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This paper tests the role of different banks� liquidity funding structures in explaining the bank failures that … recognizes that the new liquidity framework proposed by the Basel Committee on Banking Supervision appears to have the features … needed to strengthen banks� liquidity conditions and improve financial stability. Its correct implementation, together with …
Persistent link: https://www.econbiz.de/10009350682
Brothers demise to help banks retain access to wholesale funding. We describe the evolution and the pattern of bond issuance … new market, namely the significant �tiering� of the spreads paid by banks at issuance, finding that they mainly …
Persistent link: https://www.econbiz.de/10008626021
steeper than the one approved by the Basel Committee. Finally the difference between the spread/rating relation of banks and …
Persistent link: https://www.econbiz.de/10005113515
banks in the sample, according to their systemic importance scores. The methodology is then applied to EU and Eurozone … samples of banks to obtain their systemic importance ranking and SIFI lists. This is one of the first methodologies capable of … identifying systemically relevant banks at the European level. A statistical analysis and some geographical and historical …
Persistent link: https://www.econbiz.de/10011099597
September 2008, in order to support banks and other financial institutions. We first provide an overview of the programmes … the issuance of government guaranteed bonds by banks, examining their impact on banks� funding and highlighting …
Persistent link: https://www.econbiz.de/10004964392
diminish the probability of runs, if markets are convinced that banks can secure sufficient liquidity when needed thanks to the …After the crisis, bank regulators are considering mitigating liquidity risk by introducing quantity limits on liquidity … and maturity mismatch. We argue that aggregate liquidity risk can be reduced with little deadweight loss by encouraging …
Persistent link: https://www.econbiz.de/10008677914
banks are faced with the upcoming Basel III reform. Economic trends continue to exert pressure on the traditional bank … potential problems. A simulation exercise conducted on June 2012 data evaluates the position of both mutual banks and central … institutions relative to the new rules on capital and liquidity. The exercise paints a picture of broad compliance with the …
Persistent link: https://www.econbiz.de/10011100363
In December 2010 the Basel Committee on Banking Supervision published a set of new regulations for banks in response to … regulatory capital and risk-weighted assets and assessing their positioning with respect to future leverage and liquidity … June 2012, show that capital and liquidity positions relatively to the Basel 3 targets have improved considerably over the …
Persistent link: https://www.econbiz.de/10011100377
, to guarantee macro and financial stability, it is important to understand whether, and to what extent, banks are affected …
Persistent link: https://www.econbiz.de/10005609327
The recent financial crisis has revived the debate on deposit insurance. Public awareness of its existence is essential in order to prevent a bank run. Analysing the results of three questions on this topic introduced in the last Survey on Household Income and Wealth, this paper investigates...
Persistent link: https://www.econbiz.de/10009350680