2019-04-19 12:35:00 Fri ET
stock market competition macrofinance stock return s&p 500 financial crisis financial deregulation bank oligarchy systemic risk asset market stabilization asset price fluctuations regulation capital financial stability dodd-frank
Federal Reserve proposes to revamp post-crisis rules for U.S. banks. The current proposals would prescribe materially less strict requirements for community banks and regional financial institutions with less systemic risk exposure, whereas, the most stringent requirements remain for big banks that pose the greatest risks to the U.S. financial system. The most stringent requirements include the Dodd-Frank macroprudential stress tests that focus on the main vulnerable parts of the financial system such as residential mortgages, auto loans, and corporate credit lines. The new rules would significantly reduce regulatory barriers for small community banks and regional financial institutions. Specifically, the smaller deposit-takers operate within the reasonable range of $100 billion-$250 billion in total assets. U.S. banks that operate with $250+ billion total assets (or $75 billion cross-jurisdictional capital flows) would continue to meet the same prudential standards such as high liquidity coverage and sufficient core equity capital adequacy etc.
The U.S. globally systemically important banks (GSIBs) would continue to conduct the Federal Reserve macro stress tests each year, but these GSIBs would report the test results only once every 2 years. These recent institutional arrangements help ensure a balance between macro-financial stabilization and micro-prudential deregulation.
If any of our AYA Analytica financial health memos (FHM), blog posts, ebooks, newsletters, and notifications etc, or any other form of online content curation, involves potential copyright concerns, please feel free to contact us at service@ayafintech.network so that we can remove relevant content in response to any such request within a reasonable time frame.
2022-02-25 00:00:00 Friday ET
Empirical tests of multi-factor models for asset return prediction The capital asset pricing model (CAPM) of Sharpe (1964), Lintner (1965), and Bla
2023-02-07 08:26:00 Tuesday ET
Michel De Vroey delves into the global history of macroeconomic theories from real business cycles to persistent monetary effects. Michel De Vroey (2016)
2019-05-11 10:28:00 Saturday ET
The Trump administration still expects to reach a Sino-U.S. trade agreement with a better mechanism for intellectual property protection and enforcement. Pr
2018-12-05 09:38:00 Wednesday ET
Federal Reserve publishes its inaugural flagship financial stability report. Fed Chair Jerome Powell applauds both low inflation (2%) and low unemployment (
2018-07-17 08:35:00 Tuesday ET
Henry Paulson and Timothy Geithner (former Treasury heads) and Ben Bernanke (former Fed chairman) warn that people seem to have forgotten the lessons of the
2019-02-09 08:33:00 Saturday ET
Apple provides positive forward guidance on both revenue and profit forecasts for iPhones, iPads, and MacBooks. In the Christmas 2018 festive season, MacBoo