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Leverage Ratio and its Impact on the Resilience of the Banking Sector and Efficiency of Macroprudential Policy. Czech Journal of Economics and Finance

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F17%3A10236649" target="_blank" >RIV/61989100:27510/17:10236649 - isvavai.cz</a>

  • Result on the web

    <a href="http://journal.fsv.cuni.cz/storage/1388_277-299_pfeifer_final_issue_04_2017.pdf" target="_blank" >http://journal.fsv.cuni.cz/storage/1388_277-299_pfeifer_final_issue_04_2017.pdf</a>

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Leverage Ratio and its Impact on the Resilience of the Banking Sector and Efficiency of Macroprudential Policy. Czech Journal of Economics and Finance

  • Original language description

    Basel III responded to the financial crisis by redefining and expanding the capital requirements for risk-weighted assets and by proposing the introduction of a leverage ratio which sets a minimum level of capital for banks in relation to total exposures. The capital requirement is being increased primarily through the active use of macroprudential capital buffers. As a result, it was proposed that the leverage ratio requirement should also take into account the level of capital buffers and thus become a macroprudential policy tool. This article examines the relationship between capital and leverage ratios and discusses the options for, and effects of, introducing a macroprudential leverage ratio. We find that the capital and leverage ratios complement each other and that the introduction of a macroprudential leverage ratio could, under certain circumstances, enhance the effectiveness of a macroprudential policy.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    50206 - Finance

Result continuities

  • Project

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2017

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Finance a úvěr - Czech Journal of Economics and Finance

  • ISSN

    0015-1920

  • e-ISSN

  • Volume of the periodical

    67

  • Issue of the periodical within the volume

    4

  • Country of publishing house

    CZ - CZECH REPUBLIC

  • Number of pages

    23

  • Pages from-to

    277-299

  • UT code for WoS article

    000409479600001

  • EID of the result in the Scopus database