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Macroprudential policy at the ECB : institutional framework, strategy, analytical tools and policies

Constâncio, Vítor (ed.); Cabral, Inês (contributor); … - 2019

later conferred on the ECB by the Single Supervisory Mechanism (SSM) Regulation. The paper describes the ECB …

Persistent link: https://www.econbiz.de/10012033308

Dealing with financial crises : how much help from research?

Pagano, Marco - 2014

Has economic research been helpful in dealing with the financial crises of the early 2000s? On the whole, the answer is negative, although there are bright spots. Economists have largely failed to predict both crises, largely because most of them were not analytically equipped to understand...

Persistent link: https://www.econbiz.de/10010413174

Enhancing bank supervision in Asia : lessons learned from the financial crisis

Zamorski, Michael J.; Lee, Minsoo - 2015

. Assessments of the global financial crisis invariably point to ineffective finance regulation and supervision as the main reasons … outbreak. The crisis reflected the failure of regulatory authorities to keep pace with financial innovation. Bank supervision … depth. They did not properly implement risk-based supervision, and they failed to identify shortcomings in banks' risk …

Persistent link: https://www.econbiz.de/10011305260

Transatlantic systemic risk

Gehde-Trapp, Monika; Wewel, Claudio Nicolai - 2013 - This version: June 12, 2013

In this paper we study systemic risk for the US and Europe. We show that banks' exposures to common risk factors are crucial for systemic risk. We come to this conclusion by first showing that relations between US and European banks are smaller than within each region. We then show that European...

Persistent link: https://www.econbiz.de/10009784871

Twelve years after the financial crisis - too-big-to-fail is still with us : comments on the Financial Stability Board's Consultation Report "Evaluation of the effects of too-big-to-fail reforms"

Hellwig, Martin - 2020

The paper contains comments made on the Financial Stability Board's (FSB) Consultation Report concerning the success of regulatory reforms since the global financial crisis of 2007-2009. According to these comments, the FSB’s assessment of the role of equity is too narrow, being phrased in...

Persistent link: https://www.econbiz.de/10012306407

Enhancing Prudential Standards in Financial Regulations

Allen, Franklin - 2014

The financial crisis has generated fundamental reforms in the financial regulatory system in the U.S. and internationally. Much of this reform was in direct response to the weaknesses revealed in the precrisis system. The new “macroprudential” approach to financial regulations focuses on...

Persistent link: https://www.econbiz.de/10013039718

Has Financial Innovation Made the World Riskier? CDS, Regulatory Arbitrage and Systemic Risk

Yorulmazer, Tanju - 2013

The paper analyzes the use of credit default swaps (CDS) for regulatory capital relief and its consequences for systemic risk. Equity capital acts as a buffer against losses, and reduces incentives for excessive risk taking. Basel capital regulation states that banks can lower capital...

Persistent link: https://www.econbiz.de/10013089650

Market Risk Disclosure in Banking : An Empirical Analysis on Four Global Systemically Important European Banks

Scannella, Enzo - 2018

Market risk reporting in banking has assumed such importance during the last decade. The purpose of this paper is to provide a methodology to evaluate the qualitative and quantitative profiles of the market risk disclosure in banking. We propose a hybrid methodology to assess whether or not...

Persistent link: https://www.econbiz.de/10012934301

Identifying and Tracking Global, EU and Eurozone Systemically Important Banks with Public Data

Masciantonio, Sergio - 2014

by the Basel Committee on Banking Supervision (2011) and used by the Financial Stability Board in its yearly G …

Persistent link: https://www.econbiz.de/10013057098

The More the Merrier? Evidence from the Global Financial Crisis on the Value of Multiple Requirements in Bank Regulation

Buckmann, Marcus; Gallego Marquez, Paula; Gimpelewicz, … - 2021

This paper assesses the value of multiple requirements in bank regulation using a novel empirical rule‑based methodology. Exploiting a dataset of capital and liquidity ratios for a sample of global banks in 2005 and 2006, we apply simple threshold-based rules to assess how different...

Persistent link: https://www.econbiz.de/10013241644