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Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?

Breuer, Thomas; Jandačka, Martin; Rheinberger, Klaus; … - In: Journal of banking & finance 34 (2010) 4, pp. 703-712

Persistent link: https://www.econbiz.de/10003966039

Spanish credit and banking legislation

Spain - 1968

Persistent link: https://www.econbiz.de/10000327345

Banking regulation and systemic risk

Summer, Martin - In: Open economies review 14 (2003) 1, pp. 43-70

Persistent link: https://www.econbiz.de/10001730105

Enhancements in EU financial regulation: have we done enough? : introductory remarks

Summer, Martin - In: The future of European integration : some economic …, (pp. 93-96). 2011

Persistent link: https://www.econbiz.de/10009354894

Bank supervision and resolution : national and international challenges ; summary of a Joint Workshop of CEPR, the University of Vienna and the OeNB

Summer, Martin - In: Finanzmarktstabilitätsbericht 22 (2011), pp. 112-116

Persistent link: https://www.econbiz.de/10009412892

Banking regulation and systemic risk

Summer, Martin - 2002

Persistent link: https://www.econbiz.de/10013436786

The benefits and costs of adjusting bank capitalisation : evidence from euro area countries

Budnik, Katarzyna; Affinito, Massimiliano; Barbic, Gaia; … - 2019

The paper proposes a framework for assessing the impact of system-wide and bank-level capital buffers. The assessment rests on a factor-augmented vector autoregression (FAVAR) model that relates individual bank adjustments to macroeconomic dynamics. We estimate FAVAR models individually for...

Persistent link: https://www.econbiz.de/10011996739

The benefits and costs of adjusting bank capitalisation : evidence from euro area countries

Budnik, Katarzyna; Barbic, Gaia; Nicoletti, Giulio; … - 2019

Persistent link: https://www.econbiz.de/10012113641

What conclusions can be drawn from the EBA 2016 market risk benchmarking exercise? : banking union scrutiny : in-depth analysis requested by the ECON committee

Breuer, Thomas - Europäisches Parlament / Generaldirektion Interne … - 2017

Persistent link: https://www.econbiz.de/10011912624

Finanzmarktregulierung und Wettbewerbsfähigkeit

Tumpel-Gugerell, Gertrude; Summer, Martin - In: Wirtschaftsstandort Österreich - von der Theorie zur …, (pp. 32-45). 2001

Persistent link: https://www.econbiz.de/10001738192