Showing 1 - 10 of 682
SAR, Korea, Malaysia, Poland, and Romania. Insights include: rapid growth in high-LTV loans with long maturities or in the …
Persistent link: https://www.econbiz.de/10013016601
banks was sizable. We show that the shadow banking system was at least 50 percent bigger than documented so far. We also …, supervisors of large banks that report on a global consolidated basis may need to enhance their understanding of the off …-balance sheet funding that these banks receive via rehypothecation from other jurisdictions …
Persistent link: https://www.econbiz.de/10013138535
decades leads trading in banks to become increasingly risky, so that problems in managing and regulating trading in banks will …
Persistent link: https://www.econbiz.de/10013098572
been a significant decline in the interconnectedness in the pledged collateral market between banks and non-banks. We find …
Persistent link: https://www.econbiz.de/10013098625
This study assesses the overall impact on credit of the financial regulatory reforms in Europe, Japan, and the United States. Long-term cost estimates are provided for Basel III capital and liquidity requirements, derivatives reforms, and higher taxes and fees. Overall, average lending rates in...
Persistent link: https://www.econbiz.de/10013099136
We analyze factors driving persistently higher financial intermediation costs in low-income countries (LICs) relative to emerging market (EMs) country comparators. Using the net interest margin as a proxy for financial intermediation costs at the bank level, we find that within LICs a...
Persistent link: https://www.econbiz.de/10013102263
Over the past decade policy makers in Latin America have adopted a number of macroprudential instruments to manage the procyclicality of bank credit dynamics to the private sector and contain systemic risk. Reserve requirements, in particular, have been actively employed. Despite their...
Persistent link: https://www.econbiz.de/10013102264
Dynamic provisions could help to enhance the solvency of individual banks and reduce procyclicality. Accomplishing … dynamic provisions scheme. In the case of Chile, a simulation analysis suggests Spanish dynamic provisions would improve banks …
Persistent link: https://www.econbiz.de/10013102280
banks' probability of default. In addition, the paper offers an in-depth guide to implementation that addresses pertinent …
Persistent link: https://www.econbiz.de/10013102287
balance sheet and empirical data (e.g. estimating banks losses, etc). Another technical issue pertains to regressions trying … of the large banks that hedge their exposure stemming from derivative receivables due to non-posting of collateral by …
Persistent link: https://www.econbiz.de/10013108609