Bank regulatory arbitrage via risk weighted assets dispersion
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Financial Stability"
DOI: 10.1016/j.jfs.2016.10.006
Abstract: Increased dispersion of Risk Weighted Assets (RWA) troubles regulators as potentially undermining prudential supervision. We study the determinants of RWA/EAD (Exposure-At-Default) on data painstakingly compiled from Basel Pillar-Three for 239 European banks over 2007–2013. We… read more here.
Keywords: via risk; risk; risk weighted; regulatory arbitrage ... See more keywords
Assessing banking sectors’ efficiency of financially troubled Eurozone countries
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DOI: 10.1016/j.ribaf.2019.101121
Abstract: Abstract The aim of this paper is to assess the relative banking efficiency of the Eurozone’s soft underbelly (i.e., the so called PIIGS countries: Portugal, Ireland, Italy, Greece and Spain) in the period after the… read more here.
Keywords: risk weighted; eurozone; weighted assets; efficiency ... See more keywords