Similar Search Results

Loose financial conditions, rising leverage, and risks to macro-financial stability

Barajas, Adolfo; Choi, Woon Gyu; Gan, Ken Zhi; Guérin, … - 2021

After a steady increase following the global financial crisis, private nonfinancial sector leverage rose further during the COVID-19 on the back of easy financial conditions induced by unprecedented policy support. We investigate the empirical relationships between increased leverage, financial...

Persistent link: https://www.econbiz.de/10012796808

Next generation balance sheet stress testing

Schmieder, Christian; Puhr, Claus; Hasan, Maher - 2011

Persistent link: https://www.econbiz.de/10009486265

Possible unintended consequences of Basel III and Solvency II

Al-Darwish, Ahmed; Hafeman, Michael; Impavido, Gregorio; … - 2011

Persistent link: https://www.econbiz.de/10009423195

Bank funding structures and risk : evidence from the global financial crisis

Vázquez, Francisco; Federico, Pablo - 2012

This paper analyzes the evolution of bank funding structures in the run up to the global financial crisis and studies the implications for financial stability, exploiting a bank-level dataset that covers about 11,000 banks in the U.S. and Europe during 2001–09. The results show that banks with...

Persistent link: https://www.econbiz.de/10009423928

Bank behavior in response to Basel III : a cross-country analysis

Cosimano, Thomas F.; Hakura, Dalia S. - 2011

Persistent link: https://www.econbiz.de/10009425656

Credit cycle and capital buffers in Central America, Panama, and the Dominican Republic

Flamini, Valentina; Bologna, Pierluigi; Di Vittorio, Fabio - 2019

Credit is key to support healthy and sustainable economic growth but excess aggregate credit growth can signal the build-up of imbalances and lead to systemic financial crisis. Hence, monitoring the credit cycle is key to identifying vulnerabilities, particularly in emerging markets, which tend...

Persistent link: https://www.econbiz.de/10012009386

Does going tough on banks make the going get tough? : bank liquidity regulations, capital requirements, and sectoral activity

Igan, Deniz; Mirzaei, Ali - 2020

Whether and to what extent tougher bank regulation weighs on economic growth is an open empirical question. Using data from 28 manufacturing industries in 50 countries, we explore the extent to which cross-country differences in bank liquidity and capital levels were related to differences in...

Persistent link: https://www.econbiz.de/10012252032

Conceptual issues in calibrating the Basel III countercyclical capital buffer

Wezel, Torsten - 2019

This paper discusses issues in calibrating the countercyclical capital buffer (CCB) based on a sample of EU countries. It argues that the main indicator for buffer decisions under the Basel III framework, the credit-to-GDP gap, does not always work best in terms of covering bank loan losses that...

Persistent link: https://www.econbiz.de/10012019861

Usability of bank capital buffers : the role of market expectations

Abad, José M.; Garcia Pascual, Antonio - 2022

Following the COVID shock, supervisors encouraged banks to use capital buffers to support the recovery. However, banks have been reluctant to do so. Provided the market expects a bank to rebuild its buffers, any draw-down will open up a capital shortfall that will weigh on its share price....

Persistent link: https://www.econbiz.de/10013170551

Monetary Transmission in Dollarized and Non-Dollarized Economies : The Cases of Chile, New Zealand, Peru and Uruguay

Acosta Ormaechea, Santiago - 2011

exposed to a significant degree of dollarization, Peru and Uruguay. It is shown that the traditional interest rate channel is … effective in Chile and New Zealand. For Peru and Uruguay, the exchange rate channel is instead more relevant in the transmission … pass through. Finally, it is shown that the on-going de-dollarization process of Peru and Uruguay has somewhat strengthened …

Persistent link: https://www.econbiz.de/10014412189