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Bank Competition and Stability in the United Kingdom

De-Ramon, Sebastian J. A. - 2018

This paper examines the effects of competition on bank stability in the United Kingdom between 1994 and 2013. We construct several measures of competition and test the relationship between competition and bank stability. We find that, on average, competition lowers stability, but that its effect...

Persistent link: https://www.econbiz.de/10012913368

The Link Between Bank Competition and Risk in the United Kingdom : Two Views for Policymaking

de-Ramon, Sebastian - 2020

We use quantile regression to examine the links between competition and firm-level solvency risk for all banks and building societies in the United Kingdom between 1994 and 2013. Quantile regression provides a finer picture of the relationship (as compared with standard regression techniques)...

Persistent link: https://www.econbiz.de/10012823726

The Language of Rules : Textual Complexity in Banking Reforms

Amadxarif, Zahid - 2019

The banking reforms that followed the financial crisis of 2007–08 led to an increase in UK banking regulation from almost 400,000 to over 720,000 words, and to concerns about their complexity. We define complexity in terms of the difficulty of processing linguistic units, both in isolation and...

Persistent link: https://www.econbiz.de/10012860677

The Macroprudential Toolkit : Effectiveness and Interactions

Millard, Stephen; Rubio, Margarita; Varadi, Alexandra - 2021

We use a DSGE model with financial frictions, leverage limits on banks, loan to value (LTV) limits and debt‑service ratio (DSR) limits on mortgage borrowing to examine: i) the effects of different macroprudential policies on key macro aggregates; ii) their interaction with each other and with...

Persistent link: https://www.econbiz.de/10013250799

Accounting Discretion, Market Discipline and Bank Behaviour : Some Insights from Fair Value Accounting

Bouther, Regis - 2017

Using quarterly data on FAS 157 fair value disclosures for US bank holding companies from 2008 to 2013, we test whether capital ratios and the effects of market discipline differ according to extent and nature of assets recognized under Level 3 standards. These standards offer management...

Persistent link: https://www.econbiz.de/10012962697

Accounting Discretion, Market Discipline and Bank Behaviour : Some Insights from Fair Value Accounting

Bouther, Regis - 2017

Persistent link: https://www.econbiz.de/10012962827

Identifying Contagion in a Banking Network

Morrison, Alan - 2017

This paper studies the impact of trading profits and losses on bank counter-party borrowing costs using data from a derivatives trade depositary. We use the network of credit default swap CDS) transactions between banks to identify bank CDS returns attributable to counter-party losses. Any...

Persistent link: https://www.econbiz.de/10012964783

Specialisation in Mortgage Risk Under Basel II

Benetton, Matteo - 2017

Since Basel II was introduced in 2008, two approaches to calculating bank capital requirements have co-existed: lenders' internal models, and a less risk-sensitive standardised approach. Using a unique dataset covering 7 million UK mortgages for 2005–15, and novel identification, we provide...

Persistent link: https://www.econbiz.de/10012965404

The Decline of Solvency Contagion Risk

Bardoscia, Marco - 2017

We study solvency contagion risk in the UK banking system from 2008 to 2015. We develop a model that only accounts for losses transmitted after banks default, but also for losses due to the fact that creditors revalue their exposures when probabilities of default of their counterparties change....

Persistent link: https://www.econbiz.de/10012952936

On a Tight Leash : Does Bank Organisational Structure Matter for Macroprudential Spillovers?

Danisewicz, Piotr - 2015

structure of banks' foreign affiliates. Our analysis compares the response of foreign banks' branches versus subsidiaries in the … United Kingdom to changes in macroprudential regulations in foreign banks' home countries. By focusing on branches and … subsidiaries of the same banking group, we are able to control for all the factors affecting parent banks' decisions regarding the …

Persistent link: https://www.econbiz.de/10013027472