18 research outputs found
Internal Ratings, the Business Cycle and Capital Requirements: Some Evidence from an Emerging Market Economy
No full textAuswirkungen der Qualität von Ratingsystemen auf die regulatorische Eigenkapitalbelastung
No full textRating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework
No full textProcyclicality, Rating systems, Basel II, General equilibrium, D58, E44, G21, G38,
On dividend restrictions and the collapse of the interbank market
No full textUntil recently, financial services regulation remained largely segmented along national lines. The integration of financial markets, however, calls for a systematic and coherent approach to regulation. This paper studies the effect of market based regulation on the proper functioning of the interbank market. Specifically, we argue that restrictions on the payout of dividends by banks can reduce their expected default on (interbank) loans, stimulate trade in this market and improve the welfare of consumers
On the Behaviour and Determinants of Risk-Based Capital Ratios: Revisiting the Evidence from UK Banking Institutions
No full textMonitoring Pro-Cyclicality under the Capital Requirements Directive: Concepts for Developing a Framework
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The Integrated Impact of Credit and Interest Rate Risk on Banks: An Economic Value and Capital Adequacy Perspective
No full textMonitoring Pro-Cyclicality under the Capital Requirements Directive: Preliminary Concepts for Developing a Framework
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