Download Liquidity Risk, Efficiency and New Bank Business Models by Santiago Carbó Valverde, Pedro Jesús Cuadros Solas, PDF
By Santiago Carbó Valverde, Pedro Jesús Cuadros Solas, Francisco Rodríguez Fernández
This publication presents perception into present examine themes in finance and banking within the aftermath of the monetary situation. during this quantity, authors current empirical examine on liquidity chance mentioned within the context of Basel III and its implications. Chapters additionally examine subject matters comparable to financial institution potency and new financial institution company versions from a enterprise diversification standpoint, the consequences on monetary exclusion and the way liquidity mismatches are comparable with the financial institution enterprise version. This publication can be of price to these with an curiosity in how Basel III has had a tangible effect upon banking procedures, relatively with reference to keeping liquidity, and the most recent examine in monetary enterprise models.
Read or Download Liquidity Risk, Efficiency and New Bank Business Models PDF
Similar banking books
The applying of information Mining (DM) applied sciences has proven an explosive progress in progressively more diversified parts of commercial, executive and technological know-how. of an important company components are finance, particularly in banks and insurance firms, and e-business, corresponding to internet portals, e-commerce and advert administration prone.
Every one new bankruptcy of the second one variation covers a facet of the mounted source of revenue industry that has develop into correct to traders yet isn't really coated at a sophisticated point in latest textbooks. this can be fabric that's pertinent to the funding judgements yet isn't really freely on hand to these now not originating the goods.
Additional resources for Liquidity Risk, Efficiency and New Bank Business Models
Essays on performance management systems, regulation and change in Swedish Banks. Kållered, Sweden: BAS. , & Wilkens, M. (2015). Determinants of bank interest margins: Impact of maturity transformation. Journal of Banking & Finance, 54, 1–19. Fleischer, V. (2010). Regulatory arbitrage. Texas Law Review, 89(2), 227–289. A. (2002). Sources of bank interest rate risk. The Financial Review, 37(2), 351–367. , & Santabárbara, D. (2009). What explains the low profitability of Chinese banks? Journal of Banking and Finance, 33(11), 2080–2092.
In the presence of enhanced capital regulations, less capitalised banks may be forced to increase their capital bases to comply with regulatory frameworks, and heavily capitalised banks may be forced to raise their loss-absorbing capacities to optimal capital margin levels to present themselves as a well-capitalised bank. We test theories on regulatory arbitrage as a regulatory response strategy with focus on concerns regarding capital and ALM risks based on data related to developments in European banks that address the upcoming Basel III capital requirements.
Evidence from usage of trust preferred securities. org/papers/ w19984. Accessed 30 September 2015. 32 M. R. (2007). Regulatory capital arbitrage and the potential competitive impact of Basel II in the market for residential mortgages. Journal of Real Estate Finance & Economics, 35(2), 197–219. , (2012), Regulatory arbitrage in cross-border banking mergers within the EU. G. (2000). A theory of bank capital. Journal of Finance, 55(6), 2431–2465. , & Yan, Y. (1999). Managing banks’ duration gaps when interest rates are stochastic and equity has limited liability.