Narrow search
Showing 1 - 10 of 5,087
Cover Image
Trends in the Polish Banking System's Liquidity Risk Measured by Basel III Standards
Kochanski, Blazej - 2014
National Bank of Poland, reveal that both ratios gradually deteriorated throughout most of this period. The ratios stabilized … average Polish bank would withstand a run-off of no more than 20% retail deposits – while fifteen years earlier similar stress …
Persistent link: https://www.econbiz.de/10013045429
Cover Image
Russia’s Banking Sector in July 2013
Khromov, Michael - 2013
In July 2013, the bulk of banks' lending operations shifted towards corporate loans: the growth rate of debt against loans issued to companies for the first time over several months in a row became noticeably higher than that of the retail credit portfolio. The shrinkage of monies on corporate...
Persistent link: https://www.econbiz.de/10013074788
Cover Image
Russia's Banking Sector in July 2015
Khromov, Michael - 2015
In July, main negative trends observed in Russia's banking sector over the recent months persisted: deterioration of assets quality, reduction of the credit activity and unprofitability of banking activity
Persistent link: https://www.econbiz.de/10013014810
Cover Image
Russia's Banking Sector in December 2014
Khromov, Michael - 2015
Late in 2014, Russia's banking sector was driven by the ruble's devaluation and mounting crisis-related developments in the economy, firstly the decline in real disposable household income. Banks sustained big losses for the first time since 2009, and the money market regulator strengthened its...
Persistent link: https://www.econbiz.de/10013027550
Cover Image
Banking, Money and Credit : A Systemic Perspective
Biondi, Yuri - 2018
reserves and lend to each other. Our systemic perspective points to these featuring dimensions of ongoing bank activity. Our … model considers bank activity process within each bank entity and across entities. Each bank keeps currency money in bank … deposits on behalf of other agents. But the bank activity is further characterised by the capacity or privilege to use these …
Persistent link: https://www.econbiz.de/10012932483
Cover Image
Macroprudential stress test of the euro area banking system
Budnik-Gałązka, Katarzyna; Mozzanica, Mirco Balatti; … - 2019
results highlight the importance of the starting level of bank capital, bank asset quality, and banks' adjustments for the …
Persistent link: https://www.econbiz.de/10012033284
Cover Image
How banks create gridlock to save liquidity in Canada's large value payment system
Garratt, Rod; Lu, Zhentong; Tian, Phoebe - 2023 - Last updated: May 4, 2023
Using detailed data from Canada's new high-value payment system (HVPS), we show how participants of the system save liquidity by exploiting the new gridlock resolution arrangement. These observed behaviors are consistent with the equilibrium of a "gridlock game" that captures the key incentives...
Persistent link: https://www.econbiz.de/10014253824
Cover Image
The liquidity effect in bank-based and market-based financial systems
Scharler, Johann - 2007
This paper assesses how the financial system influences the strength of the liquidity effect in a calibrated limited participation model of the monetary transmission mechanism. The model suggests that bankbased systems should be characterized by smaller liquidity effects since monetary...
Persistent link: https://www.econbiz.de/10009741060
Cover Image
Measuring and stress-testing market-implied bank capital
Indergand, Martin; Jondeau, Eric; Fuster, Andreas - 2022
We propose a methodology for measuring the market-implied capital of banks by subtracting from the market value of equity (market capitalization) a credit-spread-based correction for the value of shareholders' default option. We show that without such a correction, the estimated impact of a...
Persistent link: https://www.econbiz.de/10013168743
Cover Image
A Liquidity Assessment of the Bulgarian Banking System (2009–2013)
Angelov, Georgi - 2016
Liquidity is of great significance for the stability of credit institutions and the banking system as a whole. In normal circumstances, the capital adequacy of banks is determined as a key factor for stability. But, during economic crisis, the susceptibility of credit institutions to a shortage...
Persistent link: https://www.econbiz.de/10012986275