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slowdown in cross-border bank lending to some jurisdictions. We use a novel dataset combining the BIS Stage 1 enhanced banking … the non-bank sector in general. Source (lending) banking system measures do not affect bilateral lending flows, nor do … macroprudential tools to mitigate international shock transmission through cross-border bank lending …
Persistent link: https://www.econbiz.de/10012941199
-border bank lending outflows from UK banks. Vice-versa, easier macroprudential policy amplifies impacts. The results are …
Persistent link: https://www.econbiz.de/10012870078
We investigate empirically how the balance sheet characteristics of central counterparties (CCPs) affect their modelling of credit risk. CCPs set initial margin (IM), i.e., the collateral for transactions, to limit counterparty credit risk. When a CCP's IM model fails on a large scale, the CCP...
Persistent link: https://www.econbiz.de/10012832709
We demonstrate that currency networks in cross-border bank lending have a significant impact on the size, distribution … statistics, which simultaneously provide information on the lender, borrower and currency composition of cross-border bank claims …
Persistent link: https://www.econbiz.de/10012996640
non-banks. Third, this currency dimension of the bank lending channel works similarly across the three currencies … suggesting that the cross-border bank lending channel of liquidity shock transmission may not be unique to lending in USD …
Persistent link: https://www.econbiz.de/10012966715