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Carry trade vs. deposit-driven euroization
Geng, Nan; Scutaru, Tiberiu; Wiegand, Johannes - 2018
Financial 'euroization'-or 'dollarization' outside of Central and Eastern Europe-is typically analyzed as a singular phenomenon that can be traced to a common set of factors. This paper argues that two types of euroization need to be distinguished, which have different causes, economic...
Persistent link: https://www.econbiz.de/10011848140
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Challenges in correspondent banking in the small states of the Pacific
Alwazir, Jihad; Jamaludin, Fazurin; Lee, Dongyeol; … - 2017
Access to financial services in the small states of the Pacific is being eroded. Weaknesses in Anti-Money Laundering and Combating the Financing of Terrorism compliance in the context of high levels of remittances are contributing to banks' decisions to withdraw corresponding banking...
Persistent link: https://www.econbiz.de/10011671102
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Risk Diversification in the Credit Portfolio : An Overview of Country Practices
Morris, JoAnne - 2001
This paper reviews the rules in place in selected countries to limit risk concentrations in the credit portfolio. The paper focuses on a number of issues suggested by international organizations for countries and bank supervisors to consider in imposing standards for risk diversification in the...
Persistent link: https://www.econbiz.de/10014401441
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The behavior of currencies during risk-off episodes
De Bock, Reinout; Carvalho Filho, Irineu de - 2013
fundamental factors, such as the nominal interest rate, the international investment position and measures of exchange rate …
Persistent link: https://www.econbiz.de/10012671010
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A Network Analysis of Sectoral Accounts : Identifying Sectoral Interlinkages in G-4 Economies
Almeida, Luiza Antoun de - 2015
The recent financial crisis highlighted that balance sheet exposures can be a major shock transmission channel. Using sectoral accounts data in combination with data from the Coordinated Portfolio Investment Survey, International Investment Position, and BIS this paper estimates bilateral...
Persistent link: https://www.econbiz.de/10012418218
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Global banks' dollar funding : a source of financial vulnerability
Barajas, Adolfo; Deghi, Andrea; Raddatz, Claudio E.; … - 2020
Leading up to the global financial crisis, US dollar activity by global banks headquartered outside the United States played a crucial role in transmitting shocks originating in funding markets. Although post-crisis regulation has improved banking systems' resilience, US dollar funding remains a...
Persistent link: https://www.econbiz.de/10012252271
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Cross-border currency exposures : new evidence based on an enhanced and updated dataset
Juvenal, Luciana; Gautam, Deepali; Bénétrix, Agustín; … - 2019
This paper provides a dataset on the currency composition of the international investment position for a group of 50 countries for the period 1990-2017. It improves available data based on estimates by incorporating actual data reported by statistical authorities and refining estimation methods....
Persistent link: https://www.econbiz.de/10012155206
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The cost of foreign exchange intervention : concepts and measurement
Adler, Gustavo; Mano, Rui C. - 2016
The accumulation of large foreign asset positions by many central banks through sustained foreign exchange (FX …
Persistent link: https://www.econbiz.de/10011705681
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Introduction to Applied Stress Testing
Cihák, Martin - 2007
credit risk, interest rate and exchange rate risks, liquidity risk and contagion risk, and are guided in the design of stress …
Persistent link: https://www.econbiz.de/10014400349
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The Prudential Regulation and Management of Foreign Exchange Risk
Abrams, Richard K. - 1998
This paper examines issues in the prudential management and regulation of foreign exchange risk. It begins with … measurement issues, notably converting foreign currency items into domestic currency terms, and calculating foreign exchange … positions. The focus then shifts to managing foreign exchange risks. Although the key to effective management lies in the bank …
Persistent link: https://www.econbiz.de/10014400774