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South Africa : the financial sector-sovereign nexus
Hesse, Heiko; Miyajima, Ken - 2022
Globally, financial institutions have increased their holdings of domestic sovereign debt, tightening the linkage between the health of the financial system and the level of sovereign debt, or the "financial sector-sovereign nexus," during the ongoing COVID-19 pandemic. In South Africa, the...
Persistent link: https://www.econbiz.de/10013170007
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Mortgage-related bank penalties and systemic risk among U.S. banks
Brož, Václav; Kočenda, Evžen - 2020
Persistent link: https://www.econbiz.de/10012545601
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The structure and resilience of the financial system : proceedings of a conference held at the H. C. Coombs Centre for Financial Studies, Kirribilli on 20 - 21 August 2007
Kent, Christopher (contributor) - 2007
The papers in this volume were commissioned with the aim of exploring the significant structural changes in the financial system over the past decade or so and the implications for policy-makers charged with the responsibility of maintaining financial system stability
Persistent link: https://www.econbiz.de/10003593800
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The two faces of cross-border banking flows : an investigation into the links between global risk, arms-length funding and internal capital markets
Reinhardt, Dennis; Riddiough, Steven J. - 2014
Persistent link: https://www.econbiz.de/10010356853
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Impact of the subprime crisis on global financial markets, banks and international trade : a quest for sustainable policies
Ramlall, Indranarain - 2013
Persistent link: https://www.econbiz.de/10009784964
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Risikomanagement globaler Finanzmärkte : Herausforderungen und Initiativen im Kontext der Bankenregulierung
Strulik, Torsten - 2000
Persistent link: https://www.econbiz.de/10001506442
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Global versus non-global banks : a capital ratios-based analysis
Drakos, Kōnstantinos; Malandrakis, Ioannis - In: Journal of central banking theory and practice 10 (2021) 2, pp. 5-22
This paper examines the Leverage Ratio and Total Capital Ratio of global versus non-global banks in both the pre- and post-crisis periods. A panel data set of 165 global and non-global financial institutions from 38 countries is used for the period 1999-2015 and a random effects model is...
Persistent link: https://www.econbiz.de/10012549173
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Home bias in sovereign exposure and the probability of bank default : evidence from EU stress test data
Meyland, Dominik; Schäfer, Dorothea - 2021
Since the European debt crisis economists and politicians discuss intensively the sovereign-bank nexus. The high … exposure on bank stability. This paper provides a new way to use European stress test data to study this relationship. In … addition, we explore the effect on a bank’s probability of default if the existing capital requirement privilege for EU …
Persistent link: https://www.econbiz.de/10012510319
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Idiosyncratic viral loss theory : systemic operational losses in banks
Velez, Sophia Beckett - In: Journal of risk and financial management : JRFM 14 (2021) 2/82, pp. 1-13
reduce significant idiosyncratic operational losses. A systemic risk event that leads to significant losses in a bank holding …
Persistent link: https://www.econbiz.de/10012484192
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Mortgage-related bank penalties and systemic risk among U.S. banks
Brož, Václav; Kočenda, Evžen - 2019
We analyze link between mortgage-related regulatory penalties levied on banks and the level of systemic risk in the U.S. banking industry. We employ a frequency decomposition of volatility spillovers to draw conclusions about system-wide risk transmission with short-, medium-, and long-term...
Persistent link: https://www.econbiz.de/10012061369