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  • 1
    Online Resource
    Online Resource
    Proportionale Bankenregulierung : Chance für Genossenschaftsbanken?
    Walter de Gruyter GmbH ; 2018
    In:  Zeitschrift für das gesamte Genossenschaftswesen Vol. 68, No. 1 ( 2018-03-26), p. 56-65
    Details
    In: Zeitschrift für das gesamte Genossenschaftswesen, Walter de Gruyter GmbH, Vol. 68, No. 1 ( 2018-03-26), p. 56-65
    Abstract: Die krisengetriebene Re-Regulierung verursacht Transaktionskosten, die besonders für kleine und mittelgroße Kreditinstitute (KMU-Banken) erhebliche Belastungen darstellen. Vertreter der betroffenen Kreditinstitute, aber auch von Regulierungsinstitutionen, haben hierauf mit Vorschlägen für eine abgestufte, proportionale Bankenregulierung reagiert. Aufgrund des hohen Anteils kleiner Institute dürfte gerade der genossenschaftliche Bankensektor davon profitieren. Der nachfolgende Kurzbeitrag würdigt dahingehende Vorschläge.
    Type of Medium: Online Resource
    ISSN: 2366-0414 , 0044-2429
    URL: Article
    DOI: 10.1515/zfgg-2018-0005
    RVK:
    PE 100
    RVK:
    QA 10000
    Language: English
    Publisher: Walter de Gruyter GmbH
    Publication Date: 2018
    detail.hit.zdb_id: 2034534-3
    SSG: 3,2
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    BTU Cottbus
    Wissenschaftspark Albert Einstein
    EUV Frankfurt
    TH Wildau
    FH Potsdam
  • 2
    Online Resource
    Online Resource
    Systemically important financial institutions in Latin America - a Primer
    FapUNIFESP (SciELO) ; 2016
    In:  Revista de Economia Política Vol. 36, No. 2 ( 2016-06), p. 410-429
    Details
    In: Revista de Economia Política, FapUNIFESP (SciELO), Vol. 36, No. 2 ( 2016-06), p. 410-429
    Abstract: RESUMO As instituições financeiras mostram uma exposição de risco e vulnerabilidade característica, tornando-as propensas à instabilidade. Os sistemas financeiros da América Latina, no entanto, ficaram praticamente incóluMES pela crise financeira mundial a partir de 2008. Esta pesquisa state-of-the-art fornece uma análise aprofundada sobre a identificação e regulamentação das instituições financeiras sistemicamente importantes (IFSI). Apesar da América Latina se beneficiar de sua rica experiência histórica na gestão de riscos sistêmicos, acreditamos que o problema das IFSIs é ainda subestimado. No entanto, existem primeiros esforços para lidar com as IFSIs na ciência, e particularmente os supervisores e reguladores latino-americanos estão começando a levar a sério a ameaça representada pelas IFSIs.
    Type of Medium: Online Resource
    ISSN: 0101-3157
    URL: Article
    DOI: 10.1590/0101-31572016v36n02a09
    RVK:
    QA 10000
    Language: Unknown
    Publisher: FapUNIFESP (SciELO)
    Publication Date: 2016
    detail.hit.zdb_id: 2223731-8
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    BTU Cottbus
    Wissenschaftspark Albert Einstein
    EUV Frankfurt
    TH Wildau
    FH Potsdam
  • 3
    Online Resource
    Online Resource
    Systemic risk among European banks: A copula approach
    Elsevier BV ; 2016
    In:  Journal of International Financial Markets, Institutions and Money Vol. 42 ( 2016-05), p. 27-42
    Details
    In: Journal of International Financial Markets, Institutions and Money, Elsevier BV, Vol. 42 ( 2016-05), p. 27-42
    Type of Medium: Online Resource
    ISSN: 1042-4431
    URL: Article
    DOI: 10.1016/j.intfin.2016.01.002
    Language: English
    Publisher: Elsevier BV
    Publication Date: 2016
    detail.hit.zdb_id: 2020265-9
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  • 4
    Online Resource
    Online Resource
    The impact of state guarantees on banks’ ratings and risk behaviour.
    Virtus Interpress ; 2014
    In:  Journal of Governance and Regulation Vol. 3, No. 1 ( 2014), p. 42-57
    Details
    In: Journal of Governance and Regulation, Virtus Interpress, Vol. 3, No. 1 ( 2014), p. 42-57
    Abstract: State guarantees are supposed to have positive influence on banks’ ratings as they provide an additional safety net to depositors while lending the guarantor’s creditworthiness to the bank. Based hereupon, we research if and to what extent guarantees perceptibly affect market prices of securities issued by banks. Our results indicate that banks receive governmental rating subsidies of up to 7 notches depending on the region. Furthermore, literature suggests that guarantees and subsequent bailout expectations increase the risk appetite of banks enjoying this governmental support, as protected actors feel less incentivized to apply market discipline. Based hereupon, we consider the possibility of reversed causality: Is the probability of bailouts correlated to a bank’s risk taking? Analysing the drivers of governmental support for different types of banks, we find that governments are particularly willing to bail out (traditional commercial) banks with low returns on investment, or weak share performance, and a higher exposure to risk.
    Type of Medium: Online Resource
    ISSN: 2306-6784 , 2220-9352
    URL: Journal
    URL: Article
    DOI: 10.22495/jgr
    DOI: 10.22495/jgr_v3_i1_p3
    Language: English
    Publisher: Virtus Interpress
    Publication Date: 2014
    detail.hit.zdb_id: 2819535-8
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    BTU Cottbus
    Wissenschaftspark Albert Einstein
    EUV Frankfurt
    TH Wildau
    FH Potsdam
  • 5
    Online Resource
    Online Resource
    Regulation by Ratings: An Economic Point of View
    Kluwer Law International BV ; 2014
    In:  European Business Law Review Vol. 25, No. Issue 2 ( 2014-03-01), p. 249-268
    Details
    In: European Business Law Review, Kluwer Law International BV, Vol. 25, No. Issue 2 ( 2014-03-01), p. 249-268
    Abstract: Although not designed for that purpose, privately produced credit ratings have become a popular tool used by regulators of financial intermediaries. However, not only the recent processes of the financial crisis have shown that the delegation of governance to credit ratings has become too widespread, and is fundamentally flawed. Besides an economic analysis of the status quo of financial regulation via credit ratings, and crisis-driven political initiatives that try to improve the regulatory framework, we discuss four alternative methods of credit risk assessment. By these means it could be possible to find a way to reduce the mechanistic reliance on credit ratings, thus improving the quality of regulation and promoting financial institutions' own credit risk assessment.
    Type of Medium: Online Resource
    ISSN: 0959-6941
    URL: Article
    DOI: 10.54648/EULR2014009
    Language: English
    Publisher: Kluwer Law International BV
    Publication Date: 2014
    detail.hit.zdb_id: 1104388-X
    detail.hit.zdb_id: 2015325-9
    SSG: 2
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  • 6
    Online Resource
    Online Resource
    Analysis of infrastructure financing by debt funds in the EU
    Thomas Telford Ltd. ; 2015
    In:  Proceedings of the Institution of Civil Engineers - Management, Procurement and Law Vol. 168, No. 1 ( 2015-02), p. 12-21
    Details
    In: Proceedings of the Institution of Civil Engineers - Management, Procurement and Law, Thomas Telford Ltd., Vol. 168, No. 1 ( 2015-02), p. 12-21
    Abstract: This article analyses the basic financial market conditions in the European Union (EU), which enable the emergence of debt funds. Using this foundation, the paper explains how and why infrastructure debt funds, specifically, are evolving in the EU. To this end, infrastructure is introduced as an asset class. The paper's main body is composed of a market overview as well as an analysis of optimal contractual design of infrastructure debt funds in the EU. However, in spite of the great euphoria associated with their introduction, debt funds will have to face regulatory challenges that could quickly lead to disillusionment among their supporters. A recently adopted EU law, the Alternative Investment Funds Managers Directive, is the basis for consistent EU-wide regulation of infrastructure debt funds. Thus, finally, debt funds are examined briefly within the regulatory framework of European financial markets. An outlook for the future and the proposal of additional research opportunities mark the end of this paper.
    Type of Medium: Online Resource
    ISSN: 1751-4304 , 1751-4312
    URL: Article
    DOI: 10.1680/mpal.13.00049
    Language: English
    Publisher: Thomas Telford Ltd.
    Publication Date: 2015
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  • 7
    Online Resource
    Online Resource
    Rating and Financing Subsidies for Global Systemically Important Banks
    Elsevier BV ; 2013
    In:  SSRN Electronic Journal
    Details
    In: SSRN Electronic Journal, Elsevier BV
    Type of Medium: Online Resource
    ISSN: 1556-5068
    URL: Article
    DOI: 10.2139/ssrn.2392750
    Language: English
    Publisher: Elsevier BV
    Publication Date: 2013
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  • 8
    Online Resource
    Online Resource
    Analysis of Infrastructure Financing via Debt Funds in the European Union
    Elsevier BV ; 2013
    In:  SSRN Electronic Journal
    Details
    In: SSRN Electronic Journal, Elsevier BV
    Type of Medium: Online Resource
    ISSN: 1556-5068
    URL: Article
    DOI: 10.2139/ssrn.2398020
    Language: English
    Publisher: Elsevier BV
    Publication Date: 2013
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  • 9
    Online Resource
    Online Resource
    Systemically Important Financial Institutions in Latin America - A Survey
    Elsevier BV ; 2014
    In:  SSRN Electronic Journal
    Details
    In: SSRN Electronic Journal, Elsevier BV
    Type of Medium: Online Resource
    ISSN: 1556-5068
    URL: Article
    DOI: 10.2139/ssrn.2441874
    Language: English
    Publisher: Elsevier BV
    Publication Date: 2014
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  • 10
    Online Resource
    Online Resource
    Determinants of systemically important banks: the case of Europe
    Emerald ; 2015
    In:  Journal of Financial Economic Policy Vol. 7, No. 4 ( 2015-11-2), p. 446-476
    Details
    In: Journal of Financial Economic Policy, Emerald, Vol. 7, No. 4 ( 2015-11-2), p. 446-476
    Abstract: – This paper aims to investigate the drivers of systemic risk and contagion among European banks from 2007 to 2012. The authors explain why some banks are expected to contribute more to systemic events in the European financial system than others by analysing the tail co-movement of banks’ security prices. Design/methodology/approach – First, the authors derive a systemic risk measure from the concepts of marginal expected shortfall and conditional value at risk analysing tail co-movements of daily bank stock returns. The authors then run panel regressions for the systemic risk measure using idiosyncratic bank characteristics and a set of country and policy control variables. Findings – The results comprise highly significant drivers of systemic risk in the European banking sector with important implications for research and banking regulation. Using a set of panel regressions, the authors identify bank size, asset and income structure, loss and liquidity coverage, profitability and several macroeconomic conditions as drivers of systemic risk. Research limitations/implications – Analysing the tail co-movement of security prices excludes a number of “smaller” institutions without publicly listed securities. The other shortfall is that we do not assess the systemic impact of non-bank financial institutions. Practical implications – Regulators have to consider a broad variety of indicators for assessing systemic risks. Existing microprudential-oriented rules are less effective, and policymakers may consider new measures like asset diversification to mitigate systemic risks in the banking system. Originality/value – The authors contribute to existing empirical analyses in three ways. First, they propose a method to identify systemically important banks (SIBs). Second, they develop two measures to assess their potential negative impact on the system. Third, they contribute to the closing of the research gaps by analysing which macroprudential regulations for SIBs are most effective without hampering free market forces.
    Type of Medium: Online Resource
    ISSN: 1757-6385
    URL: Article
    DOI: 10.1108/JFEP-07-2015-0042
    Language: English
    Publisher: Emerald
    Publication Date: 2015
    detail.hit.zdb_id: 2501029-3
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    BTU Cottbus
    Wissenschaftspark Albert Einstein
    EUV Frankfurt
    TH Wildau
    FH Potsdam
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