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insurance, drafting guidelines for emergency liquidity assistance, and adopting a legal framework for covered bonds to …
Persistent link: https://www.econbiz.de/10011242579
This paper presents an update on Iceland’s Financial System Stability Assessment. Liquidity ratios, while high, now … depend more than before on access to central banks’ liquidity facilities because of the turmoil in global markets, and any … reduction in such access would require changes in the banks' liquidity management strategy. Capital levels, although above …
Persistent link: https://www.econbiz.de/10011242584
; nonetheless, stress tests suggest that banks remain relatively less resilient to interest rate and liquidity shocks. Moreover, the …
Persistent link: https://www.econbiz.de/10011243201
This paper presents the Financial Sector Stability Assessment Update on the Russian Federation. Indicators of bank soundness and performance are broadly favorable but credit risk poses a challenge over the medium term, and capitalization should rise to support continued banking sector...
Persistent link: https://www.econbiz.de/10011244068
This paper discusses Selected Issues on Liquidity Risk Management in Fedwire Funds and Private Sector Payment for the …
Persistent link: https://www.econbiz.de/10011243834
In this paper, we analyze the evolution of the Gulf Cooperation Council (GCC) banking sectors in the six member countries including ownership, concentration, cross-border linkages, balance sheet exposures and risks, recent trends in credit growth, and financial soundness. We identify risks to...
Persistent link: https://www.econbiz.de/10008470388
This Technical Note elaborates the recommendations made in the Financial Sector Assessment Program for Italy in the areas of contingency planning, crisis management, and bank resolution. The note sets out a brief overview of the impact of the global financial crisis in Italy and how the...
Persistent link: https://www.econbiz.de/10011242981
liquidity risk. We find an inverted U-shaped relationship between capital requirements and bank lending, efficiency, and welfare …, with their benefits turning into costs beyond a certain requirement threshold. By contrast, liquidity requirements reduce … lending, efficiency and welfare significantly. The costs of high capital and liquidity requirements represent a lower bound on …
Persistent link: https://www.econbiz.de/10011142059
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
We look at the effect of capital rules on a banking system that is connected through correlated credit exposures and interbank lending. The rules, which combine individual bank characteristics and interconnectivity measures of interbank lending, are to minimize a measure of system-wide losses....
Persistent link: https://www.econbiz.de/10011106151