Rapport explicatif
Consultation 2015/53: OModifications de l'ordonnance sur les fonds propres (OFR) et de l'ordonnance sur les banques (OB) · 34 pages
Fedlex · Rapport explicatif · Page 34Fedlex · Rapport explicatif
6 Bibliographie
Admati, A., & Hellwig, M. (2013). The Bankers' New Clothes. Princeton University Press.
Admati, A., DeMarzo, P., Hellwig, M., & Pfleiderer, P. (2013). Fallacies, irrelevant facts, and
myths in the discussion of capital regulation: Why bank equity is not socially
expensive. Stanford University Working Paper.
Baker, M., & Wurgler, J. (5 2015). Do strict capital requirements raise the cost of capital?
Bank regulation, capital structure, and the low-risk anomaly. American Economic Review: Papers & Proceedings, S. 315-320.
Bank of England. (2014). The Financial Policy Committee’s review of the leverage ratio,
Bank of England Background information on the Financial Policy Committee.
Bank of England. (2014). The Financial Policy Committee's review of the leverage ratio.
BCBS. (2010). An assessment of the long-term economic impact of stronger capital and
liquidity requirements, Bank for International Settlements.
Bennett, R., & Unal, H. (2014). The effects of resolution methods and industry stress on the
loss on assets from bank failures. Journal of Financial Stability, S. 18-31.
Bernardi, S., Perraudin, W., & Yang, P. (2015). Capital floors, the revised SA and the costs
of loans in Switzerland. Working Papier .
BIS (Bank for International Settlements). (2011). Assessing the macroeconomic impact of the
transition to stronger capital and liquidity requirements.
BIS (Bank for International Settlements). (2011). Assessment of the macroeconomic impact
of higher loss absorbency for global systemically important banks.
Cecchetti, S. (12 2014). The jury is in. CEPR Policy Insight No 76.
DeAngelo, H., & Stulz, R. (2015). Liquid-claim production, risk management and bank capital
structure: Why high leverage is optimal for banks. Journal of Financial Economics, S. 219-236.
Eidgenössisches Finanzdepartement. (2011). Regulierungsfolgenabschätzung zur Änderung
des Bankengesetzes (too big to fail).
FSB (Financial Stability Board). (2015). Draft Findings Note from the TLAC impact
assessment studies.
FSB (Financial Stability Board). (2015). Historical Losses and recapitalisation needs.
Haldane, A. (2010). The $100 billion question, Comments given at the Institute of Regulation
& Risk, Hong Kong, 30 March 2010. .
Junge, G., & Kugler, P. (2013). Quantifying the impact of higher capital requirements on the
Swiss economy. Swiss Journal of Economics and Statistics, S. 313-356.
Kashyap, A., Stein, J., & Hanson, S. (2010). An Analysis of the Impact of “Substantially
Heightened” Capital Requirements on Large Financial Institutions, Booth School of Business, University of Chicago, mimeo.
Martynova, N. (2015). Effect of bank capital requirements on economic growth: A survey.
DNB Working Paper 467.
Miles, D., Yang, J., & Marchegianno, G. (2013). Optimal Bank Capital. Economic Journal, S.
1-37.
Rochet, J.-C. (2014). The Extra Cost of Swiss Banking Regulation, Swiss Finance Institute. Schich, S., Bijlsma, M., & Mocking, R. (2014). Improving the Monitoring of the Value of
Implicit Guarantees for Bank Debt. OECD Journal: Financial Market Trends.