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March 15, 2019

Macroeconomic Effects of Taxes on Banking

This paper evaluates the macroeconomic effects of taxes on banking in a small open economy in a currency union for three tax alternatives: an additional tax on profits, on deposits, and on loans. We propose a DSGE model with a rich detail of taxes and a banking sector and show that these three taxes are equivalent in their …

November 19, 2018

Global | 2018 G-SIBs list: the three key changes

The Financial Stability Board (FSB) has released its 2018 list for the Global Systemically Important Banks (G-SIBs). The total number of G-SIBs decreases to 29 (from 30). The three key changes versus the prior list are: i) one bank in (BPCE); ii) two outs (Nordea and RBS) and iii) two banks shift to a lower bucket (Bank of …

November 21, 2017

Global | 2017 G-SIBs List

There are three main changes versus the previous list: RBC enters in the 1% bucket and Groupe BPCE exits the list. Bank of China and China Construction Bank rise from the 1% to the 1.5 % bucket. Citigroup falls from the 2.5% to the 2% bucket; BNP Paribas from the 2% to the 1.5% and Credit Suisse from the 1.5% to the 1%.

January 18, 2017

Impact of capital regulation on SMEs credit

The Supporting Factor was introduced in Basel III with the aim of avoiding a reduction in the flow of new credit to SMEs, and the CRR revision published in November 2016 even proposes enlarging its scope to exposures above €1.5bn (but with a lower parameter).

August 8, 2016

Bank stress tests: apples and oranges

The results of the European bank stress tests published a few days ago were passed by almost all of the banks considering that only one Italian bank and one Irish bank would have shown a capital shortfall compared to last year’s minimum capital threshold.

December 11, 2015

U.S.| Conference Call on Digitization and Productivity Growth

BBVA Research USA would like to invite you to our conference call on Thursday, December 17, at 10am (CDT). The presentation will address how digital innovations will contribute to the future path of productivity growth and whether U.S. productivity growth can reverse its path and switch into high gear mode in the long run. …

December 12, 2014

US Fed proposes methodology to set higher capital requirements for systemic banks (GSIB)

On 9 December the Board of the Federal Reserve proposed a methodology to identify the global systemically important banks (GSIB) that operate in the US. The proposal also determines the additional capital surcharge that these banks will be subject to beginning on January 2016 (GSIB buffer). The proposal is open to public co…
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December 3, 2014

Regulation Outlook

This month we focus on: G20 leaders, time to shift the dial towards growth; TLAC, making bail-in feasible and credible instead of bail-out; restoring confidence in risk-weighted capital ratios; Basel Committee published the final version of the NSFR; European banking structural reform; the ECB published the fourth Single Su…