries, will resort to capital … arbitrage. What is likely to be the impact of the recent proposals in the U.S.? The recent U.S proposals are certainly very …

Persistent link: https://www.econbiz.de/10011111199

Basel 2.5: potential benefits and unintended consequences

Pepe, Giovanni - Banca d'Italia - 2013

Since 1996 the Basel risk-weighting regime has been based on the distinction between the trading and the banking book. For a long time credit items have been weighted less strictly if held in the trading book, on the assumption that they are easy to hedge or sell. The Great Financial Crisis made...

Persistent link: https://www.econbiz.de/10011105117

Leverage ratios and Basel III: proposed Basel III leverage and supplementary leverage ratios

Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2013

cumbersome to meet such requirements, but also to potential or possible increases in regulatory capital arbitrage: a phenomenon … particularly their subsidiaries, will resort to capital arbitrage. What is likely to be the impact of the recent proposals in the U …

Persistent link: https://www.econbiz.de/10011260689

Risk management with weighted VaR

Wei, Pengyu - In: Mathematical finance : an international journal of … 28 (2018) 4, pp. 1020-1060

Persistent link: https://www.econbiz.de/10011969073

Risk Weights in Regulatory Capital Standards: Is It Necessary to "Get It Right"?

Jacques, Kevin T.; Balasubramanyan, Lakshmi - Networks Financial Institute, Scott College of Business - 2011

In recent decades, bank regulators have become increasingly reliant upon quantitative regulatory capital standards as a means of ensuring that banks hold adequate capital. The risk-based capital standards, from the 1988 Accord through the current Basel II standards, have primarily relied upon a...

Persistent link: https://www.econbiz.de/10010817362

What explains the recourse of US commercial banks to securitization?

Bensalah, Nesrine; Fedhila, Hassouna - In: Review of Accounting and Finance 15 (2016) 3, pp. 317-328

liquidity, credit risk transfer, regulatory capital arbitrage and profitability are the most important factors that drive … pursues. For funding and capital arbitrage objectives, the bank needs to securitize its mortgage loans. However, for credit …

Persistent link: https://www.econbiz.de/10014989809