Showing 1 - 10 of 24
This study finds that equity returns in the banking sector in the wake of the Great Recession and the European … deteriorating funding conditions and investor sentiment. While the equity return performance in the banking sector has been dismal …
Persistent link: https://www.econbiz.de/10011142021
This simulation-based paper investigates the impact of different methods of dynamic provisioning on bank soundness and shows that this increasingly popular macroprudential tool can smooth provisioning costs over the credit cycle and lower banks’ probability of default. In addition, the...
Persistent link: https://www.econbiz.de/10011242397
Over the past decade policy makers in Latin America have adopted a number of macroprudential instruments to manage the procyclicality of bank credit dynamics to the private sector and contain systemic risk. Reserve requirements, in particular, have been actively employed. Despite their...
Persistent link: https://www.econbiz.de/10010878415
This paper investigates whether developing and emerging market countries can implement monetary policies similar to those used by advanced countries during the recent global crisis - injecting significant amounts of money into the financial system without facing major short-run adverse...
Persistent link: https://www.econbiz.de/10009370539
and institutional arrangements to provide an enabling operational environment for Islamic finance. The recent …
Persistent link: https://www.econbiz.de/10005768894
This paper proposes a stylized sequencing of banking supervision and bank restructuring measures designed to complement …
Persistent link: https://www.econbiz.de/10005599244
the optimal design of prudential supervision and deposit guarantee regulations in a multi-country, integrated banking … and stability of the banking sector. The paper concludes with recommendations on policy priorities in this area. …
Persistent link: https://www.econbiz.de/10005605073
operational and strategic issues to be addressed and the institutional arrangements needed to foster an effective banking system …
Persistent link: https://www.econbiz.de/10005605095
The easing of controls on interest rates has led to higher interest rate volatility in India. Hence, there is a need to measure and monitor the interest rate exposure of Indian banks. Using publicly available information, this paper attempts to assess the interest rate risk carried by a sample...
Persistent link: https://www.econbiz.de/10005825648
A banking system module is incorporated into the Central Bank of Barbados's multisectoral macroeconomic forecasting …. Stress tests are performed for the first year of the forecast, to test the banking system's resilience to real sector shocks …. The analysis, which would in practice be only part of the vulnerability assessment, indicates that the banking system is …
Persistent link: https://www.econbiz.de/10005825818