Search Results - subject:"Liability"

An asset-liability management approach to the Federal Reserve balance sheet

De Vere, Hugo; Ramaswamy, Srini; Schulhofer-Wohl, Sam - 2025

Persistent link: https://www.econbiz.de/10015437442

CBDCs, regulated stablecoins and tokenized traditional assets under the Basel Committee rules on cryptoassets

Wong, Michael C. S.; Yousaf, Imran - In: Journal of financial regulation and compliance 33 (2025) 1, pp. 31-47

Persistent link: https://www.econbiz.de/10015202588

Mitigation and transfer of risks : prevention, insurance, and limited liability

Fackler, Michael - In: Zeitschrift für die gesamte Versicherungswissenschaft 113 (2024) 3/4, pp. 321-341

uncertainty about the risks in question and involve three trade-offs: risk avoidance vs innovation; liability vs collective risk … sharing; and equity vs practicable claims settlement. A number of examples, most importantly nuclear liability and the … measures taken in the wake of the 9/11 terrorist attack, illustrate that fair allocation of liability is somewhat impaired when …

Persistent link: https://www.econbiz.de/10015418806

Capital ratios and the Weighted Average Cost of Capital : evidence from Chilean banks

Cifuentes, Rodrigo; Gómez, Tomás; Jara R., Alejandro - In: Latin American journal of central banking : LAJCB 6 (2025) 1, pp. 1-17

This paper finds that an additional percentage point in the ratio of Common Equity Tier 1 (CET1) capital to risk-weighted assets is associated with an increase in the Weighted Average Cost of Capital (WACC) of Chilean banks by a maximum of only 11.7 basis points. This result is found by...

Persistent link: https://www.econbiz.de/10015358020

An integrated risk management methodology for deposits and loans

Hackworth, Gregory R.; Tian, Weidong; Vandenberg, Michael R. - In: Risks : open access journal 13 (2025) 3, pp. 1-26

This paper presents an integrated risk management methodology for measuring and managing the economics, risks, and financial resources/constraints related to deposits and loans in a commercial bank. Within a comprehensive and integrated framework, we develop valuation and risk models for all...

Persistent link: https://www.econbiz.de/10015358910