Weaknesses of Financial Market Regulation
" The biggest Shortcoming of the recent reforms to the stabilization of the #financialsystem, such as #baseliii and the American...
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Rechercher
18 avr. 2023
Silicon Valley Bank - (Why) Did Regulation And Risk Management Fail To Uncover Substantial Risks?
"This paper examines the major causes of #svbcollapse collapse in March 2023 from a #regulatory and #riskmanagement perspective... Our...
23 mars 2023
Measuring Tail Operational Risk in Univariate and Multivariate Models with Extreme Losses
"This paper considers some univariate and multivariate #operationalrisk#models , in which the #loss severities are modeled by some weakly...
15 mars 2023
Bank Countercyclical Capital Buffer Under the Liquidity Coverage Ratio Regulation
This paper analyzes the relationship between the #baseliii countercyclical #capitalbuffer (#CCyB) and the #liquidity coverage #ratio...
14 févr. 2022
Risk-oriented approach to determining bank’s capital size according to requirements of basel
"The conducted experiment on calculation of the bank's capital for operational risk with different methods showed non-profitability of...
9 févr. 2022
Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models
"... the effects of regulation are positive on GDP whenever the costs and benefits of regulation are both introduced. However, this...
1 févr. 2022
Basel III and Recourse to Eurosystem Monetary Policy Operations
"In addition to raising capital requirements, it introduced three ratios, two of which set out minimum standards for liquidity and...
5 janv. 2022
Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models
"This paper... reviews the different channels of transmission of prudential policy highlighted in the literature and... provides a...
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