Bank Risk Governance

Outsiders in #bank #boards improve #riskgovernance (decrease #risktaking, increase #riskmonitoring) for #regulatory #riskmeasures but worsen risk governance for economic risk measures. Lire

Bank Countercyclical Capital Buffer Under the Liquidity Coverage Ratio Regulation

This paper analyzes the relationship between the #baseliii countercyclical #capitalbuffer (#CCyB) and the #liquidity coverage #ratio (#lcr) requirement. The study shows that banks face a risk-liquidity trade-off with the LCR, affecting the CCyB required level to dampen cyclicality in #bank actual #capitalratios. Lire