financial stability analysis, banks are resilient to credit risk and could face difficulties with respect to liquidity risk. The …

We study how investors account for the riskiness of banks' risk-weighted assets (RWA) by examining the determinants of … stock returns and market measures of risk. We find that banks with higher RWA had lower stock returns over the US and … European crises. This relationship is weaker in Europe where banks can use Basel II internal risk models. For large banks …

This paper tests the role of different banks' liquidity funding structures in explaining the banks' failures, which … to strenghten banks' liquidity conditions and improve financial stability. Its correct implementation together with … closer supervision of banks' liquidity and funding conditions appear, however, the determinant for such improvements to be …

United Kingdom, the euro area, and Japan during the recent crisis on interbank credit and liquidity risk premia …. Announcements of interest rate cuts, liquidity support, liability guarantees, and recapitalization were associated with a reduction … to reduce interest rates and bail out individual banks in an ad hoc manner had adverse repercussions, both domestically …

The recent global financial turmoil raised questions about the stability of foreign banks' financing to emerging market … countries. While foreign banks' lending growth to most emerging market regions contracted sharply, lending to Latin America and … the Caribbean (LAC) was significantly more resilient. Analyzing detailed BIS data on global banks' lending to LAC …

mismatch and liquidity pressures point to a growing exchange rate risk. Belize would have to maintain a significant primary …

buffers can be imposed, transparency is not verifiable. Moreover, liquidity requirements can compromise banks' transparency …Banks may be unable to refinance short-term liabilities in case of solvency concerns. To manage this risk, banks can … accumulate a buffer of liquid assets, or strengthen transparency to communicate solvency. While a liquidity buffer provides …