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Accords de Bâle

Publications associées (6)

The Pass-through of Bank Capital Requirements to Corporate Lending Spreads

Abhik Mukherjee

We study the impact of higher bank capital requirements on corporate lending spreads using granular bank- and loan-level data. Our empirical strategy employs the heterogeneity in capital requirements across banks and time of implementation in Switzerland. ...

Elsevier2022

The Pass-through of Bank Capital Requirements to Corporate Lending Spreads

Luisa Lambertini, Abhik Mukherjee

This paper studies the impact of higher bank capital requirements on corporate lending spreads. We conduct an empirical analysis using granular bank- and loan-level data for Switzerland. Overall, we nd a positive relationship between capital ratios, actual ...

2019

Robust Portfolio Optimization

Zheng Wei Yap

Since the 2008 Global Financial Crisis, the financial market has become more unpredictable than ever before, and it seems set to remain so in the forseeable future. This means an investor faces unprecedented risks, hence the increasing need for robust port ...

EPFL2017

Credit Supply and the Macroeconomy : An Empirical Analysis of Capital Regulation, Bank Lending, and Firm Behavior

Abhik Mukherjee

The policy response to the recent financial crisis has broadly focused on two themes: 1) Increasing the banking sectorsâ resilience to future financial shocks: 2) Improving credit availability to households and firms via lowering both short and long-term ...

EPFL2016

Financial Frictions within the Macroeconomy : Policy Analysis from an Empirical and Theoretical Perspective

Victoria Nuguer

Financial factors are central to the recent economic crisis. Most macroeconomic models treat banks and financial intermediation as a veil. These models are unable to account for the recent financial crisis and they cannot be used for policy evaluation. Fin ...

EPFL2014

The challenges of regulating the drinking water sector: lessons from Mozambique

Matthias Finger

Private sector participation and liberalisation call for a greater and more efficient role for sector‐specific regulation. This necessitates a balanced and stable institutional regulatory framework to accommodate both public intervention and market dynamic ...

2007