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What we learn from China's rising shadow banking: Exploring the nexus of monetary tightening and banks' role in entrusted lending

Chen, Kaiji; Ren, Jue; Zha, Tao - 2016

We argue that China's rising shadow banking was inextricably linked to potential balancesheet risks in the banking system. We substantiate this argument with three didactic findings: (1) commercial banks in general were prone to engage in channeling risky entrusted loans; (2) shadow banking...

Persistent link: https://www.econbiz.de/10011776811

Markovian Credit Risk Transition Probabilitiesunder Non-Negativity Constraints for the US Portfolio 1984-2004

Christodoulakis, George - Manchester Business School - 2006

Credit risk transition probabilities between aggregate portfolio classes constitute a very useful tool when individual … transition data are not available. Jones (2005) estimates Markovian Credit Transition Matrices using an adjusted least squares …

Persistent link: https://www.econbiz.de/10005870085

The federal home loan bank system: The lender of next-to-last resort?

Ashcraft, Adam; Bech, Morten L.; Frame, W. Scott - 2009

The Federal Home Loan Bank (FHLB) System is a large, complex, and understudied government-sponsored liquidity facility that currently has more than $1 trillion in secured loans outstanding, mostly to commercial banks and thrifts. This paper first documents the significant role played by the FHLB...

Persistent link: https://www.econbiz.de/10010292250

Capital Adequacy Regime in India: An Overview

Sarma, Mandira; Nikaido, Yuko - 2007

In this paper we present an analytical review of the capital adequacy regime and the present state of capital to risk-weighted asset ratio (CRAR) of the banking sector in India. In the current regime of Basel I, Indian banking system is performing reasonably well, with an average CRAR of about...

Persistent link: https://www.econbiz.de/10011807603

The interaction between macroprudential and monetary policies: The cases of Norway and Sweden

Cao, Jin; Dinger, Valeriya; Grodecka-Messi, Anna; … - 2020

To shed light on the interaction between macroprudential and monetary policies, we study the inward transmission of foreign monetary policy in conjunction with domestic macroprudential and monetary policies in Norway and Sweden. Using detailed bank-level data we show how Norwegian and Swedish...

Persistent link: https://www.econbiz.de/10012661562

Modelos de puntuación crediticia: La falta de información y el uso de datos de una central de riesgos

Balzarotti, Verónica; Castelpoggi, Fernando - 2008

The main purpose of this paper is to study the problem created by the lack of information about the credit history of … some debtors in the databases used to develop credit scoring models and the use of information about behavior compiled by a … credit risk register as a potential solution to the problem. The paper analyzes two problems: (i) the need to provide a …

Persistent link: https://www.econbiz.de/10010325097

The Risk-Taking Channel of Monetary Policy in Norway

Karapetyan, Artashes - 2016

We identify the effects of monetary policy on credit risk-taking using a unique dataset covering the population of …., 2014). The data allow us to distinguish the changes in the supply of credit from the changes in credit demand. In all our …

Persistent link: https://www.econbiz.de/10012143883

Banks' Credit-Portfolio Choices and Risk-Based Capital Regulation

Nielsen, Caren Yinxia - 2016

To address banks' risk taking during the recent financial crisis, we develop a model of credit-portfolio optimization …

Persistent link: https://www.econbiz.de/10013208753

How Banks Construct and Manage Risk : A Sociological Study of Small Firm Lending in Britain and Germany

Quack, Sigrid - 2012

This paper analyses the role of banks in financing SMEs in Britain and Germany. It applies a sociological institutionalist approach to understand how banks construct and manage risk, relating to SME business. The empirical analysis is based on the results of a comparative survey of a sample of...

Persistent link: https://www.econbiz.de/10013102832

Asset prices and macroeconomic outcomes: A survey

Claessens, Stijn; Kose, M. Ayhan - 2017

This paper surveys the literature on the linkages between asset prices and macroeconomic outcomes. It focuses on three major questions. First, what are the basic theoretical linkages between asset prices and macroeconomic outcomes? Second, what is the empirical evidence supporting these...

Persistent link: https://www.econbiz.de/10012060200