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The paper develops a macro-prudential liquidity stress-testing tool in order to capture the possible consequences of a capital outflow (including a run of deposits). The tool includes a feedback from the banking sector to the real economy, incorporates a link between liquidity risk and solvency...
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, significant decrease of banks’ capital adequacy ratios, and growing problems associated with banks’ lending to affiliated non … supply by cross-border corporate borrowings. The later weakens the competitive­ positions of Russian banks. We propose a set … of measures to harmonize the prudential regulation of banks. Our suggestions rely on design and further implementation of …
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sustainability ("ESG"), typically considered as intangibles, can be explained by tangible factors such as banks' fundamentals …, country ESG performance, macroeconomic factors and institutional quality. Based on panel estimation of 251 banks from 45 … influence banks' disclosure of ESG policies and practices. Nonprofitable banks disclose ESG, probably to build reputation and to …
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