Search Results

You are looking at 1 - 4 of 4 items

  • Keyword: return on assets x
  • Keywords: Basel III x
Clear All Modify Search
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...

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...

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...

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

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

DOI: http://dx.doi.org/10.5089/9781463933791.001

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...