Modelling bank leverage and financial fragility under the new minimum leverage ratio of Basel III regulation (notice n° 486687)
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| fixed length control field | 01291cam a2200229 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250121072449.0 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | fre |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | dc |
| 100 10 - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Bruno, Olivier |
| Relator term | author |
| 245 00 - TITLE STATEMENT | |
| Title | Modelling bank leverage and financial fragility under the new minimum leverage ratio of Basel III regulation |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2018.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 4 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | We analyse the determinants of banks’ balance sheet and leverage ratio dynamics, and its role in increasing financial fragility. Our results are twofold. First, we show there exists a value of bank leverage minimising financial fragility. Second, this value depends on the overall business climate and the expected value of the collateral provided by firms. Based on our findings, we argue that an adjustable leverage ratio restriction dependent on economic conditions would be preferable to the fixed ratio included in the new Basel III regulation. |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | financial fragility |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | bank leverage |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | prudential regulation |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | leverage ratio |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Cartapanis, André |
| Relator term | author |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Nasica, Eric |
| Relator term | author |
| 786 0# - DATA SOURCE ENTRY | |
| Note | Finance | 38 | 3 | 2018-07-27 | p. 45-84 | 0752-6180 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/journal-finance-2017-3-page-45?lang=en&redirect-ssocas=7080">https://shs.cairn.info/journal-finance-2017-3-page-45?lang=en&redirect-ssocas=7080</a> |
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