leverage ratio

Publication date: 21 Feb 2019 | Publication type: NIESR Discussion Paper | Theme: Britain & Finance | Authors: Davis, P | External authors: Karim, D, Noel, D | NIESR discussion paper number: 500
The Global Financial Crisis (GFC) highlighted the importance of a number of unresolved empirical issues in the field of financial stability. First, there is the sign of the relationship between bank competition and financial stability. Second, there is the relation of capital adequacy of banks to...
Publication date: 21 Feb 2019 | Publication type: NIESR Discussion Paper | Theme: Britain & Finance | Authors: Davis, P | External authors: Karim, D, Noel, D | NIESR discussion paper number: 499
Following experience in the global financial crisis (GFC), when banks with low leverage ratios were often in severe difficulty, despite high-risk-adjusted capital measures, a leverage ratio was introduced in Basel III to complement the risk-adjusted capital ratio (RAR). Empirical testing of the...
Publication date: 3 Feb 2016 | Publication type: National Institute Economic Review | External authors: Schoenmaker, D, Wierts, P | JEL classification: E58, G18, G28 | Journal: National Institute Economic Review Issue 235 | Publisher: Sage Publications, London
Financial supervision focuses on the aggregate (macroprudential) in addition to the individual (microprudential). But an agreed framework for measuring and addressing financial imbalances is lacking. We propose a holistic approach for the financial system as a whole, beyond banking. Building on our...