65 résultats pour « banks »

Basel III and Recourse to Eurosystem Monetary Policy Operations

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"In addition to raising capital requirements, it introduced three ratios, two of which set out minimum standards for liquidity and funding risk, i.e. the liquidity coverage ratio and the net stable funding ratio, and one which aims to limit leverage in the banking system, i.e. the leverage ratio... This paper investigates the extent to which the regulatory initiatives might have already had an impact on banks."

When do you Stop Supporting your Bankrupt Subsidiary?

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"We find that depending on the capitalisation of the network, a holding structure can be beneficial as compared to smaller separated entities. In other instances it can be harmful and actually increase contagion. We illustrate our results in a numerical case study and also determine the optimal level of holding support from a regulator perspective."