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Did the Basel Accord Cause a Credit Slowdown in Latin America?
Cosimano, Thomas F.; Chami, Ralph; Barajas, Adolfo - International Monetary Fund (IMF) - 2005
credit growth experienced by these countries. We find that, on average, both bank capitalization and lending activities in … Latin America increased after Basel. Consequently, Basel did not seem to lead to an overall credit decline. However, we do … Basel II might cause greater procyclicality of credit. …
Persistent link: https://www.econbiz.de/10005248279
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Dynamic Loan Loss Provisioning; Simulationson Effectiveness and Guide to Implementation
International Monetary Fund (IMF); International … - 2012
shows that this increasingly popular macroprudential tool can smooth provisioning costs over the credit cycle and lower …
Persistent link: https://www.econbiz.de/10011242397
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Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking
Nicoló, Gianni De; Gamba, Andrea; Lucchetta, Marcella - International Monetary Fund (IMF) - 2012
This paper studies the impact of bank regulation and taxation in a dynamic model with banks exposed to credit and …
Persistent link: https://www.econbiz.de/10011142059
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Post-Crisis Bank Behavior; Lessons From Mercosur
International Monetary Fund (IMF); International … - 2010
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
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Bank Competition, Risk and Asset Allocations
Boyd, John H.; Nicoló, Gianni De; Jalal, Abu M. - International Monetary Fund (IMF) - 2009
We study a banking model in which banks invest in a riskless asset and compete in both deposit and risky loan markets. The model predicts that as competition increases, both loans and assets increase; however, the effect on the loans-to-assets ratio is ambiguous. Similarly, as competition...
Persistent link: https://www.econbiz.de/10008528611
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Internal Models-Based Capital Regulation and Bank Risk-Taking Incentives
Kupiec, Paul H. - International Monetary Fund (IMF) - 2002
convey to bank shareholders when market and credit risk regulatory capital requirements are set using bank internal model …
Persistent link: https://www.econbiz.de/10005769175
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What Caused the Global Financial Crisis; Evidenceon the Drivers of Financial Imbalances 1999: 2007
Merrouche, Ouarda; Nier, Erlend - International Monetary Fund (IMF) - 2010
This paper investigates empirically the drivers of financial imbalances ahead of the global financial crisis. Three factors may have contributed to the build-up of financial imbalances: (i) rising global imbalances (capital flows), (ii) monetary policy that might have been too loose, (iii)...
Persistent link: https://www.econbiz.de/10008727817
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Systemic Risk and Optimal Regulatory Architecture
Espinosa-Vega, Marco A; Matta, Rafael; Kahn, Charles M.; … - International Monetary Fund (IMF) - 2011
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
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Wholesale Bank Funding, Capital Requirements and Credit Rationing
Agur, Itai - International Monetary Fund (IMF) - 2013
This paper analyzes how different types of bank funding affect the extent to which banks ration credit to borrowers … of credit rationing, unsecured wholesale finance is shown to amplify the credit market impact of capital requirements as … secured funding. The collateralization of wholesale funding is found to expand the extent of credit rationing. …
Persistent link: https://www.econbiz.de/10010790373
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Leaning Against the Wind and the Timing of Monetary Policy
Agur, Itai; Demertzis, Maria - International Monetary Fund (IMF) - 2013
If monetary policy is to aim also at financial stability, how would it change? To analyze this question, this paper develops a general-form framework. Financial stability objectives are shown to make monetary policy more aggressive: in reaction to negative shocks, cuts are deeper but...
Persistent link: https://www.econbiz.de/10011123848