The Impact of CRD IV on Bank Lending
European Journal of Government and Economics, 2019 This study addresses the post-financial crisis EU banking regulation reform CRD IV. The specific focus is on the relationship between increased capital requirements and the subsequent change in both supply and the price of bank credit. This study employs
Matias Huhtilainen
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Analysis of the Effects of Liquidity and Capital Requirements on the Financial Stability of Iranian banks (According to the rules of Basel III) [PDF]
راهبرد مدیریت مالیThe need to apply the requirements of the Basel III agreement in order to improve the performance of the banking system in the country and reduce the effects of the risks facing this sector, prompted this study to investigate the level of implementation ...
samaneh naghizadeh hanjani +3 more
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Satisfying Bank Capital Requirements: A Robustness Approach in a Modified Roy Safety-First Framework
Mathematics, 2019 This study considers an asset-liability optimization model based on constraint robustness with the chance constraint of capital to risk assets ratio in a safety-first framework under the condition that only moment information is known. This paper aims to
Ebenezer Fiifi Emire Atta Mills +2 more
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Basel II and the Capital Requirements Directive: Responding to the 2008/09 Financial Crisis [PDF]
, 2009 This paper addresses factors which have prompted the need for further revision of banking regulation, with particular reference to the Capital Requirements Directive.
Ojo, Mariane.B.
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‘Don’t Crunch My Credit’: Member State Governments’ Preferences on Bank Capital Requirements
Politics and Governance, 2021 Across Europe, banks remain, to this day, the main suppliers of finance to the European economy, but also a source of systemic risk. As such, regulating them requires that policymakers find an appropriate balance between restricting their risk-taking ...
Sébastien Commain
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Banks’ capital, regulation and the financial crisis [PDF]
, 2013 This paper investigates whether regulatory capital requirements play an important role in determining banks’ equity capital. We estimate equity capital regressions using panel data of a sample of 560 banks for 2004-2010.
Alves, Ana Carolina Gomes +3 more
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Divulgence of Additional Capital Requirements in the EU Banking Union
Economies, 2020 The European Central Bank, as a supervisory authority, set additional to the European level one capital requirements known as Pillar 2 for 118 significant credit institutions.
Michał Kruszka, Marcin Wroński
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Regulatory capital: Implications on credit creation and profitability
Cogent Economics & Finance, 2021 The level of liquidity in banking determines the extent to which a bank can meet its financial intermediation role. Liquidity and regulatory capital requirements have gained momentum after the 2008 global financial crisis. Meeting the shareholder’s need (
Isaiah Oino
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Microprudential bank capital regulation in a complex system
Heliyon, 2023 This paper analyzes the efficacy of microprudential (bank-level) capital requirements in mitigating failure cascades in a network of interconnected banks.
Daniel McKeever
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Role of the Pension Protection Fund in financial risk management of UK defined benefit pension sector: a multi-period economic capital study [PDF]
, 2015 With the advent of formal regulatory requirements for rigorous risk-based, or economic, capital quantification for the financial risk management of banking and insurance sectors, regulators and policy-makers are turning their attention to the pension ...
Lauritzen, McNeil, Porteous
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