Environment–risk-weighted assets: allowing banking supervision and green economy to meet for good

L Esposito, G Mastromatteo… - Journal of Sustainable …, 2019‏ - Taylor & Francis
The 2008 crisis exposed the not-so-benign neglect of systemic risk and financial stability in
theoretical analyses as well as in economic and regulatory policies. As the world financial …

US bank capital regulation: History and changes since the financial crisis

JR Walter - Economic Quarterly, 2019‏ - papers.ssrn.com
Following the financial crisis of 2007-08, capital requirements were revised along a number
of important dimensions with the intent of shoring up the banking system and reducing the …

The relation between religiosity and private bank outcomes

BW Cantrell, CG Yust - Journal of Banking & Finance, 2018‏ - Elsevier
We examine the effect of headquarters' local religiosity on private bank outcomes.
Religiosity is associated with lower risk-taking for public banks, but the unique features of …

When could macroprudential and monetary policies be in conflict?

JDG Revelo, G Levieuge - Journal of Banking & Finance, 2022‏ - Elsevier
This paper aims to provide a comprehensive analysis of the potential conflicts between
macroprudential and monetary policies within a DGSE model with financial frictions. The …

A q-theory of banks

J Begenau, S Bigio, J Majerovitz, M Vieyra - 2020‏ - nber.org
We document five facts about banks:(1) market and book leverage diverged during the 2008
crisis,(2) Tobin's Q predicts future profitability,(3) neither book nor market leverage appears …

[PDF][PDF] Leverage ratio and its potential for enhancing the effectiveness of capital regulation

L Pfeifer, Z Pikhart - Journal of Central Banking Theory and Practice, 2019‏ - sciendo.com
The article deals with the procyclical development of risk weights and hence the risk-
weighted capital ratio. The leverage ratio should be included in the regulatory reform …

Artificial intelligence and the financial markets: Business as usual?

J Schemmel - Regulating artificial intelligence, 2019‏ - Springer
AI and financial markets go well together. The promise of speedy calculations, massive data
processing and accurate predictions are too tempting to pass up for an industry in which …

[PDF][PDF] Impact of Basel Accord on bank lending: A case study of Pakistani commercial banks

Z Anees, K Iftikhar, SZA Rizvi - Pakistan Journal of Social Research, 2023‏ - pjsr.com.pk
The purpose of the study is to analyze the impact of financial regulations imposed by Basel
III on commercial banks' lending in Pakistan. The study is based on an empirical analysis of …

New kid on the block: leverage ratio and its implications for banking regulation

L Pfeifer, M Hodula - The European Journal of Finance, 2021‏ - Taylor & Francis
The capital regulation reform package (CRR2) proposed for the EU banking sector
introduces a minimum leverage ratio as a (non-risk-weighted) prudential backstop. In this …

Cyclicality of capital adequacy ratios in heterogeneous environment: A nonlinear panel smooth transition regression explanation

G Rubbaniy, AA Khalid, S Polyzos… - Managerial and …, 2022‏ - Wiley Online Library
Our study uses a new business cycle (BC) index and a nonlinear panel smooth transition
regression model on quarterly data of 1538 bank holding companies of the United States to …