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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 ...
Precision of Public Information Disclosures, Banks’ Stability and Welfare
(04.03.2021)
Bank of Finland Research Discussion Papers 3/2021
Bank of Finland Research Discussion Papers 3/2021
We study the optimal precision of public information disclosures about banks assets quality. In our model the precision of information affects banks' cost of raising funding and asset profile riskiness. In an imperfectly ...
Bonus caps, deferrals and bankers' risk-taking
(03.03.2015)
Bank of Finland Research Discussion Papers 5/2015
Bank of Finland Research Discussion Papers 5/2015
Regulators restrict bankers’ risk-taking by bonus caps or deferrals. We derive a structural model to analyze these compensation regulations and show that for a risk-neutral banker subject to positive switching costs of ...
Should bank capital requirements be less risk-sensitive because of credit constraints?
(15.05.2017)
Bank of Finland Research Discussion Papers 10/2017
Bank of Finland Research Discussion Papers 10/2017
We consider optimal capital requirements for banks' lending activities when the potential trade-off between financial stability and economic (productivity) growth is taken into account. Both sides of the trade-off are ...
Stress test precision and bank competition
(02.02.2024)
Bank of Finland Research Discussion Papers 3/2024
Bank of Finland Research Discussion Papers 3/2024
We study a competitive banking sector in which banks choose the level of risk of their asset portfolios and, upon the public disclosure of stress test results, raise funding by promising investors a repayment. We show that ...