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Sovereigns and Financial Intermediaries Spillovers

Tabarraei, Hamid - 2019

We examine the spillover effects between sovereigns and banks in a model with a heterogeneous banking system. An increase in sovereign's default risk affects financial intermediaries through two channels in this model. First, banks' funding costs might increase, inducing higher interest rates on...

Persistent link: https://www.econbiz.de/10012889148

Commodity Price Movements and Banking Crises

Eberhardt, Markus - 2018

We develop an empirical model to predict banking crises in a sample of 60 low-incomecountries (LICs) over the 1981-2015 period. Given the recent emergence of financial sectorstress associated with low commodity prices in several LICs, we assign price movements inprimary commodities a key role in...

Persistent link: https://www.econbiz.de/10012913883

Sovereign Risk and Bank Risk-Taking

Ari, Anil - 2018

I propose a dynamic general equilibrium model in which strategic interactions between banks and depositors may lead to endogenous bank fragility and slow recovery from crises. When banks' investment decisions are not contractible, depositors form expectations about bank risk-taking and demand a...

Persistent link: https://www.econbiz.de/10012929926

G-20 Data Gaps Initiative II : Meeting the Policy Challenge

Heath, Robert - 2016

The G-20 Data Gaps Initiative (DGI), which aimed at addressing the information needs that were revealed by the 2007/2008 global financial crisis, concluded its first phase and started a second phase (DGI-2) with the endorsement of G-20 Finance Ministers and Central Bank Governors in September...

Persistent link: https://www.econbiz.de/10012996036

Balance Sheets and Debt Crises – Empirical Regularities for Modern Cases of Sovereign Distress

Huertas, Gonzalo; Mayer Cirkel, Alexis - 2022

Public and private sector balance sheets are an important component to any analysis of debt sustainability. A vulnerable and indebted private sector can become a sudden liability for the government; alternatively, resilient household and bank balance sheets may reveal potential sources of...

Persistent link: https://www.econbiz.de/10013302712

Post-Crisis International Banking : An Analysis with New Regulatory Survey Data

Ichiue, Hibiki - 2016

literature however suggests an opposite effect related to regulation, with tighter regulations encouraging foreign lending …Foreign bank lending has stopped growing since the global financial crisis. Changes in banks' business models, balance …' international operations. Our results show that regulatory tightening can explain about half of the decline in the foreign lending …

Persistent link: https://www.econbiz.de/10012977751

Does Financial Tranquility Call for Stringent Regulation?

Basak, Deepal - 2018

optimal regulation/macroprudential policy. Our paper implies that policymakers should not only consider the cyclical … financial tranquility always call for more stringent regulation over time? We examine this question using a simple portfolio … choice model that features the interaction between learning and externality. We evaluate the potential of a macroprudential …

Persistent link: https://www.econbiz.de/10012913903

Bank Lobbying : Regulatory Capture and Beyond

Igan, Deniz; Lambert, Thomas - 2021

In this paper, we discuss whether and how bank lobbying can lead to regulatory capture and have real consequences through an overview of the motivations behind bank lobbying and of recent empirical evidence on the subject. Overall, the findings are consistent with regulatory capture, which...

Persistent link: https://www.econbiz.de/10013250099

IMF Lending and Banking Crises

Papi, Luca - 2015

This paper looks at the effects of International Monetary Fund (IMF) lending programs on banking crises in a large … banking crises, our results indicate that countries participating in IMF-supported lending programs are significantly less …

Persistent link: https://www.econbiz.de/10013027614

Recognizing the Bias : Financial Cycles and Fiscal Policy

Budina, Nina T. - 2016

This paper argues that asset price cycles have significant effects on fiscal outcomes. In particular, there is evidence of debt bias-the tendency of debt to increase over the cycle- that is significantly larger for house price cycles than stand-alone business cycles. Automatic stabilizers and...

Persistent link: https://www.econbiz.de/10012999749