Prudential filters, portfolio composition and capital ratios in european banks
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- I. Argimon & M. Dietsch & A. Estrada, 2016. "Prudential filters, portfolio composition and capital ratios in European banks," Débats économiques et financiers 22, Banque de France.
References listed on IDEAS
- Allen, Franklin & Carletti, Elena, 2008. "Mark-to-market accounting and liquidity pricing," Journal of Accounting and Economics, Elsevier, vol. 45(2-3), pages 358-378, August.
- Justin Chircop & Zoltán Novotny-Farkas, 2014. "The economic consequences of including fair value adjustments to shareholders’ equity in regulatory capital calculations," IEHAS Discussion Papers 1426, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
- Borio, Claudio & Tsatsaronis, Kostas, 2004. "Accounting and prudential regulation: from uncomfortable bedfellows to perfect partners?," Journal of Financial Stability, Elsevier, vol. 1(1), pages 111-135, September.
- Barth, Mary E. & Gomez-Biscarri, Javier & Kasznik, Ron & Lopez-Espinosa, German, 2014. "Bank Earnings and Regulatory Capital Management Using Available for Sale Securities," Research Papers 3047, Stanford University, Graduate School of Business.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- J. Hombert & V. Lyonnet, 2017. "Intergenerational Risk Sharing in Life Insurance: Evidence from France," Débats économiques et financiers 30, Banque de France.
- Fabrice Borel-Mathurin & Stéphane Loisel & Johan Segers, 2017.
"Re-evaluation of the capital charge in insurance after a large shock: empirical and theoretical views,"
EIOPA Financial Stability Report - Thematic Articles
10, EIOPA, Risks and Financial Stability Department.
- F. Borel-Mathurin & S. Loisel & J. Segers, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Débats économiques et financiers 32, Banque de France.
More about this item
Keywordsprudential regulation; regulatory capital; fair value accounting; prudential filters;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ACC-2016-01-18 (Accounting & Auditing)
- NEP-ALL-2016-01-18 (All new papers)
- NEP-BAN-2016-01-18 (Banking)
- NEP-EEC-2016-01-18 (European Economics)
- NEP-RMG-2016-01-18 (Risk Management)
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