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Liquidity and Transparency in Bank Risk Management

Ratnovski, Lev - 2013

Banks may be unable to refinance short-term liabilities in case of solvency concerns. To manage this risk, banks can accumulate a buffer of liquid assets, or strengthen transparency to communicate solvency. While a liquidity buffer provides complete insurance against small shocks, transparency...

Persistent link: https://www.econbiz.de/10013086330

Risk Management Maturity Assessment at Central Banks

Chamoun, E - 2020

Effective risk management at central banks is best enabled by a sound framework embedded throughout the organization that supports the design and execution of risk management activities. To evaluate the risk management practices at a central bank, the Safeguards Assessments Division of the IMF's...

Persistent link: https://www.econbiz.de/10012843293

Grippa, Pierpaolo; Mann, Samuel - 2021

This paper explores three possible transmission channels for transition risk shocks to the financial system in Norway. First, we estimate the direct firm-level impact of a substantial increase in domestic carbon prices under severe assumptions. Second, we map the impact of a drastic increase in...

Persistent link: https://www.econbiz.de/10013252050

Liquidity at Risk : Joint Stress Testing of Solvency and Liquidity

Cont, Rama - 2020

The traditional approach to the stress testing of financial institutions focuses on capital adequacy and solvency. Liquidity stress tests have been applied in parallel to and independently from solvency stress tests, based on scenarios which may not be consistent with those used in solvency...

Persistent link: https://www.econbiz.de/10012828230

Sever, Can; Perez-Archila, Manuel - 2022

Colombia. We explore risks imposed on the banking system based on scenarios of an increase in the domestic carbon tax by using … sectors, we assess the extent to which such policy shock would transmit from nonfinancial firms to the banking system. We … retail trade, and transportation sectors appear to be the most important in the transmission of the risk to the banking …

Persistent link: https://www.econbiz.de/10013306729

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 … scale restrictions in banking …

Persistent link: https://www.econbiz.de/10013098572

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

Taxation, Bank Leverage, and Financial Crises

De Mooij, Ruud A. - 2013

That most corporate tax systems favor debt over equity finance is now widely recognized as, potentially, amplifying risks to financial stability. This paper makes a first attempt to explore, empirically, the link between this tax bias and the probability of financial crisis. It finds that...

Persistent link: https://www.econbiz.de/10013085611

Bank Debt in Europe 'Are Funding Models Broken'

Le Leslé, Vanessa - 2013

The crisis in Europe has underscored the vulnerability of European bank funding models compared to international peers. This paper studies the drivers behind this fragility and examines the future of bank funding, primarily wholesale, in Europe. We argue that cyclical and structural factors have...

Persistent link: https://www.econbiz.de/10013085997

Banking in a Steady State of Low Growth and Interest Rates

Chen, Qianying - 2018

drive banking toward provision of fee-based, utility services …

Persistent link: https://www.econbiz.de/10012910355

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