{"title":"银行监管:一刀切不适合所有人","authors":"David Grossmann, Peter Scholz","doi":"10.2139/SSRN.2477809","DOIUrl":null,"url":null,"abstract":"Bank business models show diverse risk characteristics, but these differences are not sufficiently considered in Pillar 1 of the regulatory framework. Even if the business model is analyzed within the European SREP, global Pillar 2 approaches differ and could lead to competitive disadvantages. Using the framework of Miles et al. [1], we examine a dataset of 115 European banks, which is split into retail, wholesale, and trading banks. We show that shifts in funding structure affect business models differently. Consequently, a “one size†approach in Pillar 1 for the regulation of banks does not fit all.JEL classification numbers: G21, G28, G32Keywords: Bank Business Models, Bank Capital Requirements, Cost of Capital, Leverage Ratio, Regulation, SREP","PeriodicalId":371149,"journal":{"name":"Journal of Applied Finance and Banking","volume":"56 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2017-02-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"8","resultStr":"{\"title\":\"Bank Regulation: One Size Does Not Fit All\",\"authors\":\"David Grossmann, Peter Scholz\",\"doi\":\"10.2139/SSRN.2477809\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Bank business models show diverse risk characteristics, but these differences are not sufficiently considered in Pillar 1 of the regulatory framework. Even if the business model is analyzed within the European SREP, global Pillar 2 approaches differ and could lead to competitive disadvantages. Using the framework of Miles et al. [1], we examine a dataset of 115 European banks, which is split into retail, wholesale, and trading banks. We show that shifts in funding structure affect business models differently. Consequently, a “one size†approach in Pillar 1 for the regulation of banks does not fit all.JEL classification numbers: G21, G28, G32Keywords: Bank Business Models, Bank Capital Requirements, Cost of Capital, Leverage Ratio, Regulation, SREP\",\"PeriodicalId\":371149,\"journal\":{\"name\":\"Journal of Applied Finance and Banking\",\"volume\":\"56 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2017-02-09\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"8\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Applied Finance and Banking\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/SSRN.2477809\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Applied Finance and Banking","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/SSRN.2477809","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Bank business models show diverse risk characteristics, but these differences are not sufficiently considered in Pillar 1 of the regulatory framework. Even if the business model is analyzed within the European SREP, global Pillar 2 approaches differ and could lead to competitive disadvantages. Using the framework of Miles et al. [1], we examine a dataset of 115 European banks, which is split into retail, wholesale, and trading banks. We show that shifts in funding structure affect business models differently. Consequently, a “one size†approach in Pillar 1 for the regulation of banks does not fit all.JEL classification numbers: G21, G28, G32Keywords: Bank Business Models, Bank Capital Requirements, Cost of Capital, Leverage Ratio, Regulation, SREP
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