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Effects of funding portfolios on the credit supply of Canadian banks
Damar, H. Evren; Meh, Césaire Assah; Terajima, Yaz - 2015
This paper studies how banks simultaneously manage the two sides of their balance sheet and its implications for bank … risk taking and real economic activity. First, we analyze how changes in funding affect the supply of bank loans. We then …
Persistent link: https://www.econbiz.de/10010488964
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Stressed but not helpless : strategic behavior of banks under adverse market conditions
Halaj, Grzegorz; Priazhkina, Sofia - 2021 - Last updated: July 19, 2021
We model bank management actions in severe stress test conditions using a game-theoretical framework. Banks update …
Persistent link: https://www.econbiz.de/10012591729
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Cross-border bank flows and monetary policy : implications for Canada
Correa, Ricardo; Paligorova, Teodora; Sapriza, Horacio; … - 2017
Using the Bank for International Settlements (BIS) Locational Banking Statistics data on bilateral bank claims from … 1995 to 2014, we analyze the impact of monetary policy on cross-border bank flows. We find that monetary policy in a source … country is an important determinant of cross-border bank flows. In addition, we find evidence in favor of a cross …
Persistent link: https://www.econbiz.de/10011777908
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Regulatory requirements of banks and arbitrage in the post-crisis federal funds market
Garratt, Rod; Priazhkina, Sofia - 2022 - Last updated: November 28, 2022
This paper explains the nature of interest rates in the U.S. federal funds market after the 2007-09 financial crisis. We build a model of the over-the-counter lending market that incorporates new aspects of the financial system: abundance of liquidity, different regulatory standards for banks,...
Persistent link: https://www.econbiz.de/10013466133
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La place des banques dans le financement de l'économie tunisienne
Chaari, Inès; Couppey-Soubeyran, Jézabel - In: Revue d'économie financière : revue trimestrielle de … 93 (2008), pp. 297-317
Persistent link: https://www.econbiz.de/10003784355
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Which bank is the "central" bank? : an application of Markov theory to the Canadian large value transfer system
Bech, Morten L. (contributor); Chapman, James (contributor);  … - 2008
We use a method similar to Google’s PageRank procedure to rank banks in the Canadian Large Value Transfer System (LVTS). Along the way we obtain estimates of the payment processing speeds for the individual banks. These differences in processing speeds are essential for explaining why observed...
Persistent link: https://www.econbiz.de/10003775746
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Measuring systemic importance of financial institutions : an extreme value theory approach
Gravelle, Toni; Li, Fuchun - 2011
evidence reveals that (i) the top three banks, RBC Financial Group, TD Bank Financial Group, and Scotiabank are more …
Persistent link: https://www.econbiz.de/10009307595
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Cheap but flighty : how global imbalances create financial fragility
Ahnert, Toni; Perotti, Enrico C. - 2015
We analyze how a wealth shift to emerging countries may lead to instability in developed countries. Investors exposed to expropriation risk are willing to pay a safety premium to invest in countries with good property rights. Domestic intermediaries compete for such cheap funding by carving out...
Persistent link: https://www.econbiz.de/10011304762
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Funding advantage and market discipline in the Canadian banking sector
Beyhaghi, Mehdi; D'Souza, Chris; Roberts, Gordon S. - 2013
have a funding advantage over small banks after controlling for bank-specific and market risk factors. Working with hand …
Persistent link: https://www.econbiz.de/10010225470
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Rollover risk and the maturity transformation function of banks
Paligorova, Teodora; Santos, João A. C. - 2014
This paper shows that banks that rely heavily on short-term funding engage less in maturity transformation in an attempt to decrease their exposure to rollover risk. These banks shorten both the maturity of their portfolio of loans as well as the maturity of newly issued loans. We find that the...
Persistent link: https://www.econbiz.de/10010254340