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The procyclicality of banking : evidence from the euro area

Huizinga, Harry; Laeven, Luc - 2019

explain about two-thirds of the variation of bank capitalization over the business cycle. We estimate that provisioning …

Persistent link: https://www.econbiz.de/10012015566

The impact of regulatory reforms on European bank behaviour : a dynamic structural estimation

Jones, Laurence; Alsakka, Rasha; Ap Gwilym, Owain; … - In: European economic review : EER 150 (2022), pp. 1-28

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Effects of the ECL model on regulatory capital in European banks : IRB and standardized approaches

Boscia, Manuela Rodrigues; Dantas, José Alves; Leone, Vitor - In: International journal of finance & banking studies : JJFBS 11 (2022) 3, pp. 01-13

Persistent link: https://www.econbiz.de/10013460116

Modelling probability of default and optimal PTI level by using a household survey

Balás, Tamás; Banai, Ádám; Hosszú, Zsuzsanna - In: Acta oeconomica : periodical of the Hungarian Academy … 65 (2015) 2, pp. 183-209

Persistent link: https://www.econbiz.de/10011736840

Capital requirements, risk choice, and liquidity provision in a business-cycle model

Begenau, Juliane - In: Journal of financial economics 136 (2020) 2, pp. 355-378

Persistent link: https://www.econbiz.de/10012545551

Consistency of banks' internal probability of default estimates : empirical evidence from the COVID-19 crisis

Stepankova, Barbora; Teply, Petr - In: Journal of banking & finance 154 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014491719

Default probability of a captive credit bank with government capital injections : a capped barrier option approach

Chang, Chuen-ping - In: Economic modelling 29 (2012) 6, pp. 2444-2450

Persistent link: https://www.econbiz.de/10009673700

Determinants of bank distress in Europe : evidence from a new data set

Poghosyan, Tigran; Čihák, Martin - In: Journal of financial services research : JFSR 40 (2011) 3, pp. 163-184

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Basel IV : IRB 2.0 and interdependencies with the new capital floor

Neisen, Martin - In: Journal of securities operations & custody 10 (2017/2018) 4, pp. 343-353

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The SSM at 1

Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016

On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...

Persistent link: https://www.econbiz.de/10011557140