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UK deposit-taker responses to the financial crisis: what are the lessons?

Francis, William - Bank of England - 2014

While the financial crisis took a large toll on the UK banking industry overall, some institutions were forced to undertake more intensive efforts to deal with the economic downturn and onset of financial difficulties. This study examines whether and how the characteristics of these institutions...

Persistent link: https://www.econbiz.de/10010791353

Systemic capital requirements

Webber, Lewis; Willison, Matthew - Bank of England - 2011

The credit risk that an individual bank poses to the rest of the financial system depends on its size, the type of …

Persistent link: https://www.econbiz.de/10009358602

Size and complexity in model financial systems

Arinaminpathy, Nimalan; Kapadia, Sujit; May, Robert - Bank of England - 2012

direct spillovers from one bank to another: liquidity hoarding, asset price contagion, and the propagation of defaults via …

Persistent link: https://www.econbiz.de/10010839052

Using Shapley’s asymmetric power index to measure banks’ contributions to systemic risk

Garratt, Rodney; Webber, Lewis; Willison, Matthew - Bank of England - 2012

An individual bank can put the whole banking system at risk if its losses in response to shocks push losses for the …

Persistent link: https://www.econbiz.de/10004990657

To the governor and directors of the Bank of England

L. M - 1819

Persistent link: https://www.econbiz.de/10012362888

Reputation, risk-taking and macroprudential policy

Aikman, David; Nelson, Benjamin; Tanaka, Misa - Bank of England - 2012

This paper examines the role of macroprudential capital requirements in preventing inefficient credit booms in a model with reputational externalities. Unprofitable banks have strong incentives to invest in risky assets and generate inefficient credit booms when macroeconomic fundamentals are...

Persistent link: https://www.econbiz.de/10008493884

Too big to fail: some empirical evidence on the causes and consequences of public banking interventions in the United Kingdom

Rose, Andrew; Wieladek, Tomasz - Bank of England - 2012

empirical paper, we examine the determinants of a number of public sector interventions: government funding or central bank … liquidity insurance schemes, public capital injections, and nationalisations. We use bank-level data spanning all British and … foreign banks operating within the United Kingdom. We use multinomial logit regression techniques and find that a bank’s size …

Persistent link: https://www.econbiz.de/10009001799

Central counterparties and the topology of clearing networks

Galbiati, Marco; Soramaki, Kimmo - Bank of England - 2013

Given a network of client-clearer relationships, we define central clearing as a function transforming bilateral trading exposures into centrally cleared exposures. By using numerical simulations, we study how this function is affected by the network's topology, focusing on the exposures of the...

Persistent link: https://www.econbiz.de/10010839038

Capital over the business cycle: renting versus ownership

Gal, Peter; Pinter, Gabor - Bank of England - 2013

We find that capital renting makes up one fifth of US capital expenditures, and it increases during downturns. Further, we present cross-country evidence that output losses after financial crises are smaller where renting is more prevalent. To understand these findings, we build a general...

Persistent link: https://www.econbiz.de/10010839051

How did the crisis in international funding markets affect bank lending? Balance sheet evidence from the United Kingdom

Aiyar, Shekhar - Bank of England - 2011

bank lending is surprisingly underexamined, given the central importance ascribed to this channel of contagion by … quarterly to the Bank of England. I find that the shock to foreign funding caused a substantial pullback in domestic lending …

Persistent link: https://www.econbiz.de/10010704374