‘Worst Bank Scenario’ a book that should spark a discussion on bank supervision

My review of a fascinating book on swaps, derivatives, and Dutch supervisory shenanigans by Hester Bais and Wink Sabée The book by Hester Bais and Wink Sabée documents poor conduct by banks in the Netherlands during the first decades of the century. Warning: for non-Dutch readers, the book is only in Dutch now, but I… Read More ‘Worst Bank Scenario’ a book that should spark a discussion on bank supervision

How questionable is the comparability of Basel risk weights in the EU banking sector?

In a couple of weeks’ time, at the FEBS conference in Rome, Stefan Kerbl and Zsofia Döme from the Austrian national bank (OENB), will present a paper on the comparability of Basel risk weights in the EU banking sector. The short story: according to Stefan and Zsofia there are significant differences in the ways European… Read More How questionable is the comparability of Basel risk weights in the EU banking sector?