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A macroprudential framework for the early detection of banking problems in emerging economies

Loser, Claudio M.; Kiguel, Miguel A.; Mermelstein, David - 2010

crisis. It shows that the proposed vulnerability indicator started to increase steadily beginning in 1999, following 2 years … in which it had remained flat, and it finally peaked in mid-2001, which was just before the onset of the crisis. …

Persistent link: https://www.econbiz.de/10011283443

Banking supervision in integrated financial markets : implications for the EU

Stolz, Stéphanie Marie - 2002

I analyze the optimal design of banking supervision in the presence of cross-border lending. Cross-border lending could imply that an individual bank failure in one country could trigger negative spillover effects in another country. Such cross-border contagion effects could turn out to be...

Persistent link: https://www.econbiz.de/10011514035

Good buffer, bad buffer

Jayaraman, Sudarshan; Schonberger, Bryce; Wu, Joanna Shuang - 2017

emerging market crisis to capture an adverse supply shock to bank capital, we show, consistent with the bright-side, that …

Persistent link: https://www.econbiz.de/10011800688

Implications of bank regulation for credit intermediation and bank stability : a dynamic perspective ; conference paper

Bucher, Monika; Dietrich, Diemo; Hauck, Achim - 2013

Business cycles imply liquidity risks for banks. This paper explores how these risks influence bank lending over the cycle. With forward-looking banks, lending cycles, credit booms and busts, or suppressed and highly fragile bank systems can emerge, depending on the magnitude of liquidity risks....

Persistent link: https://www.econbiz.de/10010341626

Who can better monitor a bank than another bank? : mechanisms of discipline in the Mexican interbank market

Tovar-García, Édgar Demetrio - In: Revista de métodos cuantitativos para la economía y … 21 (2016), pp. 205-229

Basel III proposes market discipline (banking disclosure requirements) as a key instrument to achieve soundness in the banking system. Consequently, it is necessary to test the presence of responses to bank risk on the part of the economic agents. This article empirically studies the mechanisms...

Persistent link: https://www.econbiz.de/10011518172

An Analytical Framework to Calibrate Macroprudential Policy

Bennani, Taryk - 2017

This project presents the analytical framework for macroprudential policy (AFMaP) developed at the Financial Stability Directorate of the Banque de France that could be used to calibrate macroprudential instruments and to provide analytical support to macroprudential policy decision making. In...

Persistent link: https://www.econbiz.de/10012944585

An Old Fashioned Banking Crisis : Credit Growth and Loan Losses in the UK 1997-2012

Milne, Alistair - 2014

a very old-fashioned banking crisis …

Persistent link: https://www.econbiz.de/10013049948

Credit Risk Connectivity in the Financial Industry and Stabilization Effects of Government Bailouts

Bosma, Jakob - 2016

that failed during the 2007/2008 crisis. Excess equity returns in response to bank bailouts are overall negative and …

Persistent link: https://www.econbiz.de/10012988821

Models of financial stability and their application in stress tests

Aymanns, Christoph; Farmer, J. Doyne; Kleinnijenhuis, … - 2017

We review heterogeneous agent-based models of financial stability and their application in stress tests. In contrast to the mainstream approach, which relies heavily on the rational expectations assumption and focuses on situations where it is possible to compute an equilibrium, this approach...

Persistent link: https://www.econbiz.de/10011906282

The dynamics of non-performing loans during banking crises : a new database

Ari, Anil; Chen, Sophia; Ratnovski, Lev - 2020

relationship between NPL problems-elevated and unresolved NPLs-and the severity of post-crisis recessions. A machine learning … approach identifies a set of pre-crisis predictors of NPL problems related to weak macroeconomic, institutional, corporate, and … banking sector conditions. Our findings suggest that reducing pre-crisis vulnerabilities and promptly addressing NPL problems …

Persistent link: https://www.econbiz.de/10012206258

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