Narrow search
Showing 1 - 10 of 382
Cover Image
Bank Resolution Costs, Depositor Preference, and Asset Encumbrance
Hardy, Daniel - 2013
Depositor preference and collateralization of borrowing may reduce the cost of settling the conflicts among creditors that arises in case of resolution or bankruptcy. This net benefit, which may be capitalized into the value of the bank rather than affect creditors' expected returns, should...
Persistent link: https://www.econbiz.de/10013078050
Cover Image
HEAT! A Bank Health Assessment Tool
Kwoh, Sarah - 2013
banks within a financial system, as well as those with significant international reach, to identify vulnerabilities and … Assessment Tool (HEAT!) are provided for users with access to the BankScope, Bloomberg and/or SNL database(s) …
Persistent link: https://www.econbiz.de/10013076322
Cover Image
Next Generation System-Wide Liquidity Stress Testing
Hesse, Heiko - 2012
-based approach; and (c) a framework to link liquidity and solvency risks. The framework also allows the simulation of how banks cope … impact of a "Lehman" type event for stylized banks …
Persistent link: https://www.econbiz.de/10013111413
Cover Image
Financial Soundness Indicators and Banking Crises
Costa Navajas, Matias - 2014
The paper tests the effectiveness of financial soundness indicators (FSIs) as harbingers of banking crises, using … occurrence of systemic banking crises, and suggest that some indicators are precursors to the occurrence of banking crises …
Persistent link: https://www.econbiz.de/10013061184
Cover Image
Who Pays for Financial Crises? Price and Quantity Rationing of Different Borrowers by Domestic and Foreign Banks
Berger, Allen N. - 2018
foreign and domestic banks. Using a dataset from 50 countries containing over 18,000 business loans with information on the … to have changed how banks price borrower risk. Further, there are important differences between foreign and domestic … banks and between U.S. and non-U.S. loans …
Persistent link: https://www.econbiz.de/10012913881
Cover Image
Optimal Bank Recovery
Goodhart, Charles - 2016
Banks' living wills involve both recovery and resolution. Since it may not always be clear when recovery plans or … be constructed meeting criteria of (i) adequate loss absorption; (ii) distinguishing between weak and sound banks; (iii …
Persistent link: https://www.econbiz.de/10013002156
Cover Image
Macroprudential Stress Tests : A Reduced-Form Approach to Quantifying Systemic Risk Losses
Alla, Zineddine - 2018
specific entities to systemic contagion. To illustrate the approach, we quantify SE losses due to Lehman Brothers' default …
Persistent link: https://www.econbiz.de/10012907939
Cover Image
Real and Financial Vulnerabilities from Crossborder Banking Linkages
Kim, Kyunghun - 2014
This paper looks at the vulnerabilities stemming from banking sector linkages between countries and their macroeconomic … effects. It finds that credit risks (from a banking system's claims on other countries) and funding risks (from a banking …
Persistent link: https://www.econbiz.de/10013048565
Cover Image
Banking and Trading
Ratnovski, Lev - 2012
We study the effects of a bank's engagement in trading. Traditional banking is relationship-based: not scalable, long … decades leads trading in banks to become increasingly risky, so that problems in managing and regulating trading in banks will … scale restrictions in banking …
Persistent link: https://www.econbiz.de/10013098572
Cover Image
A Framework for Macroprudential Bank Solvency Stress Testing : Application to S-25 and Other G-20 Country FSAPs
Jobst, Andreas (Andy) - 2013
member countries' banking systems, and discusses examples of its actual implementation in FSAPs to 18 countries which are in …
Persistent link: https://www.econbiz.de/10013084148