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How Does Financial Globalization Affect Risk Sharing? : Patterns and Channels

Terrones, Marco - 2007

risk sharing. This paper provides a comprehensive empirical evaluation of the patterns of risk sharing among different … a variety of empirical techniques, we conclude that there is at best a modest degree of international risk sharing, and … certainly nowhere near the levels predicted by theory. In addition, only industrial countries have attained better risk sharing …

Persistent link: https://www.econbiz.de/10014400319

Asset prices when agents are marked-to-market

Gorton, Gary (contributor); He, Ping (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003290096

What we know, don't know and can't know about bank risk : a view from the trenches

Kuritzkes, Andrew (contributor); Schuermann, Til (contributor) - 2006

Persistent link: https://www.econbiz.de/10003290098

Capital inflows, exchange rate flexibility, and credit booms

Magud, Nicolas; Reinhart, Carmen M.; Vesperoni, Esteban R. - 2012

Persistent link: https://www.econbiz.de/10009572545

The need for "un-consolidating" consolidated banks' stress tests

Cerutti, Eugenio M.; Schmieder, Christian - 2012

capital or liquidity within a group during periods of stress. This study presents a framework on how to integrate this risk …

Persistent link: https://www.econbiz.de/10012671558

Drivers of cross-border banking in Sub-Saharan Africa

Mathieu, Paul; Pani, Marco; Chen, Shiyuan; Maino, Rodolfo - 2019

Using data collected from pan-African banks' (PABs), balance sheets and other sources (Orbis, Fitch), this study identifies some key patterns of cross-border investment in bank subsidiaries by key banking groups in sub-Saharan Africa (SSA) and discusses some of the determinants of this...

Persistent link: https://www.econbiz.de/10012102113

International fiscal-financial spillovers : the effect of fiscal shocks on cross-border bank lending

Choi, Sangyup; Furceri, Davide; Yoon, Chansik - 2019

This paper sheds new light on the degree of international fiscal-financial spillovers by investigating the effect of domestic fiscal policies on cross-border bank lending. By estimating the dynamic response of U.S. cross-border bank lending towards the 45 recipient countries to exogenous...

Persistent link: https://www.econbiz.de/10012102123

Mobilization effects of multilateral development banks

Broccolini, Chiara; Lotti, Giulia; Maffioli, Alessandro; … - 2019

We use loan-level data on syndicated lending to a large sample of developing countries between 1993 and 2017 to estimate the mobilization effects of multilateral development banks (MDBs), controlling for a large set of fixed effects. We find evidence of positive and significant direct and...

Persistent link: https://www.econbiz.de/10012009274

Uncertainty and cross-border banking flows

Choi, Sangyup; Furceri, Davide - 2018

While global uncertainty-measured by the VIX-has proven to be a robust global 'push' factor of international capital flows, there has been no systematic study assessing the role of country-specific uncertainty as a key (pull and push) factor of international capital flows. This paper tries to...

Persistent link: https://www.econbiz.de/10011799580

Capital Account Liberalization and Risk Management in India

Sy, Amadou N. R. - 2007

supervisory measures alone are not enough and will need to be complemented by improvements in Indian banks'' risk management and …

Persistent link: https://www.econbiz.de/10014401247