Showing 91 - 100 of 7,376
‑based methodology. Exploiting a dataset of capital and liquidity ratios for a sample of global banks in 2005 and 2006, we apply simple … threshold-based rules to assess how different regulations individually and in combination might have identified banks that … regulatory metrics. Under the objective of correctly identifying a high proportion of banks which subsequently failed, we find …
Persistent link: https://www.econbiz.de/10013241644
played a pivotal role in refining stress-testing practices, promoting collaboration among central banks and supervisory …
Persistent link: https://www.econbiz.de/10014530302
funds that cause sudden reductions in funding to banks and other financial entities; and contagion through business ties …
Persistent link: https://www.econbiz.de/10012905408
Monetary policy and financial stability are closely intertwined, and the resilience of the financial system carries weight in this relationship. This paper explores whether the financial system is more resilient as a result of the G20's post-crisis agenda for financial regulatory reform. It...
Persistent link: https://www.econbiz.de/10011477329
scale required to promote higher growth and boost employment. Among banks the public sector banks (PSBs) are burdened with …
Persistent link: https://www.econbiz.de/10011638458
We explore empirically how the time-varying allocation of credit across firms with heterogeneous credit quality matters for financial stability outcomes. Using firm-level data for 55 countries over 1991-2016, we show that the riskiness of credit allocation, captured by Greenwood and Hanson...
Persistent link: https://www.econbiz.de/10012859862
equity of 170 publicly listed banks in the United States that received funding. We document robust evidence that the … liquidity provided by the government bailout reduced the cost of equity for recipient banks, especially for those banks that … repaid their bailout funds in full. The decrease in the cost of equity is particularly significant for banks with high market …
Persistent link: https://www.econbiz.de/10012841209
How well equipped are today's macroprudential regimes to deal with a re-run of the factors that led to the global financial crisis? We argue that a large proportion of the fall in US GDP associated with the crisis can be explained by two factors: the fragility of financial sector — represented...
Persistent link: https://www.econbiz.de/10012913372
Financial institutions may be vulnerable to predatory short selling. When the stock of a financial institution is shorted aggressively, leverage constraints imposed by short-term creditors can force the institution to liquidate long-term investments at fire sale prices. For financial...
Persistent link: https://www.econbiz.de/10013035761