Results 101 to 110 of about 1,535,622 (212)

Credit allocation, capital requirements and output [PDF]

open access: yes
We show how banks’ excessive risk-taking, stemming from informational asymmetries in loan markets, can lead to an excessive output loss when a recession starts.
Jokivuolle, Esa   +2 more
core  

Fundamental Differences of the Discount Rate

open access: yesTheory, Methodology, Practice, 2002
The lecture points out the contradiction, which hides behind the yield requirements interpreted by the ‘shareholder aspect’ and the opportunity cost resting on microeconomic bases.
Mária Illés
doaj  

The impact of capital requirements on U.K. bank behaviour [PDF]

open access: yes
This paper was presented at the conference "Financial services at the crossroads: capital regulation in the twenty-first century" as part of session 1, "Impact of capital requirements on bank risk taking: empirical evidence." The conference, held at the ...
Ian Michael   +2 more
core  

Outliers in Garch models and the estimation of risk measures [PDF]

open access: yes
In this paper we focus on the impact of additive level outliers on the calculation of risk measures, such as minimum capital risk requirements, and compare four alternatives of reducing these measures' estimation biases. The first three proposals proceed
Aurea Grané, Helena Veiga
core  

Capital Requirements and Bailouts [PDF]

open access: yesQuarterly Review, 2017
Fabrizio Perri, Georgios Stefanidis
openaire   +1 more source

Financial collateral and capital adequacy requirements [PDF]

open access: yes
To what extent can the use of financial collateral as a credit risk mitigant affect capital adequacy requirements? This article considers the current and future capital adequacy regimes applying to credit institutions as they relate to collateralised ...
Ralph de Haas, Thomas Keijser
core  

The Role of Capital in Financial Institutions [PDF]

open access: yes
This paper examines the role of capital in financial institutions. As the introductory article to a conference on the role of capital management in banking and insurance, it describes the authors' views of why capital is important, how market-generated ...
Allen N. Berger   +2 more
core  

Liquidity and Capital Requirements and the Probability of Bank Failure [PDF]

open access: yes
Using the model of Rochet and Vives (2004), this note shows that a prudential regulator can in general not mitigate a bank’s failure risk solely by means of liquidity requirements.
Philipp Johann König
core  

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