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Credit cycle and capital buffers in Central America, Panama, and the Dominican Republic
Flamini, Valentina; Bologna, Pierluigi; Di Vittorio, Fabio - 2019
Credit is key to support healthy and sustainable economic growth but excess aggregate credit growth can signal the build-up of imbalances and lead to systemic financial crisis. Hence, monitoring the credit cycle is key to identifying vulnerabilities, particularly in emerging markets, which tend...
Persistent link: https://www.econbiz.de/10012009386
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How should credit gaps be measured? : an application to European countries
Baba, Chikako; Dell'Erba, Salvatore; Detragiache, Enrica; … - 2020
Assessing when credit is excessive is important to understand macro-financial vulnerabilities and guide macroprudential policy. The Basel Credit Gap (BCG) - the deviation of the credit-to-GDP ratio from its long-term trend estimated with a one-sided Hodrick-Prescott (HP) filter-is the indicator...
Persistent link: https://www.econbiz.de/10012170099
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Conceptual issues in calibrating the Basel III countercyclical capital buffer
Wezel, Torsten - 2019
always work best in terms of covering bank loan losses that go beyond what could be expected from economic downturns. Instead …
Persistent link: https://www.econbiz.de/10012019861
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Bank asset quality in emerging markets : determinants and spillovers
De Bock, Reinout; Demyanets, Alexander - 2012
Persistent link: https://www.econbiz.de/10009572427
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When banks punch back : macrofinancial feedback loops in stress tests
Catalán, Mario; Hoffmaister, Alexander W. - 2020
In the presence of adverse macroeconomic shocks, simultaneous capital losses in multiple banks can prompt them to … contract their balance sheets. These bank responses generate externalities that propagate in the form of macro … macro-financial feedback loops can significantly affect macroeconomic outcomes and bank-specific stress tests results. The …
Persistent link: https://www.econbiz.de/10012251391
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Financial Development, Financial Fragility, and Growth
Loayza, Norman - 2005
This paper studies the apparent contradictions between two strands of the literature on the effects of financial intermediation on economic activity. On the one hand, the empirical growth literature finds a positive effect of financial depth as measured by, for instance, private domestic credit...
Persistent link: https://www.econbiz.de/10014404211
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New Perspectives on the Bank-Firm Relationship : Lending, Management and the Impact of Basel III
Ferretti, Paola - 2016
: the internal rating systems -- Chapter 3) Credit guarantees: the role in bank lending -- Chapter 4) Banks, firms and …’s dynamics. Chapters discuss the role of bank lending in firms’ financing during the recent financial crisis, as well as issues … in credit risk management. The discussion also examines regulatory requirements impacting banks and firms (Basel III) and …
Persistent link: https://www.econbiz.de/10012397257
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The Influence of Uncertainty in a Changing Financial Environment : An Inquiry into the Root Causes of the Great Recession of 2007-2008
Halperin, Ricardo A. - 2017
This book examines the role of uncertainty on financial decisions - and, consequently, on financial markets - in the buildup to and aftermath of the Great Recession. It tracks the significant growth and important structural changes in the financial sector during the past few decades, both of...
Persistent link: https://www.econbiz.de/10012397414
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Financial System Standards and Financial Stability : The Case of Basel Core Principles
Marston, David - 2001
indicators of credit risk and bank soundness are primarily influenced by macroeconomic and macroprudential factors and that the …
Persistent link: https://www.econbiz.de/10014400104
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Financial Institutions in the Global Financial Crisis : The Role of Financial Derivatives, Bank Capital, and Clearing and Custody Services
Li, Shaofang - 2018
types of bank capital affect bank lending and whether this relation changes in times of the global financial crisis. Chapter …Chapter 1 Introduction -- Chapter 2 The use of financial derivatives and risks of U.S. bank holding companies … -- Chapter 3 Quality of bank capital and bank lending behavior during the global financial crisis -- Chapter 4 Competition in the …
Persistent link: https://www.econbiz.de/10012398291