-
Recent Posts
Recent Comments
Follow me on Twitter
My TweetsArchives
- January 2023
- October 2022
- April 2022
- October 2021
- September 2021
- April 2021
- January 2021
- June 2020
- May 2020
- April 2020
- March 2020
- January 2020
- November 2019
- September 2019
- August 2019
- June 2019
- May 2019
- April 2019
- March 2019
- February 2019
- January 2019
- December 2018
- November 2018
- January 2018
- August 2017
- June 2017
- February 2017
- January 2017
- November 2016
- September 2016
- July 2016
- July 2015
- May 2015
- December 2014
- November 2014
- August 2014
- March 2014
- January 2014
Categories
Meta
Tag Archives: Banking Regulation
Limiting borrowers leverage
In the last post I talked about the countercyclical capital buffer (CCyB), a new regulatory tool to increase banks’ capital requirements that most countries have not used but that could have been effective to mitigate the Covid-19 crisis. As I … Continue reading
Countercyclical capital buffers and regulatory discretion
One of the main regulations that banks have to comply with are capital requirements; in particular, banks need to hold a minimum amount of capital depending on the composition of their investments (assets). Actually, the use of the word “hold”, … Continue reading
6th Emerging scholars conference – more papers
Continuing my brief summaries of some of the papers presented in the December’18 Emerging scholars conference (see the first one), I bring a paper on how capital regulation affects the repo market by Antonis Kotidis and Neeltje van Horen. I … Continue reading
More on central clearing and the leverage ratio
I talked some days ago about client clearing and some research that I have done on whether some new regulations (mainly the leverage ratio—LR) might increase its costs and reduce the willingness of banks to provide such services. I have … Continue reading
Client clearing
When Lehman went bankrupt, it had over 900,000 derivative transactions with other counterparties. While many of these transactions were closed down in the following weeks, a significant number of bilateral over-the-counter derivatives were the object of dispute for months, even … Continue reading
Finalising Basel III
After several years, Basel III has (almost) been finalised. Basel III is the third iteration of the Basel Accords, minimum international standards for prudential regulation of banks. It started after the financial crisis, when it was clear that Basel II … Continue reading
Post-crisis regulation and bond liquidity
One of the best blogs to follow about research on banking is the blog by the NYFed, Liberty Street Economics. In a recent post, they discuss the results of their JME paper on whether post-crisis regulation is affecting bond liquidity … Continue reading
What will happen with Dodd-Frank?
Post-crisis banking regulation seems to be under thread given the direction that the Trump presidency is taking on this matter. We have a US Representative asking Yellen to basically sit down and do nothing until the President figures out how … Continue reading
Ending too big to fail
One of the most interesting sessions in Chicago during the last ASSA Annual Meeting was about ending too big to fail. Neel Kashkari presented the Minneapolis Fed plan and Markus K. Brunnermeier and Randall Kroszner gave their view on the plan. … Continue reading
Leverage ratio and repo activity
In the previous post, I briefly mentioned some of the potential issues of the leverage ratio (LR). To be fair, these are only issues to the extent that the regulators did not foresee and did not include these consequences in … Continue reading
Francesc's Blog 