The Liquidity Impact on Bond Calculation on Credit Losses: A Malaysian Banks’ Perspective
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Cohen, Benjamin H. & Scatigna, Michela, 2016.
"Banks and capital requirements: Channels of adjustment,"
Journal of Banking & Finance, Elsevier, vol. 69(S1), pages 56-69.
- Benjamin H Cohen & Michela Scatigna, 2014. "Banks and capital requirements: channels of adjustment," BIS Working Papers 443, Bank for International Settlements.
- Gary S. Corner & Michelle Clark Neely, 2013. "In-depth: can FASB get loan loss accounting just right?," Central Banker, Federal Reserve Bank of St. Louis, issue Spring.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Simona Malovaná & Dominika Ehrenbergerová, 2022.
"The effect of higher capital requirements on bank lending: the capital surplus matters,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(3), pages 793-832, August.
- Dominika Kolcunová & Simona Malovaná, 2019. "The Effect of Higher Capital Requirements on Bank Lending: The Capital Surplus Matters," Working Papers IES 2019/5, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2019.
- Dominika Kolcunova & Simona Malovana, 2019. "The Effect of Higher Capital Requirements on Bank Lending: The Capital Surplus Matters," Working Papers 2019/2, Czech National Bank.
- Bakkar, Yassine & De Jonghe, Olivier & Tarazi, Amine, 2023.
"Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?,"
Journal of Banking & Finance, Elsevier, vol. 151(C).
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2017. "Does banks' systemic importance affect their capital structure and balance sheet adjustment processes?," Working Papers hal-01636253, HAL.
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2023. "Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?," Post-Print hal-04678216, HAL.
- Bakkar, Yassine & De Jonghe, Olivier & Tarazi, Amine, 2022. "Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?," Other publications TiSEM b83f43a7-0f39-4d07-babc-9, Tilburg University, School of Economics and Management.
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2019. "Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?," Working Paper Research 369, National Bank of Belgium.
- Yassine Bakkar & Olivier De Jonghe & Amine Tarazi, 2019. "Does banks' systemic importance affect their capital structure and balance sheet adjustment processes?," Post-Print hal-02059939, HAL.
- Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020.
"Are bank capital requirements optimally set? Evidence from researchers’ views,"
Journal of Financial Stability, Elsevier, vol. 50(C).
- Ambrocio, Gene & Hasan, Iftekhar & Jokivuolle, Esa & Ristolainen, Kim, 2020. "Are bank capital requirements optimally set? Evidence from researchers’ views," Research Discussion Papers 10/2020, Bank of Finland.
- Dang, Van Dan, 2019. "Funding liquidity and bank lending: Evidence from Vietnam," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 15(2).
- Hylton Hollander, 2014.
"The effectiveness of countercyclical capital requirements and contingent convertible capital: a dual approach to macroeconomic stability,"
Working Papers
19/2014, Stellenbosch University, Department of Economics.
- Hylton Hollander, 2015. "The effectiveness of countercyclical capital requirements and contingent convertible capital: a dual approach to macroeconomic stability," Working Papers 549, Economic Research Southern Africa.
- Acosta-Smith, Jonathan & Grill, Michael & Lang, Jan Hannes, 2024. "The leverage ratio, risk-taking and bank stability," Journal of Financial Stability, Elsevier, vol. 74(C).
- Marco Belloni & Maciej Grodzicki & Mariusz Jarmuzek, 2024.
"Why European banks adjust their dividend payouts?,"
Journal of Banking Regulation, Palgrave Macmillan, vol. 25(3), pages 284-304, September.
- Marco Belloni & Maciej Grodzicki & Mariusz Jarmuzek, 2022. "Why European Banks Adjust their Dividend Payouts?," IMF Working Papers 2022/194, International Monetary Fund.
- Belloni, Marco & Grodzicki, Maciej & Jarmuzek, Mariusz, 2023. "Why European banks adjust their dividend payouts?," Working Paper Series 2765, European Central Bank.
- Sandra Eickmeier & Benedikt Kolb & Esteban Prieto, 2018.
"The macroeconomic effects of bank capital requirement tightenings: Evidence from a narrative approach,"
CAMA Working Papers
2018-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Eickmeier, Sandra & Kolb, Benedikt & Prieto, Esteban, 2018. "Macroeconomic effects of bank capital regulation," Discussion Papers 44/2018, Deutsche Bundesbank.
- Eickmeier, Sandra & Kolb, Benedikt & Prieto, Esteban, 2023. "The macroeconomic effects of bank capital regulation," CEPR Discussion Papers 18404, C.E.P.R. Discussion Papers.
- Konstantin Makrelov & Rob Davies & Laurence Harris, 2021.
"The impact of higher leverage ratios on the South African economy,"
Studies in Economics and Econometrics, Taylor & Francis Journals, vol. 45(3), pages 184-207, July.
- Rob Davies & Laurence Harris & Konstantin Makrelov, 2019. "The impact of a higher leverage ratio on the South African economy," WIDER Working Paper Series wp-2019-35, World Institute for Development Economic Research (UNU-WIDER).
- Ambrocio, Gene & Jokivuolle, Esa, 2017. "Should bank capital requirements be less risk-sensitive because of credit constraints?," Bank of Finland Research Discussion Papers 10/2017, Bank of Finland.
- Manuel A. Muñoz, 2021.
"Rethinking Capital Regulation: The Case for a Dividend Prudential Target,"
International Journal of Central Banking, International Journal of Central Banking, vol. 17(3), pages 271-336, September.
- Manuel Muñoz, 2018. "Rethinking Capital Regulation: The Case for a Dividend Prudential Target," CNMV Working Papers CNMV Working Papers no. 6, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
- Muñoz, Manuel A., 2019. "Rethinking capital regulation: the case for a dividend prudential target," ESRB Working Paper Series 97, European Systemic Risk Board.
- Muñoz, Manuel A., 2020. "Rethinking capital regulation: the case for a dividend prudential target," Working Paper Series 2433, European Central Bank.
- Yann Braouezec & Keyvan Kiani, 2021. "Target capital ratio and optimal channel(s) of adjustment: A simple model with empirical applications to European banks," Post-Print halshs-03341768, HAL.
- Gauhar Kalkabayeva & Anar Kurmanalina & Zhanar Gusmanova, 2017. "Current State and Forecasting of the Development of Bank Crediting in Kazakhstan," Journal of Advanced Research in Law and Economics, ASERS Publishing, vol. 8(4(26)), pages 1161-1166.
- Michael Brei & Leonardo Gambacorta, 2014. "The leverage ratio over the cycle," BIS Working Papers 471, Bank for International Settlements.
- Smith, Jonathan Acosta & Grill, Michael & Lang, Jan Hannes, 2017.
"The leverage ratio, risk-taking and bank stability,"
Working Paper Series
2079, European Central Bank.
- Acosta-Smith, Jonathan & Grill, Michael & Lang, Jan Hannes, 2018. "The leverage ratio, risk-taking and bank stability," Bank of England working papers 766, Bank of England.
- Benetton, Matteo & Eckley, Peter & Garbarino, Nicola & Kirwin, Liam & Latsi, Georgia, 2021.
"Capital requirements and mortgage pricing: Evidence from Basel II,"
Journal of Financial Intermediation, Elsevier, vol. 48(C).
- Eckley, Peter & Benetton, Matteo & Latsi, Georgia & Garbarino, Nicola & Kirwin, Liam, 2017. "Specialisation in mortgage risk under Basel II," Bank of England working papers 639, Bank of England.
- David Martinez-Miera & Rafael Repullo, 2019.
"Monetary Policy, Macroprudential Policy, and Financial Stability,"
Annual Review of Economics, Annual Reviews, vol. 11(1), pages 809-832, August.
- Repullo, Rafael & Martinez-Miera, David, 2019. "Monetary Policy, Macroprudential Policy, and Financial Stability," CEPR Discussion Papers 13530, C.E.P.R. Discussion Papers.
- David Martinez-Miera & Rafael Repullo, 2019. "Monetary Policy, Macroprudential Policy, and Financial Stability," Working Papers wp2019_1901, CEMFI.
- Martinez-Miera, David & Repullo, Rafael, 2019. "Monetary policy, macroprudential policy, and financial stability," Working Paper Series 2297, European Central Bank.
- Katsutoshi Shimizu & Kim Cuong Ly, 2018. "Did Basel regulations cause a significant procyclicality?," Working Papers 2018-06, Swansea University, School of Management.
- Cecchetti, Stephen G., 2016.
"On the separation of monetary and prudential policy: How much of the precrisis consensus remains?,"
Journal of International Money and Finance, Elsevier, vol. 66(C), pages 157-169.
- Cecchetti, Stephen, 2015. "On the separation of monetary and prudential policy: how much of the pre-crisis consensus remains?," CEPR Discussion Papers 10949, C.E.P.R. Discussion Papers.
- Jérémy Pépy & Benjamin Williams, 2018. "Assessing the impact of Basel III on bank behaviour: A micro-founded approach," Working Papers halshs-01844661, HAL.
More about this item
Keywords
Credit losses; CECL model; financial instrument.;All these keywords.
JEL classification:
- M41 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting - - - Accounting
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
- G29 - Financial Economics - - Financial Institutions and Services - - - Other
Statistics
Access and download statisticsCorrections
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:ers:ijfirm:v:10:y:2020:i:2:p:79-115. See general information about how to correct material in RePEc.
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 CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Marios Agiomavritis (email available below). General contact details of provider: https://journalfirm.com/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.