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We propose a toolkit for the assessment of systemic risk buildup in low income countries. We show that, due to non-linearity in the relationship between credit and financial stability, the assessment should be conducted with different tools at different stages of financial development. In...
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This study examines the exposure of microfinance institutions to liquidity, interest rate and foreign exchange (FX) risk. It builds on a manually collected set of data on FX positions and the maturity structure of assets and liabilities of the largest microfinance institutions worldwide. The...
Persistent link: https://www.econbiz.de/10011344326
This study examines the exposure of microfinance institutions to liquidity-, interest rate and foreign exchange (FX) risk. Using manually collected data from microfinance institutions' financial reporting, I find that the microfinance sector faces minimal liquidity risk, high interest rate risk...
Persistent link: https://www.econbiz.de/10011779562
Recessions associated with banking crises are deeper and longer than other recessions. While banking crises are often believed to reflect defects in regulation and supervision, regulatory and supervisory frameworks may also determine the shape of subsequent recoveries. Combining new databases...
Persistent link: https://www.econbiz.de/10013063328
relationship between bank-specific, macroeconomic determinants, and institutional environment non-performing loans on country …
Persistent link: https://www.econbiz.de/10014382229
In this paper, we try to study the determinants of the banks' capital ratio in an emerging country. To do so, we model the relationships between some variables of the banks and this ratio. Our aim is to explain its high level. We try also to answer to a new question. Is it affected by the same...
Persistent link: https://www.econbiz.de/10013115628
toward the public finances. We propose a bank tax that not only taxes the profits of banks but also aims to tax short term … borrowing of banks, while assessing the individual and systemic bank risks in Ghana. We also investigate why the National Fiscal … Stabilisation Levy (NFSL) should remain in place for banks in Ghana and gauge its impact on bank returns and profits. Specifically …
Persistent link: https://www.econbiz.de/10012845221
Concentration risk is an important feature of many banking sectors, especially in emerging and small economies. Under the Basel Framework, Pillar 1 capital requirements for credit risk do not cover concentration risk, and those calculated under the Internal Ratings Based (IRB) approach...
Persistent link: https://www.econbiz.de/10012977807
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