Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/120418
Authors: 
Skořepa, Michal
Year of Publication: 
2014
Series/Report no.: 
IES Working Paper 21/2014
Abstract: 
We simulate how the probability of failure of a subsidiary and the group changes after a capital buffer is imposed on the group as a whole and/or the subsidiary. The simulation takes into account the relative sizes of the parent and the subsidiary, the parent's share in the subsidiary, the similarity between the business models of the parent and the subsidiary, and the preparedness of the parent to support the subsidiary if the latter is in danger of failing.
Subjects: 
capital
buffers
Basel III
probability of bank failure
banking group
parent
subsidiary
regulatory consolidation
JEL: 
F23
G21
G28
Document Type: 
Working Paper
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