Threadneedle Street
London, EC2R 8AH
United Kingdom
Wivenhoe Park
Colchester, CO4 3SQ
Bank of England
University of Essex
IFRS 9, low-risk anomaly, cost of funding, cost of equity, leverage, expected loss model, asset beta
IFRS 9, IAS 39, US GAAP, Expected credit loss model, loan loss provisions, cyclicality of bank profits, leverage ratio, risk-weighted assets
monetary policy, quantitative easing, bank lending
monetary policy, quantitative easing, bank lending, agent-based modelling, gilt yields, capital adequacy requirements, risk weighted assets
monetary policy, quantitative easing, Bank of England, Federal Reserve, European Central Bank, banks
monetary policy, quantitative easing, Bank of England, flow of funds, asset purchase program, banks, sectoral balance sheet
Risk-Taking, CoCo Bonds, Anytime CoCos, Quality of Capital Requirements, Additional Tier 1 Capital (AT1), Bank Manager Compensation Packages, Compensation Policy
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Bank Capital Structure, Contingent Convertible Bonds, Risk Taking
