Divulgence of additional capital requirements in the EU banking union

Artikel

The European Central Bank, as a supervisory authority, set additional to the European level one capital requirements known as Pillar 2 for 118 significant credit institutions. Disclosure of Pillar 2 requirements is not compulsory, although many credit institutions choose to inform about them. We estimate a logit model to investigate if being listed on stock exchange, size, profitability and credibility have impact on the probability of divulgence. We estimate sixteen specifications of our model to compare the explanatory power of different measures of size, profitability and credibility. The legal form and the size are statistically significant in all specifications, while profitability and credibility are significant only in some of them.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Journal: Economies ; ISSN: 2227-7099 ; Volume: 8 ; Year: 2020 ; Issue: 2 ; Pages: 1-10 ; Basel: MDPI

Classification and Topics

• Classification: Wirtschaft ; General Financial Markets: Government Policy and Regulation ; Banks; Depository Institutions; Micro Finance Institutions; Mortgages ; Financial Institutions and Services: Government Policy and Regulation
• Subject: banking union ; capital requirements ; disclosure of financial data ; financial market regulation ; P2R ; pillar 2 requirements

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Kruszka, Michał ; Wrónski, Marcin
• Event: Veröffentlichung
• (who): MDPI
• (where): Basel
• (when): 2020

Further information

• DOI: doi:10.3390/economies8020037
• Handle: http://hdl.handle.net/10419/257086
• Last update: 10.03.2025, 11:43 AM CET