Browse

You are looking at 1 - 4 of 4 items :

  • Keywords: iii x
Clear All
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...

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: 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...

Next Generation Balance Sheet Stress Testing

Next Generation Balance Sheet Stress Testing »

Volume/Issue: 2011/83

Series: IMF Working Papers

Author(s): Christian Schmieder , Maher Hasan , and Claus Puhr

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

DOI: http://dx.doi.org/10.5089/9781455226054.001

ISBN: 9781455226054

Keywords: Solvency Risk, Basel II, Basel III, banking, capital requirements, banking systems, market risk, General Financial Markets: General (includes Measurement and Data), Financial Institutions and Services: General,

This paper presents a "second-generation" solvency stress testing framework extending applied stress testing work centered on Cihák (2007). The framework seeks enriching stress tests in terms of risk-sensitivity, w...

Next Generation Balance Sheet Stress Testing1

Next Generation Balance Sheet Stress Testing1 »

Source: Next Generation Balance Sheet Stress Testing

Volume/Issue: 2011/83

Series: IMF Working Papers

Author(s): Christian Schmieder , Maher Hasan , and Claus Puhr

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

ISBN: 9781455226054

Keywords: Solvency Risk, Basel II, Basel III, banking, capital requirements, banking systems, market risk, General Financial Markets: General (includes Measurement and Data), Financial Institutions and Services: General,

This paper presents a "second-generation" solvency stress testing framework extending applied stress testing work centered on Cihák (2007). The framework seeks enriching stress tests in terms of risk-sensitivity, w...