Results 301 to 310 of about 904,269 (335)

Green Capital Requirements

SSRN Electronic Journal, 2022
We study the effects of green capital requirements that give preferential capital treatment to clean loans. From a positive perspective, our analysis clarifies the differential effects of green supporting and brown penalizing factors. From a normative perspective, we contrast optimal capital requirements under a classic prudential mandate, which is ...
Oehmke, Martin, Opp, Marcus
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Stress Tests of Capital Requirements [PDF]

SSRN Electronic Journal, 1997
This paper examines the performance of the leading methods for setting capital requirements for securities firms' trading books. Tests are conducted on a large sample of UK equity market makers' books over a substantial number of periods of equity market stress from 1985 to 1995.
Elroy Dimson, Paul Marsh
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Capital Requirements for Securities Firms

The Journal of Finance, 1995
ABSTRACTRegulatory authorities set capital requirements to cover the position risk of securities firms and to protect against losses arising from fluctuations in the value of their holdings. The requirements may be set using the comprehensive approach required by the U.S.
Dimson, Elroy, Marsh, Paul
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Bank Capital Requirements, Capital Structure and Regulation

Journal of Financial Services Research, 2012
This paper studies the impact of capital requirements, deposit insurance and franchise value on a bank’s capital structure. We find that properly regulated banks voluntarily choose to maintain capital in excess of the minimum required. Central to this decision is both firm franchise value and the ability of regulators to place banks in receivership ...
John P. Harding, Xiaozhong Liang, Stephen L. Ross   +2 more
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Capital Requirements, Capital Adequacy and Risk Management

SSRN Electronic Journal, 2000
The Basle Committee is seeking to amend the 1988 Accord by introducing a new capital adequacy framework for credit institutions. The proposals, put forward in a consultative paper issued in June 1999 (A New Adequacy Framework), have been submitted for comments to the international banking industry.
Emilio Barone, Rainer Masera
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Capital Requirements Directive (CRD IV)/Capital Requirements Regulation (CRR)

2020
Abstract This chapter focuses on the CRD IV and the CRR. EU credit institutions have legal rights under CRD IV to provide certain services across the EEA. Article 33 of CRD IV allows credit institutions to passport the banking services and activities listed in Annex 1 of CRD IV, and for which they have been authorised to undertake in ...
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The Solvency Capital Requirement

2014
This chapter provides a deep analysis of the first pillar of the European regulatory framework on capital requirements for the insurance industry and has six main goals: describing the principles for the assessment of insurers’ assets, liabilities, and own funds according to the first pillar of Solvency II (Directive 2009/138/EC), and in order to
Maria Grazia Starita, Irma Malafronte
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Working Capital Requirements Revisited

The Engineering Economist, 1993
ABSTRACT The conventional approach to considering working capital cash flows in capital budgeting is to omit them or include some ad hoc figures at the initiation and termination of the project. The authors argue for an endogenous system of estimating relevant working capital cash flows on a periodic basis.
CARL M. HUBBARD, DANIEL T. WALZ
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