کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
11023279 | 1701309 | 2018 | 42 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
The G-20â²s regulatory agenda and banks' risk
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موضوعات مرتبط
علوم انسانی و اجتماعی
اقتصاد، اقتصادسنجی و امور مالی
اقتصاد، اقتصادسنجی و مالیه (عمومی)
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چکیده انگلیسی
Using international listed banks from the United States, Europe, Japan and China from 2004 to 2014, we analyze the effect on banks' risk of some of the most relevant new elements of the prudential regulatory framework proposed after the Financial Crisis. We measure risk by a market measure, the volatility of banks' stock returns. We also examine the effect of government support during the financial crisis and designation as a G-SIB. We find little support for an association with government support and none for a negative relationship. We find support for a positive effect of designation as a G-SIB on risk. We find a positive association with securities trading and a negative association with capital. Banks´ chosen liquidity is unimportant for this measure of risk.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Financial Stability - Volume 39, December 2018, Pages 66-78
Journal: Journal of Financial Stability - Volume 39, December 2018, Pages 66-78
نویسندگان
Matias Cabrera, Gerald P. Dwyer, Maria J. Nieto,