Download PDF by Santiago Carbó Valverde, Pedro Jesús Cuadros Solas,: Liquidity Risk, Efficiency and New Bank Business Models

By Santiago Carbó Valverde, Pedro Jesús Cuadros Solas, Francisco Rodríguez Fernández

ISBN-10: 3319308181

ISBN-13: 9783319308180

ISBN-10: 331930819X

ISBN-13: 9783319308197

This e-book presents perception into present examine themes in finance and banking within the aftermath of the monetary hindrance. during this quantity, authors current empirical examine on liquidity possibility mentioned within the context of Basel III and its implications. Chapters additionally examine subject matters akin to financial institution potency and new financial institution enterprise types from a company diversification standpoint, the results on monetary exclusion and the way liquidity mismatches are similar with the financial institution company version. This e-book might be of price to these with an curiosity in how Basel III has had a tangible impression upon banking strategies, fairly in regards to keeping liquidity, and the newest learn in monetary company models.

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Basel, Switzerland: BIS. , & Kunisch, M. (2011). A certification model for regulatory arbitrage: Will regulatory arbitrage persist under Basel III? The Journal of Fixed Income, 21(2), 39–56.  M. (2014). Why do banks practice regulatory arbitrage? Evidence from usage of trust preferred securities. org/papers/ w19984. Accessed 30 September 2015. 32 M.  R. (2007). Regulatory capital arbitrage and the potential competitive impact of Basel II in the market for residential mortgages. Journal of Real Estate Finance & Economics, 35(2), 197–219.

Journal of Financial Management, Markets and Institutions, 2(1), 105–126. 3 Basel III, Liquidity Risk and Regulatory Arbitrage Viktor Elliot and Ted Lindblom 1 Introduction The financial crisis of 2007–2009 has led to extensive re-regulation of financial markets in general, and of the banking industry in particular. Several of the regulatory features now being imposed on banks have not previously been tested in practice and have therefore attracted widespread debate both in the academic world and in the supervisory community.

However, IEA and IBL volumes of each maturity class are presented based on four classes: <3 months, 3 months to 1 year, 1 year to 5 years Two sub-categories of banks were included in our search: ‘commercial banks’ and ‘bank holding and holding companies’. 8 2 A Note on Regulatory Arbitrage... 19 and >5 years. 5 months and 3 years) as a proportion of a year. 5 years to maturity. The weighted average durations of assets and liabilities are determined using Eqs. 4) The two main independent variables are capitalisation and interest rate risk.

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Liquidity Risk, Efficiency and New Bank Business Models by Santiago Carbó Valverde, Pedro Jesús Cuadros Solas, Francisco Rodríguez Fernández

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