This work aims to assess the current ability of a sample of European majorbanking groups to face a Ball-in process, analysing the structure of their liabilities. In addition, we provide an estimate of the possible costs for the same banks due to the application of the new capital requirement, the MREL, considering its likely regulatory evolution. In the end, we analyse the link between the regulatory capital and the creditworthiness of a bank. The results may partially overturn the common belief that a strenghtened banking supervision enhances the financial stability of a bank
Assering the bank recovery and resolution directive
Siveri, Mario
2017/2018
Abstract
This work aims to assess the current ability of a sample of European majorbanking groups to face a Ball-in process, analysing the structure of their liabilities. In addition, we provide an estimate of the possible costs for the same banks due to the application of the new capital requirement, the MREL, considering its likely regulatory evolution. In the end, we analyse the link between the regulatory capital and the creditworthiness of a bank. The results may partially overturn the common belief that a strenghtened banking supervision enhances the financial stability of a bankFile in questo prodotto:
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Utilizza questo identificativo per citare o creare un link a questo documento:
https://hdl.handle.net/20.500.12608/26344