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Australia’s four largest banks can be considered domestically systemic. They make up the lion’s share of the banking system, use similar business models, and are interconnected. The top four banks are relatively similar in terms of systemic importance, partly reflecting the authorities’...
Persistent link: https://www.econbiz.de/10014395312
This paper seeks to draw lessons for financial sector regulation and supervision and central bank liquidity management …
Persistent link: https://www.econbiz.de/10014410390
insurance, drafting guidelines for emergency liquidity assistance, and adopting a legal framework for covered bonds to …
Persistent link: https://www.econbiz.de/10011242579
This paper presents an update on Iceland’s Financial System Stability Assessment. Liquidity ratios, while high, now … depend more than before on access to central banks’ liquidity facilities because of the turmoil in global markets, and any … reduction in such access would require changes in the banks' liquidity management strategy. Capital levels, although above …
Persistent link: https://www.econbiz.de/10011242584
; nonetheless, stress tests suggest that banks remain relatively less resilient to interest rate and liquidity shocks. Moreover, the …
Persistent link: https://www.econbiz.de/10011243201
This paper presents the Financial Sector Stability Assessment Update on the Russian Federation. Indicators of bank soundness and performance are broadly favorable but credit risk poses a challenge over the medium term, and capitalization should rise to support continued banking sector...
Persistent link: https://www.econbiz.de/10011244068
This paper discusses Selected Issues on Liquidity Risk Management in Fedwire Funds and Private Sector Payment for the …
Persistent link: https://www.econbiz.de/10011243834
This Technical Note elaborates the recommendations made in the Financial Sector Assessment Program for Italy in the areas of contingency planning, crisis management, and bank resolution. The note sets out a brief overview of the impact of the global financial crisis in Italy and how the...
Persistent link: https://www.econbiz.de/10011242981
This paper provides the most comprehensive empirical study of the effectiveness of macroprudential instruments to date. Using data from 49 countries, the paper evaluates the effectiveness of macroprudential instruments in reducing systemic risk over time and across institutions and markets. The...
Persistent link: https://www.econbiz.de/10009369434
--is whether existing institutional arrangements need to be modified in order to reduce the liquidity and credit risks that have …
Persistent link: https://www.econbiz.de/10014396195