Showing 51 - 60 of 145,137
The purpose of this study is to explore the influence of bank capital, bank liquidity level and credit risk on the … USA banking industry. The findings show that bank capital and credit risk influence profitability in Asian developed … is similar for large, small and medium-size banks. The results of this paper indicate that liquidity and bank capital …
Persistent link: https://www.econbiz.de/10012023980
The objective of this paper is to validate the existence of an extensively documented secular upward trend in corporate cash holding. To do this, we use the new data for Poland and review original datasets from Bates et al. [2009] for the U.S. We find no trace of a trend for Poland and believe...
Persistent link: https://www.econbiz.de/10014476839
Defaults of financial institutions can cause large, disorderly liquidations of repo collateral. This paper analyzes the dynamics of such liquidations. The model shows that (i) the equilibrium price of the collateral asset can overshoot; (ii) the creditor structure in repo lending involves a...
Persistent link: https://www.econbiz.de/10013036180
liquidity provision and the roles of the public budget and the central bank. The comparison also reveals that the role of fiscal …
Persistent link: https://www.econbiz.de/10013314883
The traditional approach to the stress testing of financial institutions focuses on capital adequacy and solvency. Liquidity stress tests have been applied in parallel to and independently from solvency stress tests, based on scenarios which may not be consistent with those used in solvency...
Persistent link: https://www.econbiz.de/10012849054
We show that a liquidity shock can affect the solvency of a bank and cause its default if the bank does not hold enough … individual bank. These shock scenarios are materialized by different net demands for withdrawal of funds (NDWF) - which are not … necessarily justified by the solvency situation of the bank before the initial shock - and may lead the bank to sell illiquid …
Persistent link: https://www.econbiz.de/10014350497
National Bank of Poland, reveal that both ratios gradually deteriorated throughout most of this period. The ratios stabilized … average Polish bank would withstand a run-off of no more than 20% retail deposits – while fifteen years earlier similar stress …
Persistent link: https://www.econbiz.de/10013045429
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011554963
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011557140
regulatory requirements. Our analytic characterization of the bank policy choices shows that imposing solely liquidity … requirements leads to lower bank losses in default at the cost of an increased likelihood of default. Combining liquidity … requirements with leverage requirements reduces drastically both the likelihood of default and the magnitude of bank losses in …
Persistent link: https://www.econbiz.de/10011293576