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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...
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15 juil. 2022
Stress Tests and Capital Requirement Disclosures: Do They Impact Banks’ Lending and Risk-Taking?
"Our results confirm that the publication of capital requirements can have a disciplinary effect since banks publishing their...
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28 juin 2022
Forecasting Bank Capital Ratios Using the Prophet Model by Facebook
"... we conclude that the Prophet model does a good job of forecasting bank capital ratios, which could supplement bank stress tests by...
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