Showing 1 - 10 of 325
the measures taken by the Central Bank of the U.A.E. to ease liquidity pressures in the second half of 2008. Drawing also …
Persistent link: https://www.econbiz.de/10012677507
A review of the experience of five developing countries in reforming their financial systems illustrates the benefits and risks, and provides lessons on the factors which contribute to successful financial sector reforms. Financial sector reforms need to be supported by active monetary policy,...
Persistent link: https://www.econbiz.de/10005825950
This paper uses a DSGE model with banks and financial frictions in credit markets to assess the medium-term macroeconomic costs of increasing capital and liquidity requirements. The analysis indicates that the macroeconomic costs of such measures are sensitive to the length of the implementation...
Persistent link: https://www.econbiz.de/10009019582
This paper studies the impact of bank regulation and taxation in a dynamic model with banks exposed to credit and … liquidity risk. We find an inverted U-shaped relationship between capital requirements and bank lending, efficiency, and welfare …
Persistent link: https://www.econbiz.de/10011142059
convey to bank shareholders when market and credit risk regulatory capital requirements are set using bank internal model … requirements will cause distortions in bank lending behavior. …
Persistent link: https://www.econbiz.de/10005769175
The paper examines the slowdown of lending by large U.S. banks over the period 2007Q3 - 2009Q2, focusing on: (i) whether capital or liquidity was the binding constraint; (ii) factors influencing banks’ decision to hold capital; and (iii) their pricing behavior. Using quarterly data for...
Persistent link: https://www.econbiz.de/10008560439
pronounced when either initial bank capitalization is thin or when monetary policy is tight. Moreover, in the face of credit …
Persistent link: https://www.econbiz.de/10005826440
resulting in an acceleration of bank lending. In particular, regulatory reforms pertaining to loan classification and …
Persistent link: https://www.econbiz.de/10008528653
This paper analyzes the evolution of bank funding structures in the run up to the global financial crisis and studies … the implications for financial stability, exploiting a bank-level dataset that covers about 11,000 banks in the U.S. and …-crisis period were more likely to fail afterward. The likelihood of bank failure also increases with bank risk-taking. In the cross …
Persistent link: https://www.econbiz.de/10009423928
The paper finds that, given Australia's conservative approach in implementing the Basel II framework, Australian banks' headline capital ratios underestimate their capital strengths. Given their high capital quality and the progress in their funding profiles since the global financial crisis,...
Persistent link: https://www.econbiz.de/10009423924