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Bank Funding Costs for International Banks

Bank Funding Costs for International Banks »

Source: Bank Funding Costs for International Banks

Volume/Issue: 2014/71

Series: IMF Working Papers

Author(s): Rita Babihuga , and Marco Spaltro

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 April 2014

ISBN: 9781475517910

Keywords: bank funding, bank lending, deposit, wholesale funding, banking, banking system, bank capital, wholesale funding.,

This paper investigates the determinants of bank funding costs for a sample of internationally active banks from 2001-12. We find that changes in banks' unsecured funding costs are associated with bank-specific cha...

The Dark Side of Bank Wholesale Funding

The Dark Side of Bank Wholesale Funding »

Source: The Dark Side of Bank Wholesale Funding

Volume/Issue: 2010/170

Series: IMF Working Papers

Author(s): Lev Ratnovski , and Rocco Huang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2010

ISBN: 9781455201815

Keywords: wholesale funding, interest rate, reserve bank, financial stability, individual bank

Banks increasingly use short-term wholesale funds to supplement traditional retail deposits. Existing literature mainly points to the "bright side" of wholesale funding: sophisticated financiers can monitor banks,...

France

France »

Source: France : Selected Issues

Volume/Issue: 2009/233

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 31 July 2009

ISBN: 9781451813739

Keywords: capital adequacy, retail banking, wholesale funding, basis points

This Selected Issues paper analyzes the performance of French banks and the financial support measures taken by the French government. France has a large and sophisticated financial system, which accounts for 10 pe...

Selected Issues

Selected Issues »

Source: France : Selected Issues

Volume/Issue: 2009/233

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 31 July 2009

ISBN: 9781451813739

Keywords: capital adequacy, retail banking, wholesale funding, basis points

This Selected Issues paper analyzes the performance of French banks and the financial support measures taken by the French government. France has a large and sophisticated financial system, which accounts for 10 pe...

Selected Issues

Selected Issues »

Source: France : Selected Issues

Volume/Issue: 2009/233

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 31 July 2009

ISBN: 9781451813739

Keywords: capital adequacy, retail banking, wholesale funding, basis points

This Selected Issues paper analyzes the performance of French banks and the financial support measures taken by the French government. France has a large and sophisticated financial system, which accounts for 10 pe...

Bank Risk Within and Across Equilibria1

Bank Risk Within and Across Equilibria1 »

Source: Bank Risk Within and Across Equilibria

Volume/Issue: 2014/116

Series: IMF Working Papers

Author(s): Itai Agur

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 July 2014

ISBN: 9781498306515

Keywords: Bank risk, Wholesale funding, Adverse selection, Multiple equilibria, banking, systemic risk, bank exposures, bank funding,

The global financial crisis highlighted that the financial system can be most vulnerable when it seems most stable. This paper models non-linear dynamics in banking. Small shocks can lead from an equilibrium with f...

Banks' Liability Structure and Mortgage Lending During the Financial Crisis

Banks' Liability Structure and Mortgage Lending During the Financial Crisis »

Source: Banks' Liability Structure and Mortgage Lending During the Financial Crisis

Volume/Issue: 2012/155

Series: IMF Working Papers

Author(s): Jihad Dagher , and Kazim Kazimov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

ISBN: 9781475504460

Keywords: Retail funding, Wholesale funding, credit supply, mortgages, matching, mortgage, statistics, mortgage credit, probability, mortgage lending

We examine the impact of banks' exposure to market liquidity shocks through wholesale funding on their supply of credit during the financial crisis in the United States. We focus on mortgage lending to minimize the...

Wholesale Bank Funding, Capital Requirements and Credit Rationing1

Wholesale Bank Funding, Capital Requirements and Credit Rationing1 »

Source: Wholesale Bank Funding, Capital Requirements and Credit Rationing

Volume/Issue: 2013/30

Series: IMF Working Papers

Author(s): Itai Agur

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 31 January 2013

ISBN: 9781475571622

Keywords: Rationing, wholesale finance, unsecured, collateral, bank funding, deposit insurance, bank risk, collateralization, Government Policy and Regulation,

This paper analyzes how different types of bank funding affect the extent to which banks ration credit to borrowers, and the impact that capital requirements have on that rationing. Using an extension of the standa...

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: bank lending channel, wholesale funding, net stable funding ratio, Basel III, bank capital, banking, return on assets, liquid asset, bank balance sheet, Government Policy and Regulation,

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 w...

Short-Term Wholesale Funding and Systemic Risk

Short-Term Wholesale Funding and Systemic Risk »

Source: Short-Term Wholesale Funding and Systemic Risk : A Global Covar Approach

Volume/Issue: 2012/46

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2012

ISBN: 9781463936471

Keywords: Wholesale Funding, Macroprudential Regulation, recapitalization, financial system, contagion, Multiple or Simultaneous Equation Models: General, Financial Institutions and Services: General, General Financial Markets,

In this paper we identify some of the main factors behind systemic risk in a set of international large-scale complex banks using the novel CoVaR approach. We find that short-term wholesale funding is a key determi...