Search Results - subject:"Systemically Important Banks"

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

Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2013

criteria, there is every likelihood, indication, as well as tendency that many global systemically important banks (GSIBS), and …

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

Occupy risk weighting : how the minimum leverage ratio dominates capital requirements ; a Swiss example ; conference paper

Kellermann, Kersten; Schlag, Carsten-Henning - 2013

In September 2009, G20 representatives called for introducing a minimum leverage ratio as an instrument of financial regulation. It is supposed to assure a certain degree of core capital for banks, independent of the controversial procedures used to assess risk. This paper discusses the...

Persistent link: https://www.econbiz.de/10010340012

Do higher capital standards always reduce bank risk? : the impact of the Basel leverage ratio on the U.S. triparty repo market

Allahrakha, Meraj; Cetina, Jill; Munyan, Benjamin - In: Journal of financial intermediation 34 (2018), pp. 3-16

Persistent link: https://www.econbiz.de/10012114205

Modeling Policy Response to Global Systemically Important Banks Regulation

Penikas, Henry; Titova, Yulia - National Research University Higher School of Economics - 2012

global systemically important banks (G-SIBs). The context is framed by a 2011 BCBS document that proposes higher capital … requirements for global systemically important banks. We attempt to analyze bank interactions in an oligopolistic market that is …

Persistent link: https://www.econbiz.de/10010720452

Duties and responsibilities of the nominating committee

Soana, Maria-Gaia; Crisci, Giuseppe - In: Corporate ownership & control : international … 15 (2017/2018) 1, pp. 246-252

Persistent link: https://www.econbiz.de/10011893106

Does the amount and time of recapitalization affect the profitability of commercial banks?

Tomec, Matej; Jagrič, Timotej - In: Finance a úvěr 67 (2017) 3, pp. 318-341

Persistent link: https://www.econbiz.de/10011720743

Expected default based score for identifying systemically important banks

Yao, Yanzhen; Li, Jianping; Zhu, Xiaoqian; Wei, Lu - In: Economic modelling 64 (2017), pp. 589-600

Persistent link: https://www.econbiz.de/10011761314

Contagion risk for Australian banks from global systemically important banks : evidence from extreme events

Akhter, Selim; Daly, Kevin James - In: Economic modelling 63 (2017), pp. 191-205

Persistent link: https://www.econbiz.de/10011813475

Stopping contagion with bailouts : micro-evidence from Pennsylvania bank networks during the panic of 1884

Anderson, Haelim Park; Bluedorn, John Christopher - In: Journal of banking & finance 76 (2017), pp. 139-149

Persistent link: https://www.econbiz.de/10011814251

Banks' asset and liability valuation in the new regulatory environment : a game theory perspective

Annabi, Amira; Reuben, Alicja - In: Journal of banking regulation 18 (2017) 4, pp. 302-309

Persistent link: https://www.econbiz.de/10012010241