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3 résultats pour « capitalratios »

Bank Countercyclical Capital Buffer Under the Liquidity Coverage Ratio Regulation

15 mars 2023 Autre, bank, baseliii, capitalratios, liquidity, ratio, lc, CCyB, capitalbuffer

This paper analyzes the relationship between the #baseliii countercyclical #capitalbuffer (#CCyB) and the #liquidity coverage #ratio (#lcr) requirement. The study shows that banks face a risk-liquidity trade-off with the LCR, affecting the CCyB required level to dampen cyclicality in #bank actual #capitalratios.

Stress Tests and Capital Requirement Disclosures: Do They Impact Banks’ Lending and Risk‑Taking?

15 juil. 2022 Autre, compliance, capitalrequirements, financialstability, ecb, capitalratios, stresstests, maketdiscipline, eurosystem

"Our results confirm that the publication of capital requirements can have a disciplinary effect since banks publishing their requirements tend to have more robust capital ratios, which improves market discipline and financial stability."

Forecasting Bank Capital Ratios Using the Prophet Model by Facebook

28 juin 2022 Autre, banks, regulatory, stresstesting, forecasting, capitalratios, prophetmodel, arimax

"... we conclude that the Prophet model does a good job of forecasting bank capital ratios, which could supplement bank stress tests by regulatory agencies."

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