Similar Search Results - EconBiz

Shadow banking : financial intermediation beyond banks

Adrian, Tobias; Chrétien, Edouard; Chui, Michael; … - Shadow Banking: Financial Intermediation beyond Banks …; … - 2018

Persistent link: https://www.econbiz.de/10011790739

Unintended consequences of the market risk requirement in banking regulation

Keppo, Jussi; Kofman, Leonard; Meng, Xu - In: Journal of economic dynamics & control 34 (2010) 10, pp. 2192-2214

Persistent link: https://www.econbiz.de/10009126807

Risk targeting and policy illusions : evidence from the announcement of the Volcker Rule

Keppo, Jussi; Korte, Josef - In: Management science : journal of the Institute for … 64 (2018) 1, pp. 215-234

Persistent link: https://www.econbiz.de/10011819258

Does a Leverage Ratio Requirement Increase Bank Stability?

Kiema, Ilkka - 2014

Basel III has introduced a non-risk-weighted leverage ratio requirement (LRR) which complements the internal ratings based (IRB) capital requirements. It provides a backstop against model risk which arises if some loans get incorrectly rated and become toxic. We study the effects of the LRR on...

Persistent link: https://www.econbiz.de/10013054089

Does a leverage ratio requirement increase bank stability? : N°1676, May 2014

Kiema, Ilkka (contributor); Jokivuolle, Esa (contributor) - European Central Bank - 2014

Basel III has introduced a non-risk-weighted leverage ratio requirement (LRR) which complements the internal ratings based (IRB) capital requirements. It provides a backstop against model risk which arises if some loans get incorrectly rated and become toxic. We study the effects of the LRR on...

Persistent link: https://www.econbiz.de/10015301902

Does a leverage ratio requirement increase bank stability?

Kiema, Ilkka; Jokivuolle, Esa - 2014

Persistent link: https://www.econbiz.de/10010382046

Stress tests of banks' regulatory capital adequacy: application to Tier 1 capital

Jokivuolle, Esa; Peura, Samu - In: The Basel handbook : a guide for financial practitioners, (pp. 137-154). 2005

Persistent link: https://www.econbiz.de/10003287272

GDP at risk in a DSGE model : an application to banking sector stress testing

Jokivuolle, Esa (contributor); Kilponen, Juha (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003603945

Does a leverage ratio requirement increase bank stability?

Kiema, Ilkka; Jokivuolle, Esa - In: Journal of banking & finance 39 (2014), pp. 240-254

Persistent link: https://www.econbiz.de/10010340735

Risk monitoring at the Bank of Finland

Jännäri, Kaarlo V. - In: Bulletin / Bank of Finland 64 (1990) 8, pp. 10-14

Persistent link: https://www.econbiz.de/10001096436

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