نتایج جستجو برای: capital requirements
تعداد نتایج: 281813 فیلتر نتایج به سال:
This paper studies the effects of bank capital requirements imposed by European authorities in October 2011 on loan collateral and personal guarantees usage to enhance ratios. We use detailed information contracts granted a representative Spanish several subsidiaries nonfinancial corporations around that date. document increases more than collateral, especially at with lower However, although f...
Banks are required to hold capital primarily as a buffer against future losses and in order to reduce the exposure of the deposit insurer. However, as regulators and researchers have recognized, changes in capital requirements also affect bank portfolio behavior. It is possible that increased capital requirements may lead banks to increase their riskiness and thus increase their expected losses...
In this paper we show how credit derivatives contracts may be designed to hedge risky credits when banks have to comply with capital requirements and there exists asymmetric information between protection buyers and sellers. In particular we consider the case when banks may of different types according to their ability in screening their borrowers. We show that first-to-default basket swaps in ...
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