Regulatory technology (Reg-Tech) in financial stability supervision: Taxonomy, key methods, applications and future directions
Financial regulation is the basic requirement for financial stability. Recently, regulatory
technology (Reg-Tech) has become one of the main research topics in financial stability …
technology (Reg-Tech) has become one of the main research topics in financial stability …
Bank size, returns to scale, and cost efficiency
A Sapci, B Miles - Journal of Economics and Business, 2019 - Elsevier
Abstract Since the Great Recession, government regulators have become more interested
than ever in the significant increase of bank size in the US financial sector. We contribute to …
than ever in the significant increase of bank size in the US financial sector. We contribute to …
[PDF][PDF] Is idiosyncratic risk priced? The international evidence
P Brockman, T Guo, MG Vivero… - The International Evidence …, 2009 - papers.ssrn.com
We find a positive and significant relation between forecasted idiosyncratic volatility and
returns in a large international database covering 57 countries with over three million …
returns in a large international database covering 57 countries with over three million …
Survival of the biggest: Large banks and financial crises
M Baron, M Schularick… - Available at SSRN …, 2023 - papers.ssrn.com
This paper studies a newly compiled data set of annual balance sheets of more than 11,000
commercial banks across 17 advanced economies since 1870. The new data allow us to …
commercial banks across 17 advanced economies since 1870. The new data allow us to …
The nexus between loan portfolio size and volatility: Does bank capital regulation matter?
F Bremus, M Ludolph - Journal of Banking & Finance, 2021 - Elsevier
This paper analyzes the effects of bank capital regulation on the link between bank size and
volatility. Using bank-level data for 27 advanced economies over the 2000–2014 period, we …
volatility. Using bank-level data for 27 advanced economies over the 2000–2014 period, we …
Payments crises and consequences
Banking-system shutdowns during contractions scar economies. Four times in the last forty
years, governors suspended payments from state-insured depository institutions …
years, governors suspended payments from state-insured depository institutions …
Zipf's law for atlas models
RT Fernholz, R Fernholz - Journal of Applied Probability, 2020 - cambridge.org
A set of data with positive values follows a Pareto distribution if the log–log plot of value
versus rank is approximately a straight line. A Pareto distribution satisfies Zipf's law if the log …
versus rank is approximately a straight line. A Pareto distribution satisfies Zipf's law if the log …
Is idiosyncratic risk priced? The international evidence
P Brockman, T Guo, MG Vivero, W Yu - Journal of Empirical Finance, 2022 - Elsevier
We find a positive and significant relation between forecasted idiosyncratic volatility and
returns in a large international database covering 57 countries with over three million firm …
returns in a large international database covering 57 countries with over three million firm …
The rise of big US banks and the fall of big European banks: A statistical decomposition
RT Fernholz, C Koch - European Economic Review, 2021 - Elsevier
Bank asset concentration has risen in the US since the 1980s and declined in Europe since
2008. We decompose this rise and fall of big banks using rank-based empirical methods that …
2008. We decompose this rise and fall of big banks using rank-based empirical methods that …
Effects of regulatory policies on bank-specific risk and financial stability
M Ludolph - 2021 - edoc.hu-berlin.de
This thesis comprises three independent essays evaluating the impact of different regulatory
policies on bank risk and/or financial stability. First, we examine the effects of capital …
policies on bank risk and/or financial stability. First, we examine the effects of capital …