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Liquidity risk and syndicate structure
Gatev, Evan G. (contributor); Strahan, Philip E. (contributor) - 2008
"We offer a new explanation of loan syndicate structure based on banks' comparative advantage in managing systematic liquidity risk. When a syndicated loan to a rated borrower has systematic liquidity risk, the fraction of passive participant lenders that are banks is about 8% higher than for...
Persistent link: https://www.econbiz.de/10003729140
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Liquidity risk and syndicate structure
Gatev, Evan G.; Strahan, Philip E. - In: Journal of financial economics 93 (2009) 3, pp. 490-504
Persistent link: https://www.econbiz.de/10003886730
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Liquidity risk and syndicate structure
Gatev, Evan G.; Strahan, Philip E. - 2008
We offer a new explanation of loan syndicate structure based on banks' comparative advantage in managing systematic liquidity risk. When a syndicated loan to a rated borrower has systematic liquidity risk, the fraction of passive participant lenders that are banks is about 8% higher than for...
Persistent link: https://www.econbiz.de/10003659273
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Liquidity Risk and Syndicate Structure
Gatev, Evan - 2008
We offer a new explanation of loan syndicate structure based on banks' comparative advantage in managing systematic liquidity risk. When a syndicated loan to a rated borrower has systematic liquidity risk, the fraction of passive participant lenders that are banks is about 8% higher than for...
Persistent link: https://www.econbiz.de/10012464844
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Exploring BIS credit-to-GDP gap critiques : theSwiss case
Jokipii, Terhi; Nyffeler, Reto; Riederer, Stéphane - 2020
estimate the gap's trend component. In this regard, critics have emphasised several measurement problems associated with using …
Persistent link: https://www.econbiz.de/10012302023
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Stress-Testing a Shock to Remittances in a Post-COVID World – What Impact on Liquidity?
Monahov, Alexandru - 2021
investigates the impact of the projected shock on banking sector liquidity at a country level. The study encompasses 112 countries …
Persistent link: https://www.econbiz.de/10013217693
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Stress-testing the banking system : methodologies and applications
Quagliariello, Mario (ed.) - 2009 - 1. publ.
Persistent link: https://www.econbiz.de/10003816389
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Modeling and simulating cross country banking contagion risks
Zedda, Stefano; Spinace-Casale, Antonella - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-16
The recent financial crisis proved that financial contagion could spread among countries resulting in disruptive effects. In this paper, by modeling and simulating banking system behavior and linkages across countries, we assess, based on data from the BIS and IMF, the possible outcome of...
Persistent link: https://www.econbiz.de/10012626421
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Dear prudence (regulation needs to be more global and more national)
Persaud, Avinash D. - In: Re-Defining the global economy, (pp. 59-65). 2009
Persistent link: https://www.econbiz.de/10003948319
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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