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Bank opacity, systemic risk and financial stability

Miess, Michael - In: Journal of financial stability 70 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014490470

Kund, Arndt-Gerrit; Rugilo, Daniel - 2023

IFRS 9 substantially affects the financial sector by changing the impairment methodology for credit losses. This paper … analyzes the implications of the change from IAS 39 to IFRS 9 in the context of bank resilience. We shed light on two effects … only recognized with hindsight, and thus late and abruptly. IFRS 9 was designed to mitigate this issue through a staging …

Persistent link: https://www.econbiz.de/10014230334

Bank capital, lending booms, and busts : evidence from Spain in the last 150 years

Bedayo, Mikel; Estrada, Ángel; Saurina, Jesús - 2018

Persistent link: https://www.econbiz.de/10011960775

Bank capital, lending booms, and busts : evidence from Spain over the last 150 years

Bedayo, Mikel; Estrada, Ángel; Saurina, Jesús - In: Latin American journal of central banking : LAJCB 1 (2020) 1/4, pp. 1-14

In this paper, we analyze the role bank capital played in systemic banking crises and in lending expansion and contraction for nearly 150 years in Spain. We first build a measure of capital ratio (i.e., the capital to assets ratio) for Spain's banking sector, starting in 1880. Then, we analyze...

Persistent link: https://www.econbiz.de/10012545573

Cyclical systemic risk and banks' vulnerability

Shmygel, Alona; Ongena, Steven - 2024

Persistent link: https://www.econbiz.de/10014485761

Global versus non-global banks : a capital ratios-based analysis

Drakos, Kōnstantinos; Malandrakis, Ioannis - In: Journal of central banking theory and practice 10 (2021) 2, pp. 5-22

This paper examines the Leverage Ratio and Total Capital Ratio of global versus non-global banks in both the pre- and post-crisis periods. A panel data set of 165 global and non-global financial institutions from 38 countries is used for the period 1999-2015 and a random effects model is...

Persistent link: https://www.econbiz.de/10012549173