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DISCLAIMER: This Staff Discussion Note represents the views of the authors and does not necessarily represent IMF views or IMF policy. The views expressed herein should be attributed to the authors and not to the IMF, its Executive Board, or its management. Staff Discussion Notes are published...
Persistent link: https://www.econbiz.de/10011245890
The causes of the global financial crisis were multi-faceted but revealed still unresolved weaknesses in national and international financial oversight and resolution frameworks. In particular, many governments in the crisis-hit countries had to provide unprecedented levels of support to contain...
Persistent link: https://www.econbiz.de/10011245888
Despite revisions to bank capital standards, fundamental shortcomings remain: the rules for setting capital … system of capital regulation that addresses these needs by making changes to all three pillars of bank regulation: only …
Persistent link: https://www.econbiz.de/10010959459
In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdictions and how this might undermine the Basel III capital adequacy framework. We discuss the key drivers behind the differences in these...
Persistent link: https://www.econbiz.de/10010790321
This paper develops a model to assess how monetary policy rates affect bank risk-taking. In the model, a reduction in … bank extracts from borrowers. Under limited liability, this increased profitability affects only upside returns, inducing … the bank to take excessive leverage and hence risk. Excessive risk-taking increases as the interest rate decreases. At a …
Persistent link: https://www.econbiz.de/10009369452
This paper considers the implementation challenges facing the Basel Committee’s new proposals on bank capital standards …
Persistent link: https://www.econbiz.de/10005768910
There is a widespread view that bank capital requirements should be loosened during recessions and tightened during … capital requirement policies on the saving decisions of households, and, through this channel, on bank loans and output. We …
Persistent link: https://www.econbiz.de/10005768972
This paper examines the prudential issues associated with credit concentration in less diversified economies (LDEs), which are identified as countries where one or two sectors represent a large share of exports. In preparing this analysis, the characteristics of their financial and banking...
Persistent link: https://www.econbiz.de/10005599549
The paper presents a supervisory framework that addresses the vulnerabilities of partially dollarized banking systems. The tendency to underprice systemic liquidity risk and currency-induced credit risk creates vulnerabilities that need supervisory responses. The framework seeks to induce agents...
Persistent link: https://www.econbiz.de/10005605319
credit growth experienced by these countries. We find that, on average, both bank capitalization and lending activities in …
Persistent link: https://www.econbiz.de/10005248279