Results 1 to 10 of about 1,535,602 (192)
Optimal equity capital requirements for large Swiss banks. [PDF]
Swiss J Econ Stat, 2018 Ten years after the worst financial crisis of the post-war period, Switzerland has established a Too-Big-To-Fail (TBTF) framework. Under this framework, the two large Swiss banks are subject to substantial capital requirements.
Junge G, Kugler P.
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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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Payment to Investors Policy Choice: US Market Research [PDF]
Финансовый журнал, 2022 In recent years, US share buyback costs have hit record highs, in part due to the 2017 Tax Reform, shareholder activities and record low borrowing costs.
Varvara V. Nazarova +1 more
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Systemic Capital Requirements [PDF]
SSRN Electronic Journal, 2011 The credit risk that an individual bank poses to the rest of the financial system depends on its size, the type of exposures it has to the real economy, and its obligations to other institutions. This paper describes a system-wide risk management approach to calibrating individual banks’ capital requirements that takes into account these factors and ...
Webber, Lewis, Willison, Matthew
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Concentration of capital on the insurance market and solvency assumption [PDF]
Megatrend Revija, 2022 The subject of this paper is the analysis of the concentration of capital on the insurance market in the Republic of Serbia and the identification of critical points in the analysis of insolvency of insurers.
Isailović Miloje +2 more
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Risky Mortgages and Macroprudential Policy: A Calibrated DSGE Model for Lithuania
Ekonomika, 2021 Following the financial crisis of 2009 there was an emergence of macroprudential policy tools, as well as a need to model the macroeconomy and the financial sector in a coherent framework.
Jaunius Karmelavičius
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Measuring the risk of lending to small and medium-sized enterprises in the Republic of Serbia in light of modern banking regulations? [PDF]
Economic Horizons, 2020 The subject matter of this paper is measuring the risk of lending to Small and Medium-sized Enterprises (SMEs) from the point of view of the existing banking regulations.
Mirela Mitrasevic, Snezana Bardarova
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What drove the rise in bank lending rates in Lithuania during the low-rate era?
Baltic Journal of Economics, 2023 While Euro area interest rates were responding to accommodative monetary policy and decreasing throughout 2015-2019, in stark contrast, Lithuania's bank lending rates increased.
Jaunius Karmelavičius +2 more
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Incentive-Based Capital Requirements [PDF]
Management Science, 2017 This paper proposes a new regulatory approach that implements capital requirements contingent on executive incentive schemes. We argue that excessive risk taking in the financial sector originates from the shareholder moral hazard created by government guarantees rather than from corporate governance failures within banks. The idea behind the proposed
Eufinger, Christian, Gill, Andrej
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Calculating capital requirements for operational risk
Managerial Economics, 2021 Operational risks have become increasingly important for banks, especially against the background of growing IT dependency and the increasing complexity of their activities.
Gerd Waschbusch, Sabina Kiszka
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