Person
Eliza Wu
Working paper
The Value of Bank Capital Buffers in Maintaining Financial System Resilience
The Australian Financial System Inquiry (FSI) has identified ways to improve the efficiency and resilience of the Australian banking system. In particular, bank capital levels are expected to be unquestionably strong. However, limited empirical guidance on the size of such buffers exists. We analyse the...
Working paper
The effects of ratings-contingent regulation on international bank lending behaviour: Evidence from the Basel 2 Accord
This paper investigates the effects of credit ratings-contingent financial regulation on foreign bank lending behaviour and examines the sensitivity of international bank flows to debtor countries’ sovereign credit rating changes before and after the implementation of the Basel 2 risk-based capital regulatory rules. The research...