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  • Search: subject_exact:"Basel Accord"
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Year of publication
Subject
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Basel Accord 9,413 Basler Akkord 9,352 Bankenregulierung 2,468 Bank regulation 2,466 Bankrisiko 2,382 Bank risk 2,381 Kreditrisiko 2,362 Credit risk 2,361 Bank 2,245 Theorie 2,235 Theory 2,232 Bankenaufsicht 1,667 Banking supervision 1,637 Risikomanagement 1,466 Kreditgeschäft 1,463 Risk management 1,446 Bank lending 1,439 Welt 1,428 World 1,426 Bankenliquidität 1,232 Bank liquidity 1,229 Finanzkrise 1,143 Financial crisis 1,133 Regulierung 777 Regulation 753 Deutschland 674 Germany 657 Capital requirements 649 Kapitalbedarf 619 Finanzmarktregulierung 603 Financial market regulation 602 Banking crisis 578 Bankenkrise 576 Risikomaß 573 Risk measure 570 Eigenkapital 560 Kapitalstruktur 549 Capital structure 547 Equity capital 543 Bilanzstrukturmanagement 529
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Online availability
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Free 3,887 Undetermined 1,684 CC license 173
Type of publication
All
Book / Working Paper 4,844 Article 4,645
Type of publication (narrower categories)
All
Article in journal 3,819 Aufsatz in Zeitschrift 3,819 Graue Literatur 2,113 Non-commercial literature 2,113 Working Paper 1,712 Arbeitspapier 1,703 Aufsatz im Buch 741 Book section 741 Hochschulschrift 268 Collection of articles of several authors 188 Sammelwerk 188 Thesis 184 Aufsatzsammlung 88 Konferenzschrift 72 Conference proceedings 46 Conference paper 39 Konferenzbeitrag 39 Amtsdruckschrift 36 Government document 36 Collection of articles written by one author 31 Sammlung 31 Handbook 24 Handbuch 24 Bibliografie enthalten 18 Bibliography included 18 Lehrbuch 17 Textbook 15 Case study 14 Fallstudie 14 Article 10 Systematic review 10 Übersichtsarbeit 10 Glossar enthalten 8 Glossary included 8 Accompanied by computer file 6 Elektronischer Datenträger als Beilage 6 Gesetz 6 Law 6 Ratgeber 6 Country report 5
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Language
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English 7,983 German 1,257 Undetermined 88 French 53 Spanish 38 Italian 20 Polish 20 Portuguese 7 Russian 7 Danish 5 Czech 4 Norwegian 3 Croatian 2 Dutch 2 Romanian 2 Serbian 2 Swedish 2 Valencian 1 Lithuanian 1 Ukrainian 1 Chinese 1
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Author
All
McAleer, Michael 64 Ongena, Steven 43 Ojo D Delaney PhD, Marianne 40 Pérez Amaral, Teodosio 35 Schulte-Mattler, Hermann 33 Jokivuolle, Esa 31 Rösch, Daniel 31 Kane, Edward J. 30 Repullo, Rafael 29 Wall, Larry D. 29 Demirgüç-Kunt, Asli 28 Jiménez-Martín, Juan-Ángel 28 Suárez, Javier 28 Chang, Chia-Lin 26 Agénor, Pierre-Richard 25 Chami, Ralph 25 Gersbach, Hans 25 Hellwig, Martin 25 Hasan, Iftekhar 24 Silva, Luiz A. Pereira da 24 Behn, Markus 23 Detragiache, Enrica 23 Wieladek, Tomasz 22 Gambacorta, Leonardo 21 Migueis, Marco 21 Ratnovski, Lev 21 Calomiris, Charles W. 20 Cosimano, Thomas F. 20 Nikolov, Kalin 20 Paul, Stephan 20 Schuermann, Til 20 Admati, Anat R. 19 Angelini, Paolo 19 Ferri, Giovanni 19 Herring, Richard J. 19 Kupiec, Paul H. 19 Resti, Andrea 19 Ayadi, Rym 18 Ben Naceur, Samy 18 Dermine, Jean 18
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Institution
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Basel Committee on Banking Supervision 162 International Monetary Fund 119 Internationaler Währungsfonds / Monetary and Capital Markets Department 58 International Monetary Fund (IMF) 44 Internationaler Währungsfonds 42 World Bank 27 National Bureau of Economic Research 23 International Monetary Fund / Monetary and Capital Markets Department 18 International Organization of Securities Commissions 9 Oesterreichische Nationalbank 9 SUERF - The European Money and Finance Forum 8 Friedrich-Schiller-Universität Jena 7 World Bank Group 7 European Central Bank 6 Europäische Union / Rat 6 Europäisches Parlament 6 Federal Reserve Bank of Chicago 6 Internationaler Währungsfonds / Monetary and Financial Systems Department 6 Springer Fachmedien Wiesbaden 6 The Wharton Financial Institutions Center 6 Oesterreichische Nationalbank / Abteilung für Finanzmarktanalyse 5 Bank für Internationalen Zahlungsausgleich 4 Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures 4 Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart> 4 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 4 Institut für Finanzstabilität 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Banca d'Italia 3 Bank für Internationalen Zahlungsausgleich / Irving Fisher Committee on Central Bank Statistics 3 Books on Demand GmbH <Norderstedt> 3 Department of Economics and Finance, College of Business and Economics 3 Deutsche Bundesbank 3 Edward Elgar Publishing 3 European Commission / Joint Research Centre 3 European Parliament / Directorate-General for Internal Policies of the Union 3 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 3 Fritz Knapp Verlag 3 Institute of Economic Research, Kyoto University 3 Leibniz-Institut für Wirtschaftsforschung Halle 3 Oxford Financial Research Centre 3
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Published in...
All
Journal of banking & finance 187 IMF country report 126 Journal of financial stability 106 IMF working papers 98 IMF staff country report 92 Journal of risk management in financial institutions 86 Journal of banking regulation 76 The journal of operational risk 63 Working paper series / European Central Bank 58 Journal of financial intermediation 55 Discussion paper / Centre for Economic Policy Research 53 Journal of financial services research : JFSR 49 Staff working papers / Bank of England 48 Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse 48 Finance and economics discussion series 46 Discussion paper 44 IMF Staff Country Reports 43 SpringerLink / Bücher 40 The journal of risk model validation 40 Discussion papers / CEPR 39 International journal of central banking : IJCB 38 IMF Working Paper 37 International review of financial analysis 36 Die Bank 35 Economic modelling 35 Risiko-Manager 35 Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research 34 Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement 34 Journal of international financial markets, institutions & money 34 Journal of money, credit and banking : JMCB 33 Bank of Finland research discussion papers 31 Finance research letters 31 Journal of financial regulation and compliance : an international journal 31 The journal of credit risk : published quarterly by Incisive Media 29 IMF working paper 28 Risks : open access journal 28 Working papers / Financial Institutions Center 28 Journal of risk and financial management : JRFM 27 Working papers / Bank for International Settlements 27 Bank of England Working Paper 26
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Source
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ECONIS (ZBW) 9,351 RePEc 110 EconStor 20 USB Cologne (EcoSocSci) 5 Other ZBW resources 3
Showing 1 - 50 of 9,489
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Excess liquidity and bank stability : empirical evidence in Vietnam
Nguyen Quoc Anh; Tang My Sang - In: Global business and finance review 29 (2024) 6, pp. 74-85
Purpose: The article has developed a research model to measure the effect of liquidity and excess liquidity on bank stability. Design/methodology/approach: Other variables such as bank size, loan growth, economic state, and inflation are also incorporated into the research model to ascertain the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015069353
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Determinants of capital adequacy and voluntary capital buffer among microfinance institutions in an emerging market
Duho, King Carl Tornam - In: Cogent economics & finance 11 (2023) 2, pp. 1-33
This study examines the determinants of capital adequacy and voluntary capital buffers among microfinance institutions (MFIs). We apply the two-stage least squares (2SLS) with instrumental variables to account for endogeneity. Using quarterly panel data of 439 MFIs in Ghana covering the period...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014501012
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Green firms are less risky : results from a preferential capital requirement programme in emerging Europe
Várgedő, Bálint; Burger, Csaba; Kim, Donát - 2025
This study evaluates the credit risk of sustainable loans in a preferential capital requirement programme. We utilise loanlevel data from a uniquely implemented programme from Hungary, applying logistic regressions and survival analysis techniques. We observe a significantly reduced credit risk...
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The financial cycle index of Ukraine
Geršl, Adam; Dadashova, Pervin; Bazhenova, Yuliya; … - 2025
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Navigating banking resilience : bail-ins & bailouts in the Czech banking sector
Švéda, Josef - 2025
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Nothing special about an allowance for corporate equity : evidence from Italian banks
Dreusch, Dennis; Noth, Felix; Reichling, Peter - In: Journal of international money and finance 150 (2025), pp. 1-22
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CBDCs, regulated stablecoins and tokenized traditional assets under the Basel Committee rules on cryptoassets
Wong, Michael C. S.; Yousaf, Imran - In: Journal of financial regulation and compliance 33 (2025) 1, pp. 31-47
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Bank economic capital
Hirtle, Beverly J.; Plosser, Matthew C. - 2025
Conventional measures of bank solvency fail to account for the unique liquidity risks posed by deposits. Using public regulatory data, we develop a novel measure, economic capital, that jointly quantifies the impact of credit, liquidity, and market risk on bank solvency. We validate that...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015329950
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Bank regulation, investment, and capital requirements under adverse selection
Rivera, Thomas J. - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015357654
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Tailored microprudential recommendations for bank profit retention using a risk tolerance framework
Jakubik, Petr; Moinescu, Bogdan Gabriel - In: International review of economics & finance : IREF 98 (2025), pp. 1-25
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Capital ratios and the Weighted Average Cost of Capital : evidence from Chilean banks
Cifuentes, Rodrigo; Gómez, Tomás; Jara R., Alejandro - In: Latin American journal of central banking : LAJCB 6 (2025) 1, pp. 1-17
This paper finds that an additional percentage point in the ratio of Common Equity Tier 1 (CET1) capital to risk-weighted assets is associated with an increase in the Weighted Average Cost of Capital (WACC) of Chilean banks by a maximum of only 11.7 basis points. This result is found by...
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Bank bond holdings and bail-in regulatory changes : evidence from euro area security registers
Altavilla, Carlo; Fernandes, Cecilia Melo; Ongena, Steven; … - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015358109
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What motives and conditions drive countries to adopt macroprudential and capital management measures?
Nieminen, Mika; Norring, Anni - 2025
Countries choose diverse policy mixes of macroprudential and capital flow management measures, yet the drivers behind these policy choices remain largely unexplored. We identify potential conditions for the adoption and determinants of the use of macroprudential and capital flow management...
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Market reactions to the Basel reforms : implications for shareholders, creditors, and taxpayers
Krettek, Jonas - In: The quarterly review of economics and finance 101 (2025), pp. 1-34
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How does subordinated debt affect the cost of capital for banks?
Yusifzada, Leyla - In: Pacific-Basin finance journal 91 (2025), pp. 1-23
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Effect of the GSIB surcharge on the systemic risk posed by the activities of GSIBs
Migueis, Marco; Peirce, Sydney - 2025
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Bank capital requirements and risk-taking : evidence from Basel III
Anguren Martín, Rebeca; Jiménez, Gabriel; Peydró, … - 2025
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How does bank competition affect industrial growth and stability at different banking sector capitalization levels? : lessons from South Africa
Adesina, Kolade Sunday - 2025
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Basel III and South African banking : assessing the effects
Merrino, Serena; Harris, Laurence - In: The South African journal of economics 93 (2025) 1, pp. 3-5
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The lending implications of banks holding excess capital
Pillay, Neryvia; Makrelov, Konstantin - In: The South African journal of economics 93 (2025) 1, pp. 27-42
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The theory of financial stability meets reality
Boyarchenko, Nina; Hachem, Kinda; Kleymenova, Anya - 2025
A large literature at the intersection of economics and finance offers prescriptions for regulating banks to increase financial stability. This literature abstracts from the discretion that accounting standards give banks over financial reporting, creating a gap between the information assumed...
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A novel multi-step-prompt approach for LLM-based Q&As on banking supervisory regulations
Licari, Daniele; Benedetto, Canio; Bovi, Daniele; … - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015408896
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From losses to buffer : calibrating the positive neutral CCyB rate in the euro area
De Nora, Giorgia; Pereira, Ana; Pirovano, Mara; … - 2025
We study the impact of cyclical systemic risks on banks' profitability in the euro area within a panel quantile regression model, with the ultimate goal to inform the calibration of the Countercyclical Capital buffer (CCyB). Compared to previous studies, we augment our model to control for...
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The cross border effects of bank capital regulation in general equilibrium
San Millán, Maximiliano - 2025
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The effectiveness of macroprudential policies in curbing operational risk exposures
Konstantinou, Panagiotis; Rizos, Anastasios; … - 2025
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Technical development of countercyclical capital buffer implementation in Mongolia's banking sector
Oyungerel, Enkhbaatar; Erdenebileg, Urangoo - 2025
This paper attempts to develop a framework for implementing the Countercyclical Capital Buffer (CCyB) in Mongolia's banking sector by identifying early warning indicators of systemic risk and examining the impact of capital adequacy on bank lending. Using quarterly data from 2000 to 2024, the...
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Long-term loans and capital requirements in universal banking : sectoral spillovers and crowding out effects
Lejeune, Thomas; Mohimont, Jolan - 2025
We extend the reference DSGE model used for policy analysis at the NBB with a financial sector, by incorporating multi-period fixed-rate corporate and mortgage loans, an imperfect pass-through from policy rates to the deposit rate, and bank capital re-quirements. Adding multi-period fixed-rate...
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Are ESG responsible companies loss responsible? : modelling LGD with ESG information
Zhang, Junfeng; Andreeva, Galina; Dong, Yizhe - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015425524
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Do FinTech lenders align pricing with risk? : evidence from a model-based assessment of conforming mortgages
Liu, Zilong; Liang, Hongyan - In: FinTech 4 (2025) 2, pp. 1-16
This paper assesses whether fintech mortgage lenders align pricing with borrower risk using conforming 30-year mortgages (2012-2020). We estimate default probabilities using machine learning (logit, random forest, gradient boosting, LightGBM, XGBoost), finding that non-fintech lenders achieve...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015432835
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Business cycle and realized losses in the consumer credit industry
Distaso, Walter; Roccazzella, Francesco - In: European journal of operational research : EJOR 323 (2025) 3, pp. 1024-1039
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Do operational risk and corporate governance affect the banking industry of Pakistan?
Altaf, Komal; Ayub, Huma; Shabbir, Malik Shahzad; … - In: Review of economics and political science : REPS 7 (2022) 2, pp. 108-123
Purpose - Due to increase in operational risk, banks are facing huge losses. In order to avoid losses, banks need to manage operational risk. This study aims to analyze the impact of operational risk management (ORM) processes, which include identification, assessment, analysis, monitoring and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013192664
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Excess liquidity and bank stability: Empirical evidence in Vietnam
In: Global Business & Finance Review (GBFR) 29 (2024) 6, pp. 74-85
Purpose: The article has developed a research model to measure the effect of liquidity and excess liquidity on bank stability. Design/methodology/approach: Other variables such as bank size, loan growth, economic state, and inflation are also incorporated into the research model to ascertain the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015098736
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Macroprudential capital requirements, monetary policy, and financial crises
Krenz, Johanna; Živanović, Jelena - In: Economic modelling 139 (2024), pp. 1-23
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015189808
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A macroeconomic model of banks’ systemic risk taking
Abad, Jorge; Martínez-Miera, David; Suárez, Javier - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015175749
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Aim, focus, shoot : the choice of appropriate and effective macroprudential instruments
Azzone, Michele; Pirovano, Mara - 2024
We examine the issue of the appropriate selection of macroprudential instruments according to the vulnerabilities identified and the policymakers' objectives using a version of the 3D DSGE model following Mendicino et al. (2020) and Hinterschweiger et al. (2021) calibrated for the euro area. We...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015176875
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Capital requirements in Pillar 1 or Pillar 2 : does it matter for market discipline?
Witte, Niklas - 2024
The results of this paper provide empirical evidence that regulatory capital ratios drive bank Credit Default Swaps (CDS) and that markets react more to changes in capital requirements if implemented via direct adjustments to Pillar 1 risk weights than imposed as a percentage of Risk-Weighted...
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Capital requirements in Pillar 1 or Pillar 2 : does it matter for market discipline?
Witte, Niklas (contributor) - European Central Bank - 2024
The results of this paper provide empirical evidence that regulatory capital ratios drive bank Credit Default Swaps (CDS) and that markets react more to changes in capital requirements if implemented via direct adjustments to Pillar 1 risk weights than imposed as a percentage of Risk-Weighted...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015321193
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Political influence, bank capital, and credit allocation
Huang, Sheng; Thakor, Anjan V. - In: Management science : journal of the Institute for … 70 (2024) 11, pp. 8134-8162
Political influence on bank credit allocation is often viewed as being necessary to address social problems like income inequality. We hypothesize that such influence elicits bank capital responses. Our hypothesis yields three testable predictions for which we find supporting evidence. First,...
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Risky firms and fragile banks : implications for macroprudential policy
Gasparini, Tommaso; Lewis, Vivien; Moyen, Stéphane; … - 2024
Increases in firm default risk raise the default probability of banks while decreasing output and inflation in US data. To rationalize the empirical evidence, we analyse firm risk shocks in a New Keynesian model where entrepreneurs and banks engage in a loan contract and both are subject to...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014501102
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Risk-based regulation and supervision of second-tier banks : experience of EU countries
Alina, Gulzhan; Zhurakhovska, Liudmyla; Dugalova, Gulnar; … - In: Verslas : teorija ir praktika : Vilniaus Gedimino … 25 (2024) 2, pp. 548-562
The aim of the study was to determine the impact of increased capital adequacy standards of second-tier banks on their performance. The study is based on second-tier banks of EU member states, as these countries are the first to implement the Basel Committee recommendations, so their experience...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015188291
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Endogenous defaults, value-at-risk and the business cycle
Samiri, Issam - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015154791
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Risk-to buffer : setting cyclical and structural banks capital requirements through stress tests
Couaillier, Cyril; Scalone, Valerio - 2024
In this paper, we propose a new framework to jointly calibrate cyclical and structural capital requirements. For this, we integrate a non-linear macroeconomic model and a stress test model. In the macroeconomic model, the severity of the scenarios depends on the level of cyclical risk....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015159581
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The effects of stress testing on US banks' off-balance sheet activities
Calice, Giovanni; Savoia, Francesco - In: Financial markets, institutions & instruments 33 (2024) 4, pp. 447-475
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Risk-to buffer : setting cyclical and structural banks capital requirements through stress tests
Couaillier, Cyril (contributor);  … - European Central Bank - 2024
In this paper, we propose a new framework to jointly calibrate cyclical and structural capital requirements. For this, we integrate a non-linear macroeconomic model and a stress test model. In the macroeconomic model, the severity of the scenarios depends on the level of cyclical risk....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015275831
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Basel III monitoring report
Basel Committee on Banking Supervision - 2024
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Liquid asset holdings and banking profitability : evidence from South Asia
Khalil Ullah Mohammad; Khan, Mohsin Raza - In: Journal of central banking theory and practice 13 (2024) 2, pp. 129-152
Ensuring liquidity is critical for the functioning of banks. This study investigates the functional form of bank profitability and liquid asset holdings. We test for an inverted Kuznets curve-shaped quadratic polynomial relationship using generalized least square regression on an unbalanced...
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Who monitors climate risk of financial institutions? : evidence from catastrophe risks in insurance
Basten, Christoph; Kartasheva, Anastasia - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014581696
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Basel III countercyclical bank capital buffer estimation and its relation to monetary policy
Rendón, Juan F.; Cortés, Lina M.; Perote, Javier - In: Journal of economics and business 130 (2024), pp. 1-19
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Endogenous defaults, value-at-risk and the business cycle
Samiri, Issam - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014532152
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Climate transition risk in the banking sector : what can prudential regulation do?
Grill, Michael; Popescu, Alexandra; Rancoita, Elena - 2024
Climate-related risks are due to increase in coming years and can pose serious threats to financial stability. This paper, by means of a DSGE model including heterogeneous firms and banks, financial frictions and prudential regulation, first shows the need of climate-related capital requirements...
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