Search Results - subject:"capital regulation"

Intermediary capital and the credit market

Harris, Milton; Opp, Christian; Opp, Marcus M. - In: Management science : journal of the Institute for … 71 (2025) 1, pp. 162-183

Persistent link: https://www.econbiz.de/10015409665

Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time?

Böhnke, Victoria; Ongena, Steven; Paraschiv, Florentina; … - 2024

The internal ratings-based (IRB) approach maps bank risk profiles more adequately than the standardized approach. After switching to IRB, banks' risk-weighted asset (RWA) densities are thus expected to diverge, especially across countries with different supervisory strictness and risk levels....

Persistent link: https://www.econbiz.de/10014470173

Macroprudential capital regulation and fiscal balances in the euro area

Hristov, Nikolay; Hülsewig, Oliver; Kolb, Benedikt - 2024

in macroprudential capital regulation. Our findings suggest a dichotomy between country groups. In peripheral countries … core countries, the cyclically adjusted primary balance ratio barely reacts to a sudden tightening in capital regulation. …

Persistent link: https://www.econbiz.de/10014483933