Showing 1 - 10 of 16
Stress testing is a useful and increasingly popular, yet sometimes misunderstood, method of analyzing the resilience of financial systems to adverse events. This paper aims to help demystify stress tests, and illustrate their strengths and weaknesses. Using an Excel-based exercise with...
Persistent link: https://www.econbiz.de/10005248151
prices and financial statements of these banks. The results suggest that spillovers within domestic banking systems generally …
Persistent link: https://www.econbiz.de/10005263655
and commercial banks in 18 banking systems with a substantial presence of Islamic banking. We find that (i) small Islamic …
Persistent link: https://www.econbiz.de/10005263779
Cooperative banks are an important, and growing, part of many financial systems. This paper empirically analyzes the role of cooperative banks in financial stability. Contrary to some suggestions in the literature, we find that cooperative banks are more stable than commercial banks. This...
Persistent link: https://www.econbiz.de/10005263860
The global financial crisis has renewed policymakers' interest in improving the policy framework for financial stability, and an open question is to what extent and in what form should financial stability reports be part of it. We examine the recent experience with central banks' financial...
Persistent link: https://www.econbiz.de/10009401194
When a country's banking system becomes more linked to the global banking network, does that system get more or less … prone to a banking crisis? Using model simulations and econometric estimates based on a world-wide dataset, we find an M …-shaped relationship between financial stability of a country's banking sector and its interconnectedness. In particular, for banking …
Persistent link: https://www.econbiz.de/10009203546
regimes--a European Banking Charter (EBC)--could harness market forces to establish a level playing field for financial sector …
Persistent link: https://www.econbiz.de/10005825634
competitive conduct of financial institutions and banking system fragility. Using the Panzar and Rosse H-Statistic as a measure … for competition in 38 countries during 1980-2003, we present evidence that more competitive banking systems are less prone …
Persistent link: https://www.econbiz.de/10005825680
of banking distress in Europe. We identify a set of indicators and thresholds that can help to distinguish sound banks …
Persistent link: https://www.econbiz.de/10005826186
The paper provides an empirical analysis of aggregate banking system ratios during systemic banking crises. Drawing … discriminate between sound and unsound banking systems. We also estimate a duration model to investigate whether the ratios help … determine the timing of a banking crisis. Despite some weaknesses in the available data, our findings offer initial evidence …
Persistent link: https://www.econbiz.de/10005768721