Showing 1 - 10 of 1,004
This paper tests the role of different banks' liquidity funding structures in explaining the banks' failures, which … recognizes that the new liquidity framework proposed by the Basel Committee on Banking Supervision appears to have the features … to strenghten banks' liquidity conditions and improve financial stability. Its correct implementation together with …
Persistent link: https://www.econbiz.de/10009203531
The assessment is a featured report of Turkey’s credit boom in the middle of 2011. The country faced the global crisis successfully because of earlier significant capital buffers. Overall, the country was healthy financially, but there was a slowdown in loan growth and market...
Persistent link: https://www.econbiz.de/10011242505
This technical note explains stress testing for Portugal’s financial sector. A core part of the banking stress tests was the bottom-up exercise implemented by individual institutions. The bottom-up stress tests focus only on the impact of expected losses on indicators of profitability and...
Persistent link: https://www.econbiz.de/10011242748
The Canadian financial sector is among the world’s most highly developed. The five large banking groups that form the core of the system are conservatively managed and highly profitable. The stress tests suggest that the large Canadian banks can withstand a broad range of shocks. The...
Persistent link: https://www.econbiz.de/10011242811
trends. All banks were assessed against solvency, liquidity, and contagion risks. The solvency tests revealed that the Czech …
Persistent link: https://www.econbiz.de/10011242889
This Technical Note elaborates the recommendations made in the Financial Sector Assessment Program for Italy in the areas of contingency planning, crisis management, and bank resolution. The note sets out a brief overview of the impact of the global financial crisis in Italy and how the...
Persistent link: https://www.econbiz.de/10011242981
Prudentiel (ACP) to require banks to build up adequate capital and liquidity buffers. They suggest that the banking system would …
Persistent link: https://www.econbiz.de/10011243151
Lithuania’s catch-up toward the European average has been impressive. This success has been coupled with the emergence of macroeconomic imbalances. The dominance of foreign-owned banks in the banking system constitutes both a source of strength and risk. Although stress tests indicate...
Persistent link: https://www.econbiz.de/10011243521
The key findings of Australia’s BASEL II implementation assessment are presented. The Australian Prudential Regulation Authority (APRA) allocated sufficient resources, including highly skilled staff, prior to the Basel II start date, and the outcome has been a robust and high-quality...
Persistent link: https://www.econbiz.de/10011243662
This Selected Issues paper discusses capital and liquidity regulations in Sweden. It recaps the recent debates on … capital and liquidity buffers, and discusses a way to consider appropriate levels of capital and liquidity buffers in the case … of Sweden. The paper estimates the government’s contingent liabilities from banks by different capital and liquidity …
Persistent link: https://www.econbiz.de/10011244133