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The Bank Lending Channel of Monetary Transmission; Does it Work in Turkey?
Brooks, Petya Koeva - International Monetary Fund (IMF) - 2007
on loan supply in Turkey. This suggests that the effect of monetary policy in Turkey can be propagated by the banking …
Persistent link: https://www.econbiz.de/10005248226
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Bankers without Borders? Implications of Ring-Fencing for European Cross-Border Banks
Makarova, Yulia; Ilyina, Anna; Schmieder, Christian; … - International Monetary Fund (IMF) - 2010
cross-border banks. Using a sample of 25 large European banking groups with subsidiaries in Central, Eastern and Southern … Europe (CESE), we analyze the impact of a CESE credit shock on the capital buffers needed by the sample banking groups under … different forms of ring-fencing. Our simulations show that under stricter forms of ring-fencing, sample banking groups have …
Persistent link: https://www.econbiz.de/10008727810
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What’S the Damage? Medium-Term Output Dynamics After Banking Crises
Abiad, Abdul; Brooks, Petya Koeva; Tytell, Irina; … - International Monetary Fund (IMF) - 2009
This paper investigates the medium-term behavior of output following banking crises, and its association with pre- and … post-crisis conditions and policies. We find that output tends to be depressed substantially following banking crises, with … associated with medium-run output losses include the short-run change in output, the occurrence of a joint banking …
Persistent link: https://www.econbiz.de/10008540924
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The Performance of Indian Banks During Financial Liberalization
Brooks, Petya Koeva - International Monetary Fund (IMF) - 2003
This paper provides new empirical evidence on the impact of financial liberalization on the performance of Indian commercial banks. The analysis focuses on examining the behavior and determinants of bank intermediation costs and profitability during the liberalization period. The empirical...
Persistent link: https://www.econbiz.de/10005599475
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The Impact of Legislationon Credit Risk; Comparative Evidence From the United States, the United Kingdom and Germany
Schmieder, Philipp; Schmieder, Christian - International Monetary Fund (IMF) - 2011
This study investigates the link between bankruptcy and security legislation and potential credit losses faced by banks based on a cross-country study for the United States (US), the United Kingdom (UK) and Germany. Focusing on corporate credit, we find that legislation produces the highest...
Persistent link: https://www.econbiz.de/10008876595
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Next Generation Balance Sheet Stress Testing
Schmieder, Christian; Hasan, Maher; Puhr, Claus - International Monetary Fund (IMF) - 2011
This paper presents a "second-generation" solvency stress testing framework extending applied stress testing work centered on Cihák (2007). The framework seeks enriching stress tests in terms of risk-sensitivity, while keeping them flexible, transparent, and user-friendly. The main...
Persistent link: https://www.econbiz.de/10009019581
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A New Heuristic Measure of Fragility and Tail Risks; Application to Stress Testing
Schmieder, Christian; Kinda, Tidiane; Taleb, Nassim N.; … - International Monetary Fund (IMF) - 2012
This paper presents a simple heuristic measure of tail risk, which is applied to individual bank stress tests and to public debt. Stress testing can be seen as a first order test of the level of potential negative outcomes in response to tail shocks. However, the results of stress testing can be...
Persistent link: https://www.econbiz.de/10011242421