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Why bank capital matters for monetary policy

7 April 2016

papers

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In their paper the authors found that higher bank capital is associated with greater lending, and that the mechanism involved in this channel is the lower funding costs associated with better capitalised…

BIS says to complete regulatory reform agenda in 2016

5 April 2016

regulation, speeches

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Secretary General William Coen in a speech said that one of the main goals is to address excessive variability in risk-weighted assets modelled by banks. He also said that the BCBS defines…

BCBS report on risk-weighted assets in the banking book

1 April 2016

documents, regulation, reports

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The report finds a reasonable relationship between estimates of probabilities of default and actual default rates. It also evaluates the variability in estimates of exposure at default for all asset…

ECB annual report on supervisory activities

23 March 2016

reports, supervision

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The European Central Bank published its’ second report on supervisiory activities, giving an overview on the organisational set-up, financial stability issues, proceedings and the Single Supervisory Mechanism as well as legal…

Crisis transmission through the global banking network

18 March 2016

financial crisis, financial stability, papers

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The authors find that a larger number of direct loan exposures to bank borrowers in countries experiencing systemic banking crises reduces bank returns and the granting of large corporate loans. On…

Bank solvency and funding cost

15 March 2016

papers

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The authors examine the sensitivity of bank funding cost to solvency measures. They find that solvency is negatively and significantly related to measures of funding cost, whereas the relationship is stronger…

Uneasy calm gives way to turbulence

6 March 2016

analysis, reports

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In its’ quarterly review the Bank for International Settlements analyses international banking and financial market developments, warning that there is a gathering storm in the global economy, in part caused by…

Fiscal sustainability and the financial cycle

4 March 2016

financial stability, papers

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The authors look at channels through which financial cycles flatter fiscal accounts. They focus on how to estimate more reliable cyclically adjusted fiscal balances to take into account the nexus between the financial cycle…

Benefits and costs of higher capital requirements for banks

1 March 2016

papers, regulation

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The author derives new estimates of the likely economic losses both from banking crises and from increasing bank capital requirements. According to the paper, a socially optimal level of bank capital…

TLAC/MREL: making failure possible?

1 March 2016

analysis, publications, regulation, resolution

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The Finance Watch policy brief is a valuable in-depth description and analysis of TLAC/MREL, pointing to some substantial deficiencies. It provides an update on recent developments in the area of bank recovery and…

research

n e w s l e t t e r
get quarterly info

Why bank capital matters for monetary policy

BIS says to complete regulatory reform agenda in 2016

BCBS report on risk-weighted assets in the banking book

ECB annual report on supervisory activities

Crisis transmission through the global banking network

Bank solvency and funding cost

Uneasy calm gives way to turbulence

Fiscal sustainability and the financial cycle

Benefits and costs of higher capital requirements for banks

TLAC/MREL: making failure possible?

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n e w s l e t t e r get quarterly info

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