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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
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
. This paper models non-linear dynamics in banking. Small shocks can lead from an equilibrium with few bank defaults straight … hazard in bank monitoring. Our results imply trade-offs between regulators' microprudential desire to shield individual weak … banks and the macroprudential consequences of doing so. Moreover, limiting bank reliance on wholesale funding always reduces …
Persistent link: https://www.econbiz.de/10010800971
This paper reports on Bangladesh’s Financial System Stability Assessment. Considerable progress has been made in strengthening the resilience of the country's financial sector. Total assets of the banking sector have increased twofold since 2003, and credit to the private sector has risen...
Persistent link: https://www.econbiz.de/10011245298
A detailed assessment report on the observance of China’s compliance of Basel Core Principles for effective banking supervision is presented. Regulation and supervision of China’s banking system has made impressive progress in the past few years, led by an activist, forward-looking...
Persistent link: https://www.econbiz.de/10011245556
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
across time. We find property price fluctuations and bank credit to be important explanatory factors. There is two …
Persistent link: https://www.econbiz.de/10005264113
Mercosur? The objective of this paper is to answer this question by analyzing changes in bank behavior after crises in the … literature-to post-crisis bank behavior. Using a panel dataset of commercial banks during the period 1990-2006, we analyze the … impact of crises on four sets of financial indicators of bank behavior-profitability, maturity preference, credit supply, and …
Persistent link: https://www.econbiz.de/10008561078
This paper considers the implementation challenges facing the Basel Committee’s new proposals on bank capital standards …
Persistent link: https://www.econbiz.de/10005768910
convey to bank shareholders when market and credit risk regulatory capital requirements are set using bank internal model … requirements will cause distortions in bank lending behavior. …
Persistent link: https://www.econbiz.de/10005769175