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Are More Competitive Banking Systems More Stable?

Are More Competitive Banking Systems More Stable? »

Source: Are More Competitive Banking Systems More Stable?

Volume/Issue: 2006/143

Series: IMF Working Papers

Author(s): Martin Cihak , Simon Wolfe , and Klaus Schaeck

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2006

ISBN: 9781451864038

Keywords: banking competition, market structure, regulation, duration analysis, banking, statistic, banking system, probability, Financial Institutions and Services: Government Policy and Regulation,

This paper provides the first empirical analysis of the cross-country relationship between a direct measure of competitive conduct of financial institutions and banking system fragility. Using the Panzar and Rosse...

Capital Regulation and Tail Risk

Capital Regulation and Tail Risk »

Source: Capital Regulation and Tail Risk

Volume/Issue: 2011/188

Series: IMF Working Papers

Author(s): Enrico Camillo Perotti , Lev Ratnovski , and Razvan Vlahu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2011

ISBN: 9781462308262

Keywords: Tail Risk, Financial Innovation, banker, recapitalization, banking, capital ratio, Criteria for Decision-Making under Risk and Uncertainty, Financial Institutions and Services: Government Policy and Regulation,

The paper studies risk mitigation associated with capital regulation, in a context where banks may choose tail risk asserts. We show that this undermines the traditional result that high capital reduces excess risk...

Dynamic Depositor Discipline in U.S. Banks

Dynamic Depositor Discipline in U.S. Banks »

Source: Dynamic Depositor Discipline in U.S. Banks

Volume/Issue: 2003/226

Series: IMF Working Papers

Author(s): Kathleen McDill , and Andrea Maechler

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2003

ISBN: 9781451875409

Keywords: Market Discipline, Banking System, banking, deposit interest, bond, subordinated debt, Financial Institutions and Services: Government Policy and Regulation,

This paper investigates the presence of depositor discipline in the U.S. banking sector. We test whether depositors penalize (discipline) banks for poor performance by withdrawing their uninsured deposits. While fo...

Euro-Area Banking At the Crossroads

Euro-Area Banking At the Crossroads »

Source: Euro-Area Banking At the Crossroads

Volume/Issue: 2001/28

Series: IMF Working Papers

Author(s): Agnes Belaisch , Joaquim Levy , Laura Kodres , and Angel Ubide

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2001

ISBN: 9781451844665

Keywords: Banking mergers, too big too fail, banking, banking system, banking sector, financial stability, financial institutions, Financial Institutions and Services: Government Policy and Regulation,

This paper analyses the process of disintermediation, the progress in consolidation, the impact of new technologies, and the role of ownership and control structures for the euro area banking sector. The impact of...

Fat-Tails and their (Un)Happy Endings

Fat-Tails and their (Un)Happy Endings »

Source: Fat-Tails and their (Un)Happy Endings : Correlation Bias and its Implications for Systemic Risk and Prudential Regulation

Volume/Issue: 2011/82

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

ISBN: 9781455226061

Keywords: Basel III, correlation bias, copula capital structure model, prudential regulation, systemic risk., correlation, subordinated debt, banking, probability, General Financial Markets: Government Policy and Regulation

The correlation bias refers to the fact that claim subordination in the capital structure of the firm influences claim holders' preferred degree of asset correlation in portfolios held by the firm. Using the copula...

How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis

How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis »

Source: How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis

Volume/Issue: 2012/36

Series: IMF Working Papers

Author(s): Sonali Das , and Amadou Sy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463933791

Keywords: crisis, regulation, risk weighted assets, Basel III, banking, return on assets, dummy variables, standard errors, independent variables, Financial Institutions and Services: General

We study how investors account for the riskiness of banks' risk-weighted assets (RWA) by examining the determinants of stock returns and market measures of risk. We find that banks with higher RWA had lower stock r...

Are More Competitive Banking Systems More Stable?

Are More Competitive Banking Systems More Stable? »

Volume/Issue: 2006/143

Series: IMF Working Papers

Author(s): Martin Cihak , Simon Wolfe , and Klaus Schaeck

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2006

DOI: http://dx.doi.org/10.5089/9781451864038.001

ISBN: 9781451864038

Keywords: banking competition, market structure, regulation, duration analysis, banking, statistic, banking system, probability, Financial Institutions and Services: Government Policy and Regulation,

This paper provides the first empirical analysis of the cross-country relationship between a direct measure of competitive conduct of financial institutions and banking system fragility. Using the Panzar and Rosse...

Capital Regulation and Tail Risk

Capital Regulation and Tail Risk »

Volume/Issue: 2011/188

Series: IMF Working Papers

Author(s): Enrico Camillo Perotti , Lev Ratnovski , and Razvan Vlahu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2011

DOI: http://dx.doi.org/10.5089/9781462308262.001

ISBN: 9781462308262

Keywords: Tail Risk, Financial Innovation, banker, recapitalization, banking, capital ratio, Criteria for Decision-Making under Risk and Uncertainty, Financial Institutions and Services: Government Policy and Regulation,

The paper studies risk mitigation associated with capital regulation, in a context where banks may choose tail risk asserts. We show that this undermines the traditional result that high capital reduces excess risk...

Dynamic Depositor Discipline in U.S. Banks

Dynamic Depositor Discipline in U.S. Banks »

Volume/Issue: 2003/226

Series: IMF Working Papers

Author(s): Kathleen McDill , and Andrea Maechler

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2003

DOI: http://dx.doi.org/10.5089/9781451875409.001

ISBN: 9781451875409

Keywords: Market Discipline, Banking System, banking, deposit interest, bond, subordinated debt, Financial Institutions and Services: Government Policy and Regulation,

This paper investigates the presence of depositor discipline in the U.S. banking sector. We test whether depositors penalize (discipline) banks for poor performance by withdrawing their uninsured deposits. While fo...

Euro-Area Banking At the Crossroads

Euro-Area Banking At the Crossroads »

Volume/Issue: 2001/28

Series: IMF Working Papers

Author(s): Agnes Belaisch , Joaquim Levy , Laura Kodres , and Angel Ubide

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2001

DOI: http://dx.doi.org/10.5089/9781451844665.001

ISBN: 9781451844665

Keywords: Banking mergers, too big too fail, banking, banking system, banking sector, financial stability, financial institutions, Financial Institutions and Services: Government Policy and Regulation,

This paper analyses the process of disintermediation, the progress in consolidation, the impact of new technologies, and the role of ownership and control structures for the euro area banking sector. The impact of...