Results 231 to 240 of about 90,787 (269)
Some of the next articles are maybe not open access.
The Impact of the Leverage Ratio on Client Clearing
SSRN Electronic Journal, 2018As part of the post-crisis regulatory reform, many interest-rate derivative transactions are required to be centrally cleared. Nevertheless, the treatment of this type of transaction under the leverage ratio (LR) requirement does not allow for the use of initial margin to reduce the exposure, thereby increasing capital costs.
Gerardo Ferrara +2 more
openaire +1 more source
Harsher Leverage Ratio Requirements Can Keep Banks from Levering Up Leverage Ratio Requirements
SSRN Electronic Journal, 2016At least the current Financial Crisis shows that the global banking sector is not robust against tail risks. In particular, the sufficiency of solely focussing on risk-sensitive capital requirements in the BASEL II framework to stabilize the banking system has been doubted. A possible solution for the problems that occurred is provided by an additional
openaire +1 more source
WACC Approach and Nonconstant Leverage Ratio
SSRN Electronic Journal, 1998Generalizing a result of Miles and Ezzel (1980) we extend the WACC approach to the case of nonconstant leverage ratios. Furthermore, it is shown that the original proof of Miles and Ezzel was incomplete.
openaire +1 more source
Financial Intermediaries, Leverage Ratios and Business Cycles [PDF]
, 2010 I document cyclical properties of aggregate measures of liabilities, equity, and leverage ratio in the U.S. financial sector and those of credit spread. I find that (i) liabilities and equity are procyclical, leverage ratio is acyclical, and credit spread is countercyclical, (ii) financial variables are three to ten times more volatile than output, and
openaire +1 more source
Leverage ratio and risk-taking: theory and practice
SSRN Electronic Journal, 2022Mahmoud Fatouh +2 more
openaire +1 more source
The analysis of the corporate leverage ratio
2021Zhang Xiaojing, Chang Xin, Liu Lei
openaire +1 more source
The relationship between economic policy uncertainty and corporate leverage: Evidence from Brazil
Finance Research Letters, 2021Flavia Zoboli Dalmacio
exaly
Capital Allocation, the Leverage Ratio Requirement
SSRN Electronic Journal, 2021Ioana Neamțu, Quynh Anh Vo
openaire +1 more source