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Forecasting the fragility of the banking and insurance sector
Bernoth, Kerstin; Pick, Andreas - 2009
This paper considers the issue of forecasting financial fragility of banks and insurances using a panel data set of performance indicators, namely distance-to- default, taking unobserved common factors into account. We show that common factors are important in the performance of banks and...
Persistent link: https://www.econbiz.de/10003832732
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A Crisis of Banks as Liquidity Providers
Acharya, Viral V. - 2013
Can banks maintain their advantage as liquidity providers when exposed to a financial crisis? While banks honored their … credit lines drawn by firms during the 2007-09 crisis, this provision of liquidity by banks was only possible because of …
Persistent link: https://www.econbiz.de/10013091384
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A Crisis of Banks as Liquidity Providers
Acharya, Viral V. - 2013
Can banks maintain their advantage as liquidity providers when exposed to a financial crisis? While banks honored their … credit lines drawn by firms during the 2007-09 crisis, this provision of liquidity by banks was only possible because of …
Persistent link: https://www.econbiz.de/10013091967
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A Crisis of Banks as Liquidity Providers
Acharya, Viral V. - 2013
Can banks maintain their advantage as liquidity providers when exposed to a financial crisis? While banks honored their … credit lines drawn by firms during the 2007-09 crisis, this provision of liquidity by banks was only possible because of …
Persistent link: https://www.econbiz.de/10013076376
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How Do Global Banks Scramble for Liquidity? Evidence from the Asset-Backed Commercial Paper Freeze of 2007
Acharya, Viral V. - 2015
In the August of 2007, banks faced a freeze in funding liquidity from the asset-backed commercial paper (ABCP) market …. We investigate how banks scrambled for liquidity in response to this freeze and its implications for the real economy …
Persistent link: https://www.econbiz.de/10013037066
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International banking and nonbank financial intermediation : global liquidity, regulation, and implications
Buch, Claudia M.; Goldberg, Linda S. - 2024
Global liquidity flows are largely channeled through banks and nonbank financial institutions. The common drivers of … global liquidity flows include monetary policy in advanced economies and risk conditions. At the same time, the sensitivities … of liquidity flows to changes in these drivers differ across institutions and have been evolving over time …
Persistent link: https://www.econbiz.de/10014501217
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Bank Liquidity Management through the Issuance of Bonds in the Aftermath of the Global Financial Crisis
Milcheva, Stanimira - 2018
funding liquidity channel; banks with more liquid balance sheets would choose to issue less CB and MBS whereas banks with high …
Persistent link: https://www.econbiz.de/10012933499
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Are banks less likely to issue equity when they are less capitalized?
Dinger, Valeriya; Vallascas, Francesco - 2014
Debt overhang and moral hazard related to risk-shifting opportunities predict that low capitalized banks have a lower likelihood to issue equity. In contrast to this view, for an international sample of bank Seasoned Equity Offerings (SEOs), we show that the likelihood of issuing an SEO is...
Persistent link: https://www.econbiz.de/10010402713
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An Assessment of Financial Sector Rescue Programmes
Settlements, Bank for International - 2014
We analyse the wide array of rescue programmes adopted in several countries, following Lehman Brothers' default in September 2008, in order to support banks and other financial institutions. We first provide an overview of the programmes, comparing their characteristics, magnitudes and...
Persistent link: https://www.econbiz.de/10013070843
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The Basel III Debt Overhang. The Special Case of the Net Stable Funding Ratio
Ceron, Jorge - 2015
introduction of the new Basel III liquidity ratio: the Net Stable Funding Ratio (NSFR). By replacing short for long term debt (or …
Persistent link: https://www.econbiz.de/10013025494