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This paper develops a methodology for identifying systemically important financial institutions based on that developed by the Basel Committee on Banking Supervision (2011) and used by the Financial Stability Board in its yearly G-SIBs identification. The methodology uses publicly available data...
Persistent link: https://www.econbiz.de/10011099597
In 2007 the new framework for capital adequacy of banks (Basel 2), defined in 2004 by the Basel Committee for Banking Supervision, will replace the 1988 Accord (Basel 1) in all major countries. In the last years the Committee has carried out several impact studies in order to simulate the...
Persistent link: https://www.econbiz.de/10005113685
Persistent link: https://www.econbiz.de/10000895976
This paper tests the role of different banks� liquidity funding structures in explaining the bank failures that …
Persistent link: https://www.econbiz.de/10009350682
sovereign risk affects banking risk (and vice versa), presents some new evidence on bank-sovereign links, and discusses policy …
Persistent link: https://www.econbiz.de/10011100401
Persistent link: https://www.econbiz.de/10000938550
, through bank runs and bank panics, and through moral hazard. Some stylized facts related to these channels are presented. In … particular, the importance of the exposure to a common source of funding and the irrelevance of bank runs as causes of financial …
Persistent link: https://www.econbiz.de/10005609360