Results 261 to 270 of about 28,573 (303)
Some of the next articles are maybe not open access.
Capital incentives and adequacy for securitizations
Journal of Banking & Finance, 2012This paper analyzes the capital incentives and adequacy of financial institutions for asset portfolio securitizations. The empirical analysis is based on US securitization rating and impairment data. The paper finds that regulatory capital rules for securitizations may be insufficient to cover implied losses during economic downturns such as the Global
Daniel Roesch, Harald Scheule
openaire +1 more source
On the Adequacy of Bank Capital Regulation
The Journal of Financial and Quantitative Analysis, 1984The group of issues that falls under the heading of bank capital adequacy has received a great deal of attention from academics, regulators, and bankers in recent years and is likely to continue as a subject for debate for many years to come. Although the traditional questions debated in the literature on capital adequacy are important and remain ...
openaire +1 more source
A Capital Adequacy Buffer Model [PDF]
, 2013 __Abstract__ In this paper, we develop a new capital adequacy buffer model (CABM) which is sensitive to dynamic economic circumstances. The model, which measures additional bank capital required to compensate for fluctuating credit risk, is a novel combination of the Merton structural model which measures distance to default and the timeless capital ...
Allen, D.E., Powell, R.J., Singh, A.K.
openaire +3 more sources
Credit Lines and Capital Adequacy
SSRN Electronic Journal, 2011I show how capital regulations, by imposing a low or zero cost on undrawn credit lines, can lead to ex post misallocation of credit across different borrowers following a market shock. This effect is in addition to the liquidity impact of credit line drawdowns highlighted by previous literature. In a theoretical model, I examine why capital regulations
openaire +1 more source
Capital Adequacy in Insurance and Reinsurance
2005AbstractThis chapter considers capital adequacy and capital regulation of insurers and reinsurers. A basic theme is that capital standards should be less stringent for financial sectors characterized by greater market discipline and less systemic risk.
openaire +1 more source
Capital Adequacy and Risk Management
2007Chinese banks have generally been undercapitalised (Table 13.1) — especially considering the fact that adequate provision has not been made for their loan losses.
openaire +1 more source