Arbeitspapier
Family matters: Concurrent capital buffers in a banking group
We simulate how the probability of failure of a subsidiary and the group changes after a capital buffer is imposed on the group as a whole and/or the subsidiary. The simulation takes into account the relative sizes of the parent and the subsidiary, the parent's share in the subsidiary, the similarity between the business models of the parent and the subsidiary, and the preparedness of the parent to support the subsidiary if the latter is in danger of failing.
- Sprache
-
Englisch
- Erschienen in
-
Series: IES Working Paper ; No. 21/2014
- Klassifikation
-
Wirtschaft
Multinational Firms; International Business
Banks; Depository Institutions; Micro Finance Institutions; Mortgages
Financial Institutions and Services: Government Policy and Regulation
- Thema
-
capital
buffers
Basel III
probability of bank failure
banking group
parent
subsidiary
regulatory consolidation
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Skořepa, Michal
- Ereignis
-
Veröffentlichung
- (wer)
-
Charles University in Prague, Institute of Economic Studies (IES)
- (wo)
-
Prague
- (wann)
-
2014
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Objekttyp
- Arbeitspapier
Beteiligte
- Skořepa, Michal
- Charles University in Prague, Institute of Economic Studies (IES)
Entstanden
- 2014
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