Prudential filters, portfolio composition and capital ratios in European banks
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- Isabel Argimón & Ángel Estrada & Michel Dietsch, 2015. "Prudential filters, portfolio composition and capital ratios in european banks," Working Papers 1538, Banco de España;Working Papers Homepage.
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.
- 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.
- 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.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- Diéne Mohamed Kamara, 2017. "La Gestion opportuniste du ratio de solvabilité bancaire via les ajustements réglementaires des fonds propres : Etude d'un échantillon de banques européennes," Post-Print hal-01907414, HAL.
- J. Hombert & V. Lyonnet, 2017. "Intergenerational Risk Sharing in Life Insurance: Evidence from France," Débats économiques et financiers 30, Banque de France.
More about this item
KeywordsBank capital ratios; Bank regulation; 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-2016-10-23 (Accounting & Auditing)
- NEP-ALL-2016-10-23 (All new papers)
- NEP-BAN-2016-10-23 (Banking)
- NEP-EEC-2016-10-23 (European Economics)
- NEP-RMG-2016-10-23 (Risk Management)
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