Search Results - subject_exact:"Finanzierungsbedarf"

A structural model of capital buffer usability

Lang, Jan Hannes; Menno, Dominik - 2026

Under which conditions do usability constraints for regulatory capital buffers emerge? To answer this question, we build a non-linear structural banking sector model with a minimum capital requirement that banks are not allowed to breach, and a capital buffer requirement (CBR) that banks can...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015605600

The role of judgement in supervisory scores and additional capital requirements assigned to banks

Bobeică, Gabriel; Oprică, Silviu - 2026

We empirically analyse the role of judgement in assigning overall scores by the euro area supervisors as part of the yearly Supervisory Review and Evaluation Process (SREP), which evaluates banks' risks and sets supervisory actions. We also analyse its role in shaping the drivers of the Pillar 2...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015641464

Differentiated deleveraging : how do banks respond to capital ratios and capital requirements?

Bun, Maurice J. G.; Cuijpers, Eric - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015652048

Interest Rate Risk and Cross-Sectional Effects of Micro-Prudential Regulation

Begenau, Juliane; Elenev, Vadim; Landvoigt, Tim - 2026

This paper investigates financial stability risks arising from banks' interest rate exposure and uninsured deposit funding. We develop a model of heterogeneous banks featuring endogenous run risk to jointly analyze portfolio and funding choices. The model replicates key empirical patterns,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611196

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Interest rate risk and cross-sectional effects of micro-prudential regulation

Begenau, Juliane; Elenev, Vadim; Landvoigt, Tim - 2026

Book / Working Paper

Calibrating the positive neutral and overall CCyB : a macroprudential stress testing approach

Mikaliūnaitė-Jouvanceau, Ieva - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015669004

A static capital buffer is hard to beat

Canzoneri, Matthew B.; Diba, Behzad; Guerrieri, Luca; … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015668541

Capital requirements and process innovation

Beckert, Walter; Eccles, Peter; Siciliani, Paolo - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016063658

Solvency requirements for insurers : Ukrainian practices and international experience

Novosolova, Olena - 2025

The relevance of the study was due to the transformation of approaches to regulating the solvency of insurers in the world's leading economies and the need to adapt the Ukrainian insurance supervision system to international standards. Countries with developed insurance markets use capital...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015616705

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...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015374987

Bank regulation, investment, and capital requirements under adverse selection

Rivera, Thomas J. - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015357654

Capital ratios and the Weighted Average Cost of Capital : evidence from Chilean banks

Cifuentes, Rodrigo; Gómez, Tomás; Jara R., Alejandro - 2025

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...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015358020

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...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015329839

Financial integration, contagion and policy implications

Hasman, Augusto; Samartín Sáenz, Margarita - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015463111

The impact of capital requirements on bank capital

2025

This paper presents the first causal evidence on how banks adjust their voluntary capital buffers (the capital headroom above the required level) in response to changes in capital requirements. Using granular euro area data and exploiting the threshold-based assignment of Other Systemically...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015465362

Buffer usability in a complex world : interactions between macroprudential regulation and the resolution framework

2025

This paper explores the interplay between the risk- and leverage-based prudential and the resolution frameworks within the EU banking system. The prudential framework is designed to enhance the resilience of both individual banks and the banking sector as a whole. It does so by imposing minimum...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015465633

Capital requirements : a pillar or a burden for bank competitiveness?

Behn, Markus; Reghezza, Alessio - 2025

This paper examines the relationship between capital requirements, capital ratios and bank competitiveness - measured as profit efficiency. Using data envelopment analysis techniques, profit efficiency scores were estimated for a sample of listed significant institutions directly supervised by...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015467487

Discretionary decisions in capital requirements under Solvency II

Grochola, Nicolaus; Schlütter, Sebastian - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015450617

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Discretionary decisions in capital requirements under Solvency II

Grochola, Nicolaus; Schlütter, Sebastian - 2023 - This version: June 2023

Edition: This version: June 2023

Book / Working Paper

Discretionary Decisions in Capital Requirements under Solvency II

Grochola, Nicolaus; Schlütter, Sebastian - 2023

Book / Working Paper

Bank capital requirements and risk-taking : evidence from basel III

Anguren Martín, Rebeca; Jiménez, Gabriel; Peydró, … - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015083503

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Bank capital requirements and risk-taking : evidence from Basel III

Anguren Martín, Rebeca; Jiménez, Gabriel; Peydró, … - 2025

Book / Working Paper

Regulation, supervision, and bank risk-taking

Repullo, Rafael - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015410472

From risk to buffer : calibrating the positive neutral CCyB rate in the euro area

Herrera, Luis; Pirovano, Mara; Scalone, Valerio - 2025

This paper proposes a novel yet intuitive method for the calibration of the CCyB through the cycle in the euro area, including the positive neutral CCyB rate. The paper implements the Risk-to-Buffer framework by Couaillier and Scalone (2024) in both a DSGE and macro time series setting and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015434484

Coordinating bank dividend and capital regulation

Federico, Salvatore; Modena, Andrea; Regis, Luca - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015436998

Learning to disclose : disclosure dynamics in the 1890s streetcar industry

Bourveau, Thomas; Breuer, Matthias; Stoumbos, Robert - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015458826

Cross-border effects of Fed capital requirements on emerging market banks' funding: the Colombian case

Gómez, Camilo; Escobar-Villarraga, Mariana; Melo … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015461277

Shadow banking, macroprudential regulation and redistributional effects

Rubio, Margarita - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015445568

Tax incentives, minimum capital requirements, and the incorporation decision

Massenz, Gabriella - 2025

What leads self-employed entrepreneurs to incorporate? I examine how tax incentives interact with the cost of incorporation to answer this question. I exploit the abolition of minimum capital requirements to set up a limited liability company in the Netherlands and compare entrepreneurs that...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015556240

Operational risk : new standard approach and impacts on banks

Giliberto, Camillo - 2025

In the increasingly complex and dynamic financial landscape, managing operational risks poses a crucial challenge for financial institutions. Evolving regulations, the rise of cyber threats, and growing stakeholder expectations make a rigorous and systematic approach to quantifying and managing...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015589428

Promoting financial inclusion by optimising financial interest rates based on Artificial Intelligence in microfinance institutions

Martín-Schubert, Ana; Lara-Rubio, Juan; Navarro … - 2025

In recent years, the financial sustainability and survival of microfinance institutions (MFIs) have been seriously threatened by factors such as the reduction in donations, cooperation funds and international aid, and increased competition from commercial banks. Faced with this hostile scenario,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015590838

Anticipating changes in bank buffer capital requirements

Schroth, Josef - 2025 - Last updated: December 10, 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015607370

The impact of capital requirements on bank capital

Abbondanza, Aurora; Albertazzi, Ugo; Marques, Aurea Ponte; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015573342

From risk to buffer : calibrating the positive neutral CCyB rate

Herrera, Luis; Pirovano, Mara; Scalone, Valerio - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015574692

Do capital requirements and their international differences affect banks' profitability?

Buchholz, Manuel; Löffler, Axel; Sigel, Patrick - 2025

A key element of the Basel III reforms are stricter capital requirements, which have been im- plemented with varying degrees of stringency across jurisdictions. We examine the impact of these requirements on bank profitability in the US and Europe between 2019 and 2024. We find no evidence that...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015533301

From costs to corporations : can lower startup costs enhance corporate quantity and quality?

Giebel, Marek; Sørensen, Anders - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015560306

Effects of bank capital requirements on lending by banks and non-bank financial institutions

Bednarek, Peter; Briukhova, Olga; Ongena, Steven; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016060570

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Effects of bank capital requirements on lending by banks and non-bank financial institutions

Bednarek, Peter; Briukhova, Olga; Ongena, Steven; … - 2023

Book / Working Paper

The signaling value of legal form in entrepreneurial debt financing

Bracht, Felix; Mahieu, Jeroen; Vanhaverbeke, Steven - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015065106

Optimal capital adequacy ratios for banks

Andersen, Henrik; Juelsrud, Ragnar Enger - 2024

In this paper, we analyse the appropriate capital adequacy ratio for banks from a socio-economic perspective. More equity capital in banks can contribute to financial stability by reducing the risk of costly banking crises, but lending may become more expensive if banks are required finance...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015055118

Optimal design of contingent capital

Melin, Lionel; Panjwani, Ahyan - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015055945

Essays in financial economics

Groeger, Henrike Leonie - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014546176

Leverage ratio, risk-based capital requirements, and risk-taking in the United Kingdom

Fatouh, Mahmoud; Giansante, Simone; Ongena, Steven - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014468733

Capital requirement modeling for market and non-life premium risk in a dynamic insurance portfolio

Cotticelli, Stefano; Savelli, Nino - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014519979

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://ebvufind01.dmz1.zbw.eu/10015159581

Between prudential regulation and shareholder value : an empirical perspective on bank shareholder equity (2001-2017)

Biondi, Yuri; Graeff, Imke J. - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015125169

How to finance Germany's modernisation : financing options under the debt brake

Schuster, Florian; Heilmann, Felix; Krahé, Max; … - 2024 - Status as of: September 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015144178

Political influence, bank capital, and credit allocation

Huang, Sheng; Thakor, Anjan V. - 2024

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,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015145043

Deposit competition and effectiveness of bank capital requirements

Han, Ruoning; Muyeed, Ahadul Kabir - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015133603

Capital requirements in Pillar 1 or Pillar 2 : does it matter for market discipline?

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://ebvufind01.dmz1.zbw.eu/10015321193