Prudential filters, portfolio composition and capital ratios in european banks
Download full text from publisher
Other versions of this item:
- 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.
- Aurélien Violon & Dominique Durant & Oana Toader, 2017. "The Impact of the Identification of GSIBs on their Business Model," Débats économiques et financiers 33, 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)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bde:wpaper:1538. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (María Beiro. Electronic Dissemination of Information Unit. Research Department. Banco de España). General contact details of provider: http://www.bde.es/ .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.