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The US Dollar Shortage in Global Banking and the International Policy Response

McGuire, Patrick; von Peter, Goetz - 2013

Among the policy responses to the global financial crisis, the international provision of US dollars via central bank swap lines stands out. This paper studies the build-up of stresses on banks' balance sheets that led to this coordinated policy response. Using the BIS international banking...

Persistent link: https://www.econbiz.de/10014202514

The Determinants of Cross-Border Bank Flows to Emerging Markets : New Empirical Evidence on the Spread of Financial Crises

Herrmann, Sabine - 2010

Europe from 1993 to 2008. The empirical analysis suggests that global as well as country specific factors are significant … cross-border loans to Central and Eastern Europe was more limited compared to Asia and Latin America, in large measure … because of the higher degree of financial and monetary integration in Europe, and relatively sound banking systems in the …

Persistent link: https://www.econbiz.de/10013140116

The Shifting Drivers of Global Liquidity

Avdjiev, Stefan - 2017

The post-crisis period has seen a considerable shift in the composition and drivers of international bank lending and international bond issuance, the two main components of global liquidity. The sensitivity of both types of flow to US monetary policy rose substantially in the immediate...

Persistent link: https://www.econbiz.de/10012954014

Crises and Rescues : Liquidity Transmission Through International Banks

Buch, Claudia M. - 2016

This paper studies how global banks transmit liquidity shocks via their internal capital markets. The unexpected access of German banks' affiliates located in the United States (US) to the Federal Reserve's Term Auction Facility (TAF) serves as our liquidity shock. Using microdata on all...

Persistent link: https://www.econbiz.de/10012984410

Foreign Banks, Liquidity Shocks, and Credit Stability

Belton, Daniel - 2020

We empirically assess the responses of banks in the United States to a regulatory change that influenced the distribution of funding in the banking system. Following the 2011 FDIC change in the assessment base, insured banks found wholesale funding more costly, while uninsured branches of...

Persistent link: https://www.econbiz.de/10012840118

Supply- and Demand-Side Factors in Global Banking

Amiti, Mary - 2017

What is the role for supply and demand forces in determining movements in international banking flows? Answering this question is crucial for understanding the international transmission of financial shocks and formulating policy. This paper addresses the question by using the method developed...

Persistent link: https://www.econbiz.de/10012955840

Changing Business Models in International Bank Funding

Gambacorta, Leonardo - 2017

This paper investigates the foreign funding mix of globally active banks. Using BIS international banking statistics for a panel of 12 advanced economies, we detect a structural break in international bank funding at the onset of the global financial crisis. In their post-break business model,...

Persistent link: https://www.econbiz.de/10012961267

Measuring Contagion Risk in International Banking

Avdjiev, Stefan - 2019

We propose a distress measure for national banking systems that incorporates not only banks' CDS spreads, but also how they interact with the rest of the global financial system via multiple linkage types. The measure is based on a tensor decomposition method that extracts an adjacency matrix...

Persistent link: https://www.econbiz.de/10012866642

Toward a Global Risk Map

Cecchetti, Stephen G. - 2013

Global risk maps are unified databases that provide risk exposure data to supervisors and the broader financial market community worldwide. We think of them as giant matrices that track the bilateral (firm-level) exposures of banks, non-bank financial institutions and other relevant market...

Persistent link: https://www.econbiz.de/10013094603

Structural Bank Regulation Initiatives : Approaches and Implications

Gambacorta, Leonardo - 2013

The paper examines the basic rationale and features of the proposals adopted to separate specific investment and commercial banking activities (Volcker rule, Vickers and Liikanen proposals). In particular, it focuses on the likely implications of such initiatives for: (i) financial stability and...

Persistent link: https://www.econbiz.de/10013081961

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