Bail-in regimes lower costs of resolution for states – ECB paper
Researchers present structural model of bank re-capitalisation
A working paper published by the European Central Bank looks at the different effects of bail-in and bail-out regimes on banks’ capitalisation.
In A structural model to assess the impact of bank capitalization changes conditional on a bail-in versus bail-out regime, Marco Gross, Tomasz Dubiel-Teleszynski and Javier Población present a method of valuing banks according to the prevailing resolution regime.
The authors’ model gives methods for estimating a wide range of variables. These include
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