Similar Search Results

Global corporate stress tests : impact of the COVID-19 pandemic and policy responses

Tressel, Thierry; Ding, Xiaodan - 2021

find that a large share of publicly-listed firms become vulnerable as a result of the pandemic shock and additional … the impact of the shock in the near term. Looking forward, while interest coverage ratios tend to improve over time after … the initial shock as earnings recover in line with projected macroeconomic conditions, liquidity needs remain substantial …

Persistent link: https://www.econbiz.de/10012605125

Liberalization and Financial Crisis in Uruguay (1974-1987)

Leone, Alfredo Mario - 1991

The financial system in Uruguay underwent a serious crisis beginning in 1982, which resulted in the failure of many banks and to a major restructuring of the financial system. This paper examines the causes and consequences of this crisis, exploring the relationship between developments in the...

Persistent link: https://www.econbiz.de/10014397344

The Bright and the Dark Side of Cross-Border Banking Linkages

Muñoz, Sònia - 2011

prone to a banking crisis? Using model simulations and econometric estimates based on a world-wide dataset, we find an M …

Persistent link: https://www.econbiz.de/10014398526

Financial crises, macroeconomic shocks, and the government balance sheet : a panel analysis

Ruzzante, Matteo - 2018

banking crises experienced an 'artificial' increase of their asset position through bank bailouts. Macroeconomic shock …

Persistent link: https://www.econbiz.de/10011852541

Crisis transmission in the global banking network

Hale, Galina; Kapan, Tümer; Minoiu, Camelia - 2016

notion that interconnected financial systems facilitate shock transmission …

Persistent link: https://www.econbiz.de/10011705705

How to capture macro-financial spillover effects in stress tests?

Hesse, Heiko; Salman, Ferhan; Schmieder, Christian - 2014

Persistent link: https://www.econbiz.de/10010388854

Measuring the impact of a failing participant in payment systems

Heijmans, Ronald; Wendt, Froukelien - 2020

Banks and financial market infrastructures (FMIs) that are not able to fulfill their payment obligations can be a source of financial instability. This paper develops a composite risk indicator to evaluate the criticality of participants in a large value payment system network, combining...

Persistent link: https://www.econbiz.de/10012251903

Does going tough on banks make the going get tough? : bank liquidity regulations, capital requirements, and sectoral activity

Igan, Deniz; Mirzaei, Ali - 2020

Whether and to what extent tougher bank regulation weighs on economic growth is an open empirical question. Using data from 28 manufacturing industries in 50 countries, we explore the extent to which cross-country differences in bank liquidity and capital levels were related to differences in...

Persistent link: https://www.econbiz.de/10012252032

Conceptual issues in calibrating the Basel III countercyclical capital buffer

Wezel, Torsten - 2019

This paper discusses issues in calibrating the countercyclical capital buffer (CCB) based on a sample of EU countries. It argues that the main indicator for buffer decisions under the Basel III framework, the credit-to-GDP gap, does not always work best in terms of covering bank loan losses that...

Persistent link: https://www.econbiz.de/10012019861

Bank Funding Structures and Risk : Evidence From the Global Financial Crisis

Federico, Pablo - 2012

This paper analyzes the evolution of bank funding structures in the run up to the global financial crisis and studies the implications for financial stability, exploiting a bank-level dataset that covers about 11,000 banks in the U.S. and Europe during 2001?09. The results show that banks with...

Persistent link: https://www.econbiz.de/10014396921

1
2
3
4
5
6
7
8
9
10
Next
Last