Showing 1 - 10 of 76
A number of countries' authorities put in place bank rescue packages using public funds in response to the global …
Persistent link: https://www.econbiz.de/10013065735
This paper investigates the effects of macroprudential policies on bank risk through a large panel of banks operating … macroprudential tools have a significant impact on bank risk. Second, the responses to changes in macroprudential tools differ among … for bank-specific characteristics, macroprudential policies are more effective in a tightening than in an easing episode …
Persistent link: https://www.econbiz.de/10012953769
introduction of liquidity regulations. These changes were motivated in part by the argument that central bank lending entails … institutions. Using examples from the recent crisis, we argue that central bank lending is the best response in the former …
Persistent link: https://www.econbiz.de/10013026757
In the wake of the Asian financial crisis, many regimes in Asia adopted stricter provisioning requirements, as well as discretionary measures, with the objective of increasing provisioning in good times in response to rising levels of risk. Based on a final sample of 240 banks in 12 Asian...
Persistent link: https://www.econbiz.de/10013066258
-border bank lending outflows from UK banks. Vice-versa, easier macroprudential policy amplifies impacts. The results are …
Persistent link: https://www.econbiz.de/10012870078
Experience from financial crises and central bank policies in the past decade has led to an intensified debate about … account in the information provided to central bank decision makers, despite the considerable uncertainty about the …
Persistent link: https://www.econbiz.de/10013019611
We look back at past episodes of financial stress in Asia with a forward-looking perspective. We put ourselves in the shoes of a contemporary observer with the data at hand and ask what evidence was available on the systematic build-up of vulnerabilities. We reconstruct a graphical narrative of...
Persistent link: https://www.econbiz.de/10012914110
bank segregations are effective in cleaning up balance sheets and promoting bank lending only if they combine … purchases are funded privately; (ii) smaller shares of the originating bank's assets are segregated; and (iii) asset segregation … problem associated with the creation of a bad bank …
Persistent link: https://www.econbiz.de/10012841855
In this paper we propose a framework for measuring and stress testing the systemic risk of a group of major financial institutions. The systemic risk is measured by the price of insurance against financial distress, which is based on ex ante measures of default probabilities of individual banks...
Persistent link: https://www.econbiz.de/10013009194
This paper provides an overview of bank funding trends in the euro area following the 2007-09 global financial crisis …
Persistent link: https://www.econbiz.de/10013064410