Search Results - subject:"PRUDENTIAL REGULATION" - EconBiz

A revised financial satellite model for COSMO

Egan, Paul; McQuinn, Kieran; O'Toole, Conor - 2022

This working paper provides an updated overview of the financial block satellite model in COSMO. This block allows for an analysis of macrofinancial relationships and links these back into the main COSMO specification. The critical importance of appropriately assessing macro-financial linkages...

Persistent link: https://www.econbiz.de/10014304170

No need to worry? Estimating the exposure of the German banking sector to climate-related transition risks

D'Orazio, Paola; Hertel, Tobias; Kasbrink, Fynn - 2022

Climate change poses several risks to the value of financial assets and financial stability. The study conducted in this paper focuses on the German banking sector and estimates its exposure to climate risks arising from a transition to a carbon-neutral economy. Our analysis identifies the...

Persistent link: https://www.econbiz.de/10013167910

Corporate digital identity : no silver bullet, but a silver lining

Leung, David; Nolens, Bénédicte; Arner, Douglas W.; … - Bank für Internationalen Zahlungsausgleich / … - 2022

Persistent link: https://www.econbiz.de/10013254627

A risky bet : climate change and the eu’s microprudential framework for banks

Smoleńska, Agnieszka; Klooster, Jens van 't - In: Journal of financial regulation 8 (2022) 1, pp. 51-74

Persistent link: https://www.econbiz.de/10013187997

No need to worry? : estimating the exposure of the German banking sector to climate-related transition risks

D'Orazio, Paola; Hertel, Tobias; Kasbrink, Fynn - 2022

Climate change poses several risks to the value of financial assets and financial stability. The study conducted in this paper focuses on the German banking sector and estimates its exposure to climate risks arising from a transition to a carbon-neutral economy. Our analysis identifies the...

Persistent link: https://www.econbiz.de/10013164602

A revised financial satellite model for COSMO

Egan, Paul; McQuinn, Kieran; O'Toole, Conor - 2022

This working paper provides an updated overview of the financial block satellite model in COSMO. This block allows for an analysis of macrofinancial relationships and links these back into the main COSMO specification. The critical importance of appropriately assessing macro-financial linkages...

Persistent link: https://www.econbiz.de/10013464067

Size does matter, as well as sector activities : systemic risk sensitivities of financial firms in the U.S. and European stock markets

Madiès, Philippe; Mourey, Mathis; Taramasco, Ollivier - In: Finance : revue de l'Association Française de Finance 45 (2024) 3, pp. 114-159

Persistent link: https://www.econbiz.de/10015173855

The impact of Basel III regulations on solvency and credit risk-taking behavior of Islamic banks

Addou, Khadija Ichrak; Boulanouar, Zakaria; Anwer, Zaheer; … - 2024

Persistent link: https://www.econbiz.de/10015358319

The interactive impact of green supporting factors on bank credit creation : an agent-based stock-flow consistent approach

Xing, Xiaoyun; Gu, Xuesong; Guo, Kun; Deng, Jing - In: The North American journal of economics and finance : a … 69 (2024) 2, pp. 1-18

Persistent link: https://www.econbiz.de/10014445628

Inefficient regulation : mortgages versus total credit

Karapetyan, Artashes; Kvaerner, Jens Soerlie; Rohrer, … - In: Review of finance : journal of the European Finance … 28 (2024) 1, pp. 311-351

Persistent link: https://www.econbiz.de/10014527208

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