Showing 1 - 10 of 57
the asymmetric response of the banking system to positive and negative shocks to the market-valued balance sheets of …
Persistent link: https://www.econbiz.de/10009618560
This paper analyses the prudential liquidity management framework, in particular the quantitative indicators employed by the central bank of Rwanda in response to the domestic liquidity crisis in 2008/09. It emphasises that the quantitative methods used in the monitoring and assessment of...
Persistent link: https://www.econbiz.de/10009650624
explaining banks' probability of default. By confirming the role of funding as the driver of banking crisis, the paper also … recognizes that the new liquidity framework proposed by the Basel Committee on Banking Supervision appears to have the features …
Persistent link: https://www.econbiz.de/10009203531
’ expected deposit insurance funding obligations even with strong prudential supervision. Moreover, given the distortions in a … with deposit insurance, particularly when the debt-servicing capacity of nonfinancial firms is low. …
Persistent link: https://www.econbiz.de/10005826492
We use bank level data to study the efficiency of banks in Sub-Saharan African middle-income countries and provide possible explanations for the difference in the efficiency levels of banks. We find that banks, on average, could save 20-30 percent of their total costs if they were operating...
Persistent link: https://www.econbiz.de/10005826655
We analyze the structure, performance, and role of banking systems in the three member countries of the East African … adverse effect on the effectiveness and efficiency of banking sectors in developing countries. International banks are … presence of international banks may not lead to increased competition and provision of banking services if weak institutions …
Persistent link: https://www.econbiz.de/10005769226
This paper studies how financial stress is transmitted from advanced to emerging economies, using a new financial stress index for emerging economies. An episode of financial stress is defined as a period when the financial system's ability to intermediate may be impaired. Previous financial...
Persistent link: https://www.econbiz.de/10008528685
This paper studies the effects of fiscal policy response in 118 episodes of systemic banking crisis in advanced and …
Persistent link: https://www.econbiz.de/10008528701
The foreign exchange market microstructures in developing and transition economies are characterized by the results from the IMF's 2001 Survey on Foreign Exchange Market Organization. The survey found that these markets are usually unified onshore spot markets for U.S. dollars, where...
Persistent link: https://www.econbiz.de/10005599547
This paper examines the impact of interest rates and inflation on bank loans and investment within a framework that mimics the financial sectors prevailing in most low-income developing countries. The paper emphasizes the importance of treating the lending and deposit rates of interest as...
Persistent link: https://www.econbiz.de/10005605233