Valuation of Non-Equity Instruments of Current Eurozone Banking Sector

Mgr. David HORVÁTH, LL.M.

https://doi.org/10.53465/EDAMBA.2023.9788022551274.54-63

 

Abstract. The paper presents the analysis of the increase in interest rates impact on the valuation of own funds and eligible liabilities in the scrutiny of interest rate risk in the banking book (IRRBB). Paper was prepared within the scope of EBA confidential analysis, leaving all market sensitive information, personal data or other confidential information. Aim of this paper is to present evaluation of current banking regulation and market challenges, with a prism to introduce pro futuro recommendations based on joint legal and economic analysis.

Keywords: Own Funds, Eligible Liabilities, Banking, CET1

JEL classification: E43, E58, G21

Fulltext: PDF

Online publication date: 25 January 2024

ISBN: 978-80-225-5127-4

Publisher: University of Economics in Bratislava

Pages: 54-63

 

To cite this proceedings paper (STN ISO 690 and 690-2): 

HORVÁTH, D. 2024. Valuation of Non-Equity Instruments of Current Eurozone Banking Sector. In PETROVSKÁ, F. (ed.). EDAMBA 2023: Conference Proceedings. Bratislava: University of Economics in Bratislava, 2024. ISBN 978-80-225-5127-4, pp. 54-63

https://doi.org/10.53465/EDAMBA.2024.9788022551274.54-63