B asel III: Long‐term Impact on Economic Performance and Fluctuations
Using a wide range of macroeconomic and econometric models we assess the long‐term
economic impact of the Basel III reform. Our main results are the following.(1) The economic …
economic impact of the Basel III reform. Our main results are the following.(1) The economic …
[图书][B] Assessing the cost of financial regulation
D Elliott, MA Santos - 2012 - books.google.com
This study assesses the overall impact on credit of the financial regulatory reforms in
Europe, Japan, and the United States. Long-term cost estimates are provided for Basel III …
Europe, Japan, and the United States. Long-term cost estimates are provided for Basel III …
[图书][B] Estimating the costs of financial regulation
MA Santos, D Elliott - 2012 - books.google.com
Page 1 IMF STAFF DISCUSSION NOTE September 11, 2012 SDN/12/11 Estimating the Costs
of Financial Regulation André Oliveira Santos and Douglas Elliott INTERNATIONAL …
of Financial Regulation André Oliveira Santos and Douglas Elliott INTERNATIONAL …
Bank capital: A seawall approach
We find that bank capital in the range of 15-23 percent of risk-weighted assets would have
been sufficient to absorb losses in the vast majority of historic banking crises in advanced …
been sufficient to absorb losses in the vast majority of historic banking crises in advanced …
[图书][B] The right balance for banks: Theory and evidence on optimal capital requirements
WR Cline - 2017 - books.google.com
The global financial crisis produced an important agreement among regulators in 2010–11
to raise capital requirements for banks to protect them from insolvency in the event of …
to raise capital requirements for banks to protect them from insolvency in the event of …
Optimal capital ratios for banks in the euro area
In this paper we estimate the optimal level of capital for banks in the euro area. This optimum
is the result of a trade-off between the costs and benefits of more bank capital: although …
is the result of a trade-off between the costs and benefits of more bank capital: although …
Banks' reactions to Basel-III
P Angelini, A Gerali - Bank of Italy Temi di Discussione (Working …, 2012 - papers.ssrn.com
We use a dynamic general equilibrium model of the euro area to study banks' possible
responses to the stricter capital requirements called for by the Basel III reform package. We …
responses to the stricter capital requirements called for by the Basel III reform package. We …
An examination of the safety and profitability of EU and US banks since Basel III
A Lileikienė, P Obi, A Valackienė - Journal of Management, 2021 - ceeol.com
This paper investigates the performance of European and US banks since Basel III. Key
findings in the literature as well as multi-year bank performance data are summarized. With …
findings in the literature as well as multi-year bank performance data are summarized. With …
Testing the Modigliani and Miller theory in practice: Evidence from the Macedonian banking system
A Krstevska, T Nenovski… - Eastern European …, 2017 - Taylor & Francis
Since the introduction of Basel III, bank capital requirements have been raised. The
Modigliani and Miller (MM) theory indicates the irrelevance of the financing structure in terms …
Modigliani and Miller (MM) theory indicates the irrelevance of the financing structure in terms …
Basel III: where should we go from here?
QTT Nguyen - Journal of Financial Economic Policy, 2019 - emerald.com
Purpose This paper aims to propose the directions for potential reforms for the capital
regulation. The focus is on the simplicity and comparability of the regulation, in addition to its …
regulation. The focus is on the simplicity and comparability of the regulation, in addition to its …