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this end, we use data on bilateral cross-border bank flows from 31 source to 76 recipient (advanced and emerging market … significantly influence the volume of cross-border bank flows, with restrictions at both ends associated with a larger reduction in …
Persistent link: https://www.econbiz.de/10014411682
debate by assessing whether compliance with international regulatory standards and protocols enchances bank operating … Bank Supervision (BCP). The relationship between bank efficiency and regulatory compliance is investigated using the (Simar … that overall BCP compliance, or indeed compliance with any of its individual chapters, has no association with bank …
Persistent link: https://www.econbiz.de/10014412101
Claimants to SIFIs receive transfers when governments are forced into bailouts. Ex ante, the bailout expectation lowers daily funding costs. This funding cost differential reflects both the structural level of the government support and the time-varying market valuation for such a support. With...
Persistent link: https://www.econbiz.de/10014412157
Traditional bank competition policy seeks to balance efficiency with incentives to take risk. The main tools are rules … have structurally low charter values and high incentives to take risk. In such an environment, traditional policies that … argue that bank competition policy should be reoriented to deal with the too-big-to-fail (TBTF) problem. It should also …
Persistent link: https://www.econbiz.de/10014395184
presents a market-based structural top-down stress testing methodology that relies in market-based measures of a bank …'s probability of default and structural models of default risk to infer the capital losses they could experience in stress scenarios …
Persistent link: https://www.econbiz.de/10014395258
phasing out gradually deferred-amortization mortgage loans and introducing risk-adjusted deposit insurance premia …
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