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Balance Sheet Strength and Bank Lending During the Global Financial Crisis1

Balance Sheet Strength and Bank Lending During the Global Financial Crisis1 »

Source: Balance Sheet Strength and Bank Lending During the Global Financial Crisis

Volume/Issue: 2013/102

Series: IMF Working Papers

Author(s): Tümer Kapan , and Camelia Minoiu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 May 2013

ISBN: 9781484315842

Keywords: Capital, Financial crises, bank lending channel, wholesale funding, net stable funding ratio, Basel III, bank capital, banking, return on assets, liquid asset

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 wholesal...

Measuring Systemic Risk-Adjusted Liquidity (SRL)

Measuring Systemic Risk-Adjusted Liquidity (SRL) »

Source: Measuring Systemic Risk-Adjusted Liquidity (SRL) : A Model Approach

Volume/Issue: 2012/209

Series: IMF Working Papers

Author(s): Andreas Jobst

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

ISBN: 9781475505597

Keywords: Net Stable Funding Ratio (NSFR), extreme value theory, macroprudential regulation, financial institutions, financial stability, present value, liquidity support, financial system, Model Construction and Estimation, Financial Institutions and Services: Government Policy and Regulation

Little progress has been made so far in addressing-in a comprehensive way-the externalities caused by impact of the interconnectedness within institutions and markets on funding and market liquidity risk within fin...

Balance Sheet Strength and Bank Lending During the Global Financial Crisis

Balance Sheet Strength and Bank Lending During the Global Financial Crisis »

Volume/Issue: 2013/102

Series: IMF Working Papers

Author(s): Tümer Kapan , and Camelia Minoiu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 May 2013

DOI: http://dx.doi.org/10.5089/9781484315842.001

ISBN: 9781484315842

Keywords: Capital, Financial crises, bank lending channel, wholesale funding, net stable funding ratio, Basel III, bank capital, banking, return on assets, liquid asset

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 wholesal...

Measuring Systemic Risk-Adjusted Liquidity (SRL)
			: A Model Approach

Measuring Systemic Risk-Adjusted Liquidity (SRL) : A Model Approach »

Volume/Issue: 2012/209

Series: IMF Working Papers

Author(s): Andreas Jobst

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

DOI: http://dx.doi.org/10.5089/9781475505597.001

ISBN: 9781475505597

Keywords: Net Stable Funding Ratio (NSFR), extreme value theory, macroprudential regulation, financial institutions, financial stability, present value, liquidity support, financial system, Model Construction and Estimation, Financial Institutions and Services: Government Policy and Regulation

Little progress has been made so far in addressing-in a comprehensive way-the externalities caused by impact of the interconnectedness within institutions and markets on funding and market liquidity risk within fin...