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Bank capital, profitability and risk in BRICS banking industry

Jabra, Wiem Ben; Mighri, Zouheir; Mansouri, Fayçal - In: Global business & economics review 19 (2017) 1, pp. 89-119

Persistent link: https://www.econbiz.de/10011665634

Evaluating VaR forecasts under stress the German experience

Jaschke, Stefan R.; Stahl, Gerhard; Stehle, Richard - 2003

We present an analysis of VaR forecasts and P&L-series of all 13 German banks that used internal models for regulatory purposes in the year 2001. To this end, we introduce the notion of well-behaved forecast systems. Furthermore, we provide a series of statistical tools to perform our analyses....

Persistent link: https://www.econbiz.de/10009764769

Impact of regulation and supervision on European banks' stability

Ben Bouheni, Faten - In: Risk governance & control : financial markets & institutions 4 (2014) 1, pp. 23-37

Persistent link: https://www.econbiz.de/10011445512

Rethinking banking : how to fit bank business models to regulatory constraints

Mora, Fernando de la; Sharma, Paul - In: Journal of risk management in financial institutions 9 (2016) 4, pp. 351-362

Persistent link: https://www.econbiz.de/10011663090

Italian bank crisis: flexible application of BRRD rules, or a bailout in disguise?

Famfollet, Jan; Sankotová, Eliška - In: Národohospodářský obzor : časopis věnovaný … 20 (2020) 2, pp. 109-135

of the banking union. The Bank Recovery and Resolution Directive (BRRD) represents an important milestone in the … opposite principle of bail-in, which makes the bank recapitalized from the internal resources at the detriment of investors and …

Persistent link: https://www.econbiz.de/10012242333

Measuring the cost of equity of euro area banks

Altavilla, Carlo; Bochmann, Paul Martin; Ryck, Jeroen De; … - 2021

demand to compensate them for the risk they bear when financing banks' equity has been persistently higher than the return on …). Finally, we use bank fundamentals to estimate the cost of equity for unlisted banks. In general, unlisted banks are found to …

Persistent link: https://www.econbiz.de/10012424350