Showing 1 - 10 of 303
This paper assesses the dynamics of the term structure of interest rates in the United States in light of the financial crisis in 2007-10. In particular, this paper assesses the dynamics of the term structure of U.S. Treasury security yields in light of economic and financial events and the...
Persistent link: https://www.econbiz.de/10009019574
solvency and liquidity factors that predict a debt-crisis episode one year in advance. The logit model predicts 74 percent of …
Persistent link: https://www.econbiz.de/10005248202
Until the recent financial crisis, the safety and soundness of financial institutions was assessed from the perspective of the individual institution. The financial crisis highlighted the need to take systemic externalities seriously when rethinking prudential oversight and the regulatory...
Persistent link: https://www.econbiz.de/10009293760
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
interest rates (a proxy for global liquidity) are virtually flat during these periods. Therefore, although external factors … such as global liquidity conditions matter, and possibly increasingly so over time, domestic factors (especially monetary …
Persistent link: https://www.econbiz.de/10009369437
This paper tests the role of different banks' liquidity funding structures in explaining the banks' failures, which … recognizes that the new liquidity framework proposed by the Basel Committee on Banking Supervision appears to have the features … to strenghten banks' liquidity conditions and improve financial stability. Its correct implementation together with …
Persistent link: https://www.econbiz.de/10009203531
evaluate its financial vulnerabilities. While promising trends in liquidity, profitability, and leverage of the sector emerged …
Persistent link: https://www.econbiz.de/10005768803
In this paper potential financial linkages between liquidity and bank solvency measures in advanced economies and …
Persistent link: https://www.econbiz.de/10008528671
deposits combined with nominal depreciation or low liquidity, and (iii) low bank profitability-highlight that foreign currency …
Persistent link: https://www.econbiz.de/10005599621
simple open economy model in which banking crises translate into negative liquidity shocks, leading to collapses in exports …
Persistent link: https://www.econbiz.de/10010790269