70 résultats
pour « banks »
"We find that bank capital and probability of default PD impact each other, where the total influence of the latter on the former is stronger. PD also affects capital via risk-taking but the opposite effect (i.e., from capital to PD via risk) is not identified, which challenges one of the main assumptions underlying capital regulation."
"... requirement releases are more effective for banks with a low capital headroom over requirements and do not trigger additional risk-taking. These findings provide key insights on how to design effective bank capital requirement releases in crisis time."
"... banks with robust pre-crisis regulatory capital ratios are less risky (have a lower insolvency risky) relative to less-capitalised banks amid the crisis period. This suggests that the post 2007-09 Basel reforms have succeeded, to some extent, in strengthening the risk-resilience of banks during the Covid-19 economic fallout."
"We find that default premium, yield slope and inflation are the main drivers of climate transition risk, and that, in terms of capital shortfall, the cost of rescuing more risk-exposed financial firms from climate transition losses is relatively manageable. Simulation of climate risks over a five-year period shows that disorderly transition can be expected to imply significant costs for banks, while financial services and real estate firms remain more sheltered."
"Our findings, based on LDA topic modeling and term frequency, indicate that already at the time of the crisis Israeli banks had shifted the focus of their reports from market and operational risks to credit and liquidity risks. The introduction of Basel III amplified this trend..."
"The ambitious policy agenda in relation to sustainability requires a shifting mindset in the financial sector, in order to finance the transformation towards sustainability."
"... the appointment of a female risk officer is not sufficient to reduce risk-taking by banks."
"... as liquidity providers, well-capitalized banks support economic adaptation to climate change."
"We document the impact of having a risk committee (RC) and a chief risk officer (CRO) on bank risk using the passage of the Dodd Frank Act as a natural experiment... Overall, we find no evidence that the RC or CRO have a causal impact on bank risk."
" A model is set up which assumes that banks’ decisions regarding capital and risk are made endogenously in a dynamic pattern."