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: 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
Persistent link: https://www.econbiz.de/10011654746
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
What are the quantitative effects of countercyclical capital buffers (CCyB)? I study this question in the context of a nonlinear DSGE model with a financial sector that is subject to occasional panics. A calibrated version of the model is combined with US data to estimate sequences of structural...
Persistent link: https://www.econbiz.de/10011998026
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
Financial supervision focuses on the aggregate (macroprudential) in addition to the individual (microprudential). But an agreed framework for measuring and addressing financial imbalances is lacking. We propose a holistic approach for the financial system as a whole, beyond banking. Building on...
Persistent link: https://www.econbiz.de/10011389515
This book examines the performance of the Brazilian economy since the Great Financial Crisis of 2007/2008 with focus on both the productive and financial dimensions, along with distributional and social issues. The book will bring to light the causes of the fast recovery over 2009-2010 as well...
Persistent link: https://www.econbiz.de/10012397733
deterioration of procyclical financial conditions relates to financial margin reductions and expansions in banks’ balance sheets … situations of rising bank profitability, deleveraging and increased banking instability. In this case, fragility tends to …
Persistent link: https://www.econbiz.de/10011673263
players, but shocks impacting fringe banks have little impact. The global financial crisis and the appearance of South … Banks may play a catalytic role, but their small size limits their ability to mitigate shock propagation. The ongoing Covid …
Persistent link: https://www.econbiz.de/10012256480
Crisis -- 4. The Role of Central Banks and the Interbank Market in Managing Bank Liquidity during the Global Financial Crisis … necessary but inadequate safeguard for the stability of an intermediary. Despite the high levels of capitalization of many banks …, after the GFC regulators realized that liquidity risk can jeopardize the orderly functioning of a bank and, in some cases …
Persistent link: https://www.econbiz.de/10012396811