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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

No Comments

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…

Lender of last resort versus buyer of last resort – The impact of the ECB actions on the bank-sovereign nexus

29 February 2016

financial stability, papers

No Comments

The authors assess the effectiveness of different ECB interventions in stabilizing the European financial sector following the peak of the sovereign debt crisis in 2011. Central result is that how ECB intervened mattered.…

Systemic risks and banks´capital: a well-meaning illusion?

26 February 2016

blog, opinion, regulation

No Comments

Are the capital requirements high enough and a sufficient buffer in a next crisis? No one can seriously answer the question how much and which capital is exactly necessary. But looking…

SSM SREP methodology booklet – ICAAP and ILAAP expectations

19 February 2016

documents, supervision

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The ECB published a SSM SREP methodology booklet describing the supervisory review and evaluation process. General purpose is to set a level playing field, high standards of supervision and sound risk assessment. Before,…

Neel Kashkari calls to break the biggest U.S. banks

16 February 2016

blog, financial stability, opinion, regulation, speeches

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According to FED of Minneapolis President Neel Kashkari, former U.S. state secretary and vice president at Goldman Sachs, new rules and banking regulation are not sufficient for the biggest banks in…

Macroprudential supervision: from theory to policy

1 February 2016

financial stability, papers

No Comments

According to the papers´ authors, an agreed framework for measuring and addressing financial imbalances is lacking. They propose a holistic approach for the financial system as a whole, and make policy proposals…

The missed opportunity and challenge of capital regulation

15 December 2015

papers, regulation

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The author says that Basel 3 capital requirements are inadequate for several reasons. i. Required equity levels are much too low, ii. use of complex manipulable risk weights that ignore some risks…

Commercial bank failures during the great recession: the real (estate) story

23 November 2015

financial crisis, papers

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The author asks whether exposure to real estate was one of the precipitating factors in the wave of commercial bank failures after the financial crisis. He shows that failed banks entered the…

Final TLAC standard for global systemically important banks

9 November 2015

documents, financial stability

No Comments

The Financial Stability Board published the TLAC standard which defines a minimum requirement for the instruments and liabilities that should be readily available for bail-in within resolution at G-SIBs, but…

research

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

Benefits and costs of higher capital requirements for banks

TLAC/MREL: making failure possible?

Lender of last resort versus buyer of last resort – The impact of the ECB actions on the bank-sovereign nexus

Systemic risks and banks´capital: a well-meaning illusion?

SSM SREP methodology booklet – ICAAP and ILAAP expectations

Neel Kashkari calls to break the biggest U.S. banks

Macroprudential supervision: from theory to policy

The missed opportunity and challenge of capital regulation

Commercial bank failures during the great recession: the real (estate) story

Final TLAC standard for global systemically important banks

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