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policy to mitigate liquidity risk. We inspect the LTD trends and cycles of 11 euro area countries by filtering methods and … rules. One that stimulates banks to issue retail deposits in an upturn and one that incentivizes banks to create loanable …
Persistent link: https://www.econbiz.de/10010822694
College) gave the SUERF 2015 Annual Lecture on Capital and Banks. The conference focused on core aspects of banking reform … regulation, recovery and resolution, and risk culture. …
Persistent link: https://www.econbiz.de/10011554963
policy to mitigate liquidity risk. We inspect the LTD trends and cycles of 11 euro area countries by filtering methods and … rules. One that stimulates banks to issue retail deposits in an upturn and one that incentivizes banks to create loanable …
Persistent link: https://www.econbiz.de/10013085756
subject to a liquidity regulation that is very similar to Basel III’s Liquidity Coverage Ratio (LCR). We find that most banks …We investigate the liquidity management of 62 Dutch banks between January 2004 and March 2010, when these banks were … the regulation. More solvent banks hold fewer liquid assets against their stock of liquid liabilities, suggesting an …
Persistent link: https://www.econbiz.de/10010738278
to a liquidity regulation that is very similar to Basel III's Liquidity Coverage Ratio (LCR). We find that most banks …We investigate 62 Dutch banks' liquidity behaviour between January 2004 and March 2010, when these banks were subject … the regulation. More solvent banks hold fewer liquid assets against their stock of liquid liabilities, suggesting an …
Persistent link: https://www.econbiz.de/10010757286
This paper examines the impact of cybercrime and hacking events on equity market volatility across publicly traded corporations. The volatility influence of these cybercrime events is shown to be dependent on the number of clients exposed across all sectors and the type of the cyber security...
Persistent link: https://www.econbiz.de/10012964812
structured finance during the years leading up to the Great Recession. Specifically, SPEs conferred bankruptcy remote, liquidity …
Persistent link: https://www.econbiz.de/10013085503
. Supervisors forcing banks to recognize losses could choke off lending and amplify local economic woes. But stricter supervision … could also change how banks assess and manage loans. Estimating such effects is challenging. We exploit the extinction of … first show that the OTS replacement indeed resulted in stricter supervision of former OTS banks. Next, we analyze the …
Persistent link: https://www.econbiz.de/10012668203
The Net Stable Funding Ratio (NSFR) is a new Basel III liquidity requirement designed to limit funding risk arising … banks in 15 countries. Banks below the ratio need to increase stable sources of funding and to reduce assets requiring … 40% of their year-end 2009 values. Universal banks with diversified funding sources and high trading assets are penalized …
Persistent link: https://www.econbiz.de/10010703241
RBC rules and related rules on bank liquidity. We find that nine of the 27 rules include RIAs. Five of the RIAs claim the …
Persistent link: https://www.econbiz.de/10012417012