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Real effects of bank capital regulations : Global evidence
(12.08.2017)
Bank of Finland Research Discussion Papers 23/2017
Bank of Finland Research Discussion Papers 23/2017
We examine the effect of the full set of bank capital regulations (capital stringency) on loan growth, using bank-level data for a maximum of 125 countries over the period 1998-2011. Contrary to standard theoretical ...
How do shocks to bank capital affect lending and growth?
(28.11.2018)
Bank of Finland Research Discussion Papers 25/2018
Bank of Finland Research Discussion Papers 25/2018
We examine bank capital shocks using a recent new approach based on non-normal errors in vector autoregressive models. Using a sample of 14 European economies over January 2004 through March 2018 we identify two distinct ...
Model-based regulation and firms' access to finance
(15.02.2019)
Bank of Finland Research Discussion Papers 4/2019
Bank of Finland Research Discussion Papers 4/2019
This paper investigates the impact of the model-based approach to bank capital regulation (i.e. the Internal Ratings Based Approach; IRBA) on firms' access to finance. A difference-in-differences methodology is used given ...
Getting better? The effect of the single supervisory mechanism on banks' loan loss reporting and loan loss reserves
(23.05.2018)
Bank of Finland Research Discussion Papers 11/2018
Bank of Finland Research Discussion Papers 11/2018
The recent financial crises have brought into focus questions regarding the quality of banks' assets. We study the patterns in banks reserving for and reporting of loan losses in the EU before and after implementation of ...
Indicators used in setting the countercyclical capital buffer
(16.03.2015)
Bank of Finland Research Discussion Papers 8/2015
Bank of Finland Research Discussion Papers 8/2015
According to EU legislation, the national authorities should use the principle of 'guided discretion' in setting the countercyclical capital buffer (CCB), which increases banks' resilience against systemic risk associated ...
Did the Basel process of capital regulation enhance the resiliency of European Banks?
(27.09.2018)
Bank of Finland Research Discussion Papers 16/2018
Bank of Finland Research Discussion Papers 16/2018
This paper analyses the evolution of the safety and soundness of the European banking sector during the various stages of the Basel process of capital regulation. In the first part we document the evolution of various ...
Are bank capital requirements optimally set? Evidence from researchers’ views
(02.06.2020)
Bank of Finland Research Discussion Papers 10/2020
Bank of Finland Research Discussion Papers 10/2020
We survey 149 leading academic researchers on bank capital regulation. The median (average) respondent prefers a 10% (15%) minimum non-risk-weighted equity-to-assets ratio, which is considerably higher than the current ...
When uncertainty decouples expected and unexpected losses
(26.01.2022)
Bank of Finland Research Discussion Papers 4/2022
Bank of Finland Research Discussion Papers 4/2022
A parsimonious extension of a well-known portfolio credit-risk model allows us to study a salient stylized fact – abrupt switches between high- and low-loss phases– from a risk-management perspective. As uncertainty about ...
Forecasting expected and unexpected losses
(21.12.2020)
Bank of Finland Research Discussion Papers 18/2020
Bank of Finland Research Discussion Papers 18/2020
Extending a standard credit-risk model illustrates that a single factor can drive both expected losses and the extent to which they may be exceeded in extreme scenarios, ie “unexpected losses.” This leads us to develop a ...