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3 résultats pour « ssm »

The ECB Single Supervisory Mechanism: Effects on Bank Performance and Capital Requirements

5 déc. 2022 Autre, banks, capitalrequirements, ecb, ssm, rwa

"Under the Single Supervisory Mechanism (SSM) introduced in 2014, the European Central Bank directly supervises significant euro area banks, which hold about 82% of total banking assets. We find that this important supervisory change has positive effects on the return on assets and the return on risk-weighted assets of SSM banks without increasing the risk weights used to calculate regulatory capital."

What Drives Bank‑Specific Capital Requirements? Evidence from the Ssm

26 juil. 2022 Autre, riskmanagement, banks, compliance, capitalrequirements, ecb, ssm, pillar2

"Drawing on recently disclosed information on the Pillar 2 capital requirements of banks directly supervised by the ECB, we find that bank-specific capital requirements are mostly driven by business model and profitability, credit risk, and internal governance and risk management issues. Moreover, we propose a novel measure of bank governance quality that teases out the qualitative dimension of the P2R decision."

What You Don’t Know Won’t Hurt You

22 juin 2022 Autre, capitalrequirements, supervision, ssm, eba, corep, marketmonitoring, marketdiscipline, bankingunion, finrep

"Our results suggest that a stronger preference for confidential reporting is associated with significantly lower trading volume, return volatility, and absolute returns around banks’ earnings announcements."

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