changes in risk-weighted assets (RWAs) under stress, including for non-internal ratings based (IRB) banks (through a quasi … assumptions and scenarios; (c) allowing stress testers to run multi-year scenarios (up to five years) for hundreds of banks …

The financial health of central banks and its relation to policy outcomes has recently been recognized as an important …

We calculate indexes of central bank autonomy (CBA) for 163 central banks as of end-2003, and comparable indexes for a … subgroup of 68 central banks as of the end of the 1980s. The results confirm strong improvements in both economic and political … CBA over the past couple of decades, although more progress is needed to boost political autonomy of the central banks in …

This paper explores the determinants of Japanese banks’ overseas expansion and assesses whether the growing cross …-border activity will continue under the new macroeconomic policies referred as “Abenomics”. The analysis finds that Japanese banks are …

Countries implementing International Financial Reporting Standards (IFRS) for loan loss provisioning by banks have been … different perspectives and lack of guidance from IFRS. It suggests actions that supervisors can take to help banks meet …

This paper tests the role of different banks' liquidity funding structures in explaining the banks' failures, which … explaining banks' probability of default. By confirming the role of funding as the driver of banking crisis, the paper also … to strenghten banks' liquidity conditions and improve financial stability. Its correct implementation together with …