Search Results - subject:"Systemically Important Banks"

How useful is market information for the identification of G-SIBs?

Busch, Pascal; Cappelletti, Giuseppe; Marincas, Vlad; … - 2021

The Basel Committee on Banking Supervision (BCBS) framework used to identify global systemically important banks (G …

Persistent link: https://www.econbiz.de/10012661642

Systemic risk measurement : bucketing global systemically important banks

Brogi, Marina; Lagasio, Valentina; Riccetti, Luca - In: Annals of finance 17 (2021) 3, pp. 319-351

Persistent link: https://www.econbiz.de/10012622323

How useful is market information for the identification of G-SIBs?

Busch, Pascal; Cappelletti, Giuseppe; Marincas, Vlad; … - 2021

The Basel Committee on Banking Supervision (BCBS) framework used to identify global systemically important banks (G …

Persistent link: https://www.econbiz.de/10012607650

People's Republic of China-Hong Kong Special Administrative Region : financial sector assessment program : technical note : financial safety net and crisis management arrangements

Internationaler Währungsfonds - 2021

Hong Kong SAR has significantly strengthened its crisis management arrangements through a thorough update of the framework for resolution of financial institutions, as recommended by the 2014 Financial Sector Assessment Program. The 2017 Financial Institutions (Resolution) Ordinance (FIRO)...

Persistent link: https://www.econbiz.de/10012604075

GSIB status and corporate lending

Degryse, Hans; Mariathasan, Mike; Tang, Hien T. - In: The journal of corporate finance : contracting, … 80 (2023), pp. 1-35

Persistent link: https://www.econbiz.de/10014365665

Evaluating large bank risk using stock market measures in the Basel III period

Song, Guoxiang - In: The journal of corporate accounting & finance 34 (2023) 1, pp. 21-32

Persistent link: https://www.econbiz.de/10014279395

The network and own effects of global-systemically-important-bank designations

Egger, Peter; Li, Jie; Zhu, Jiaqing - In: Journal of international money and finance 136 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014333319

Could size ceilings make the TBTF regime more effective?

Kellermann, Kersten; Nuroğlu, Elif - In: Sustainable finance: challenges, opportunities and …, (pp. 147-165). 2023

Persistent link: https://www.econbiz.de/10014468162

Measuring the systemic importance of Chinese banks : a comparison of different risk measurement models

Cai, Chunlin - In: The journal of risk model validation 17 (2023) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10014485590

The market impact of systemic risk capital surcharges

Gündüz, Yalin - 2020

This paper tests whether an increase or decrease of the capital surcharge for being a global systemically important bank (G-SIB) envisaged by regulators has an impact on the CDS prices of these banks. We find evidence that the CDS spreads of a G-SIB bank increase (decrease) after the...

Persistent link: https://www.econbiz.de/10012180929