Search Results - subject:"coverage ratio"

The Effects of Liquidity Regulation on Bank Assets and Liabilities

Duijm, Patty; Wierts, Peter - Tinbergen Instituut - 2014

Under Basel III rules, banks become subject to a liquidity coverage ratio (LCR) from 2015 onwards, to promote short …

Persistent link: https://www.econbiz.de/10011256455

On the economics of committed liquidity facilities

Bech, Morten L.; Keister, Todd - 2014

Persistent link: https://www.econbiz.de/10010253354

The effects of liquidity regulation on bank assets and liabilities

Duijm, Patty; Wierts, Peter - 2014

Under Basel III rules, banks become subject to a liquidity coverage ratio (LCR) from 2015 onwards, to promote short …

Persistent link: https://www.econbiz.de/10010240057

A modified confidence set for the structural break date in linear regression models

Yamamoto, Yohei - 2014

Persistent link: https://www.econbiz.de/10010429183

The New Rules on Bank Capital and Liquidity: Some Interesting Areas for Academic Research

Andrea, Resti - In: Banca Impresa Società (2013) 2, pp. 227-246

We cast a cursory look at two key issues concerning bank supervision that arecurrently in the European regulatory pipeline, and provide hints on how academicstudies on financial intermediation could contribute to the ongoing debate. The fistone is the reform of the risk-based capital...

Persistent link: https://www.econbiz.de/10011157688

The Liquidity Coverage Ratio: the need for further complementary ratios?

Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2013

This paper considers components of the Liquidity Coverage Ratio – as well as certain prevailing gaps which may … metric given certain gaps which currently prevail with the Liquidity Coverage Ratio, as well as existing gaps with other … necessitate the introduction of a complementary liquidity ratio. The definitions and objectives accorded to the Liquidity Coverage …

Persistent link: https://www.econbiz.de/10011259211

Housing finance in France in 2012.

Point E.; Capitaine G.; Clerc V.; LE Quéau L. - Banque de France - 2013

another, owners-buyers as well as floating-rate loans exhibiting the highest levels; - The average coverage ratio stabilised … coverage ratio for all types of loans (51.5%); - While banks benefit from borrowers frequently taking out insurance against …

Persistent link: https://www.econbiz.de/10010929736

THE FRAMEWORK RESULTING FROM THE BASEL III REGULATIONS

Marius, Motocu - In: Annals of Faculty of Economics 1 (2013) 1, pp. 1103-1112

The banking sector is under prudential regulations set internationally by the Basel Committee, in order to ensure its strength, stability and mitigate competitive inequities. Its founding principle is based on a minimum solvency ratio introduced in 1988 in the form of the Cooke ratio, resulting...

Persistent link: https://www.econbiz.de/10010685481

Malaysia; Financial Sector Stability Assessment

International Monetary Fund (IMF); International … - 2013

This assessment is a review of the financial environment of Malaysia. Like many other Asian countries, Malaysia experienced financial distress in the late 1990s, but the countryâ€™s policy reforms have moved it to a successful economy. A ten-year financial plan (2001â€“10) by Bank...

Persistent link: https://www.econbiz.de/10011242711

Italy: Technical Note on the Financial Situation of Italian Households and Non-Financial Corporations and Risks to the Banking System

International Monetary Fund (IMF); International … - 2013

This Technical Note examines the financial situation of Italian households and nonfinancial corporations and risks to the banking system. The credit risk from Italian households is mitigated by their considerable net wealth. Income has declined during the crisis, leading to tighter financial...

Persistent link: https://www.econbiz.de/10011243332