Showing 152,121 - 152,130 of 152,703
We investigate whether low loan-to-deposit (LTD) ratios and high levels of reserve balances at the central bank (or … to lend or sometimes weak investment demand in uncertain environments. We examine changes to central bank (CB) balance … unsterilized increases in FX. Third, CB policy decisions seem to be accompanied by an increase in commercial bank reserve money …
Persistent link: https://www.econbiz.de/10014411341
bond returns are high. At the bank level, bondholdings correlate negatively with subsequent lending during sovereign …
Persistent link: https://www.econbiz.de/10014411356
As part of Basel III reforms, the NSFR is a new prudential liquidity rule aimed at limiting excess maturity transformation risk in the banking sector and promoting funding stability. The revised package has been issued for public consultation with a plan of making the rule binding in 2018. This...
Persistent link: https://www.econbiz.de/10014411390
policy surprises, we do not detect clear effects of monetary easing on bank stock valuation but find a deterioration of … medium-term bank credit risk in the United States, the euro area, and the United Kingdom. Second, in panel regressions using … U.S. banks’ balance sheet information, we show that bank profitability and risk taking are ambiguously affected, while …
Persistent link: https://www.econbiz.de/10014411436
This paper looks at the vulnerabilities stemming from banking sector linkages between countries and their macroeconomic effects. It finds that credit risks (from a banking system’s claims on other countries) and funding risks (from a banking system’s liabilities to another) have declined...
Persistent link: https://www.econbiz.de/10014411464
characterized by increasing banks’ net interest margins, foreign bank participation and consolidation. In line with findings in the …
Persistent link: https://www.econbiz.de/10014411520
This note assesses the impact of the global financial risks on Oman''s banking system and highlights the remaining risks. It concludes that the liquidity and prudential measures introduced by the authorities mitigated the adverse effects of the crisis on the banking system. Banks continue to...
Persistent link: https://www.econbiz.de/10014403158
shocks. This paper combines different stress scenarios, as well as cross-country analysis, to assess New Zealand bank … reduce bank capital below the regulatory minimum. On the funding side, a disruption to banks'' offshore funding may put …
Persistent link: https://www.econbiz.de/10014403177
Using a multi-country panel of banks, we study whether better capitalized banks experienced higher stock returns during the financial crisis. We differentiate among various types of capital ratios: the Basel risk-adjusted ratio; the leverage ratio; the Tier I and Tier II ratios; and the tangible...
Persistent link: https://www.econbiz.de/10014403242
In recent decades, a wide range of countries have experienced banking problems. Their approaches to systemic bank …. Special emphasis is given to the role of the central bank …
Persistent link: https://www.econbiz.de/10014403338