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Banking Sector Integration and Competition in CEMAC
Vacher, Jérôme; Saab, Samer Y. - International Monetary Fund (IMF) - 2007
excess liquidity in the region. Other data also indicate that bank competition within the CEMAC as a region is limited …
Persistent link: https://www.econbiz.de/10005599544
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The GCC Banking Sector; Topography and Analysis
Khamis, May Y.; Al-Hassan, Abdullah; Oulidi, Nada - International Monetary Fund (IMF) - 2010
In this paper, we analyze the evolution of the Gulf Cooperation Council (GCC) banking sectors in the six member countries including ownership, concentration, cross-border linkages, balance sheet exposures and risks, recent trends in credit growth, and financial soundness. We identify risks to...
Persistent link: https://www.econbiz.de/10008470388
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How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis
Das, Sonali; Sy, Amadou N. R. - International Monetary Fund (IMF) - 2012
We study how investors account for the riskiness of banks' risk-weighted assets (RWA) by examining the determinants of … stock returns and market measures of risk. We find that banks with higher RWA had lower stock returns over the US and … European crises. This relationship is weaker in Europe where banks can use Basel II internal risk models. For large banks …
Persistent link: https://www.econbiz.de/10009654141
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Systemic Risk and Optimal Regulatory Architecture
Espinosa-Vega, Marco A; Matta, Rafael; Kahn, Charles M.; … - International Monetary Fund (IMF) - 2011
Until the recent financial crisis, the safety and soundness of financial institutions was assessed from the perspective of the individual institution. The financial crisis highlighted the need to take systemic externalities seriously when rethinking prudential oversight and the regulatory...
Persistent link: https://www.econbiz.de/10009293760
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Macroprudential Policy; What Instruments and How to Use them? Lessons From Country Experiences
International Monetary Fund (IMF); International … - 2011
This paper provides the most comprehensive empirical study of the effectiveness of macroprudential instruments to date. Using data from 49 countries, the paper evaluates the effectiveness of macroprudential instruments in reducing systemic risk over time and across institutions and markets. The...
Persistent link: https://www.econbiz.de/10009369434
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Is there a Role for Funding in Explaining Recent U.S. Banks' Failures?
Bologna, Pierluigi - International Monetary Fund (IMF) - 2011
This paper tests the role of different banks' liquidity funding structures in explaining the banks' failures, which … to strenghten banks' liquidity conditions and improve financial stability. Its correct implementation together with … closer supervision of banks' liquidity and funding conditions appear, however, the determinant for such improvements to be …
Persistent link: https://www.econbiz.de/10009203531
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The Global Credit Crunch and Foreign Banks' Lending to Emerging Markets; Why Did Latin America Fare Better?
Rai, Kulwant; Kamil, Herman - International Monetary Fund (IMF) - 2010
The recent global financial turmoil raised questions about the stability of foreign banks' financing to emerging market … countries. While foreign banks' lending growth to most emerging market regions contracted sharply, lending to Latin America and … the Caribbean (LAC) was significantly more resilient. Analyzing detailed BIS data on global banks' lending to LAC …
Persistent link: https://www.econbiz.de/10008533226
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Liquidity and Transparency in Bank Risk Management
Ratnovski, Lev - International Monetary Fund (IMF) - 2013
buffers can be imposed, transparency is not verifiable. Moreover, liquidity requirements can compromise banks' transparency …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 …
Persistent link: https://www.econbiz.de/10010790317
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The (Other) Deleveraging
Singh, Manmohan - International Monetary Fund (IMF) - 2012
been a significant decline in the interconnectedness in the pledged collateral market between banks and nonbanks. We find …
Persistent link: https://www.econbiz.de/10010790392
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Measuring Systemic Liquidity Risk and the Cost of Liquidity Insurance
Severo, Tiago - International Monetary Fund (IMF) - 2012
information to estimate a liquidity insurance premium that could be paid by individual banks in order to cover for that social …I construct a systemic liquidity risk index (SLRI) from data on violations of arbitrage relationships across several … asset classes between 2004 and 2010. Then I test whether the equity returns of 53 global banks were exposed to this …
Persistent link: https://www.econbiz.de/10010790406