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This paper reports on Bangladesh’s Financial System Stability Assessment. Considerable progress has been made in strengthening the resilience of the country's financial sector. Total assets of the banking sector have increased twofold since 2003, and credit to the private sector has risen...
Persistent link: https://www.econbiz.de/10011245298
We examine the role of bank balance sheet strength in the transmission of financial sector shocks to the real economy. Using data from the syndicated loan market, we exploit variation in banks’ reliance on wholesale funding and their structural liquidity positions in 2007Q2 to estimate the...
Persistent link: https://www.econbiz.de/10011142046
This paper investigates macro-financial linkages in Egypt using two complementary methods, assessing the interaction between different macroeconomic aggregates and loan portfolio quality in a multivariate framework as well as through a panel vector autoregressive method that controls for...
Persistent link: https://www.econbiz.de/10011142052
of impaired bank loans. To attract risk capital, impaired loans must find market-clearing prices. However, the asymmetry …
Persistent link: https://www.econbiz.de/10005605029
Recapitalizing banks in a systemic crisis is a complex medium-term process that requires significant government intervention and careful management at both the strategic and individual bank levels. This paper highlights the range of operational and strategic issues to be addressed and the...
Persistent link: https://www.econbiz.de/10005605095
This paper on the Republic of Poland’s Financial System Stability Assessment highlights economic policies and development. Skillful policy management and sound fundamentals have allowed the economy to weather the global financial crisis, and the euro area turmoil. Risk drivers include...
Persistent link: https://www.econbiz.de/10011242508
This paper aims to investigate the effect of credit risk, liquidity risk and bank capital on bank profitability over a nine-year period (2010-2018) by examining empirical evidence from an emerging market. This study is grounded on econometric panel data using GMM methods. The results indicate...
Persistent link: https://www.econbiz.de/10014001615
We show that risk-mitigating incentives dominate risk-shifting incentives in fragile banks. We study security trading by banks, as banks can easily and quickly change their risk exposure within their security portfolio. For identification, we exploit different crisis shocks and supervisory...
Persistent link: https://www.econbiz.de/10014280704
higher pre-COVID leverage obtained a smaller volume of new loans and had to pay a higher spread on them during the pandemic … period. Consistent with an inward shift in loan supply, these effects were concentrated in loans originated by banks with …
Persistent link: https://www.econbiz.de/10014304784
We develop a dynamic model of a BHC that encompasses both a trading desk and a loan desk, and explore the role of risk attitude and overleveraging by the trading desk. We trace the impact of monetary policy and market innovations on bank behavior in the presence of Basel III type regulations. We...
Persistent link: https://www.econbiz.de/10014332407