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Monetary Policy, Bank Leverage, and Financial Stability

Monetary Policy, Bank Leverage, and Financial Stability »

Source: Monetary Policy, Bank Leverage, and Financial Stability

Volume/Issue: 2011/244

Series: IMF Working Papers

Author(s): Fabian Valencia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2011

ISBN: 9781463923235

Keywords: Bank Leverage, Macroprudential regulation, bank capital, capital requirements, risk of default, bank default, bank risk, Financial Markets and the Macroeconomy,

This paper develops a model to assess how monetary policy rates affect bank risk-taking. In the model, a reduction in the risk-free rate increases lending profitability by reducing funding costs and increasing the...

Did the Basel Accord Cause a Credit Slowdown in Latin America?

Did the Basel Accord Cause a Credit Slowdown in Latin America? »

Source: Did the Basel Accord Cause a Credit Slowdown in Latin America?

Volume/Issue: 2005/38

Series: IMF Working Papers

Author(s): Thomas Cosimano , Ralph Chami , and Adolfo Barajas

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2005

ISBN: 9781451860573

Keywords: Basel Accord, Capital Channel, banking, deposit insurance, bank loans, Central Banking, and the Supply of Money and Credit, Financial Institutions and Services,

Drawing from a unique data set comprising 2,893 banks and 152 countries over the period 1987 to 2000, we test whether the adoption of the Basel Accord by Latin American and Caribbean countries was responsible for t...

Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings

Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings »

Source: Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings

Volume/Issue: 2012/23

Series: IMF Working Papers

Author(s): John Kiff , Sylwia Nowak , and Liliana Schumacher

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463931858

Keywords: Sovereign ratings, rating agencies, credit ratings, asian crisis, emerging markets, An Investigation into the Impact and Accuracy of Sovereign Ratings, Financial Institutions and Services: General, Corporate Finance and Governance: Government Policy and Regulation,

We find that Credit Rating Agencies (CRA)'s opinions have an impact in the cost of funding of sovereign issuers and consequently ratings are a concern for financial stability. While ratings produced by the major CR...

Monetary Policy, Bank Leverage, and Financial Stability

Monetary Policy, Bank Leverage, and Financial Stability »

Volume/Issue: 2011/244

Series: IMF Working Papers

Author(s): Fabian Valencia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2011

DOI: http://dx.doi.org/10.5089/9781463923235.001

ISBN: 9781463923235

Keywords: Bank Leverage, Macroprudential regulation, bank capital, capital requirements, risk of default, bank default, bank risk, Financial Markets and the Macroeconomy,

This paper develops a model to assess how monetary policy rates affect bank risk-taking. In the model, a reduction in the risk-free rate increases lending profitability by reducing funding costs and increasing the...

Did the Basel Accord Cause a Credit Slowdown in Latin America?

Did the Basel Accord Cause a Credit Slowdown in Latin America? »

Volume/Issue: 2005/38

Series: IMF Working Papers

Author(s): Thomas Cosimano , Ralph Chami , and Adolfo Barajas

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2005

DOI: http://dx.doi.org/10.5089/9781451860573.001

ISBN: 9781451860573

Keywords: Basel Accord, Capital Channel, banking, deposit insurance, bank loans, Central Banking, and the Supply of Money and Credit, Financial Institutions and Services,

Drawing from a unique data set comprising 2,893 banks and 152 countries over the period 1987 to 2000, we test whether the adoption of the Basel Accord by Latin American and Caribbean countries was responsible for t...

Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings

Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings »

Volume/Issue: 2012/23

Series: IMF Working Papers

Author(s): John Kiff , Sylwia Nowak , and Liliana Schumacher

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

DOI: http://dx.doi.org/10.5089/9781463931858.001

ISBN: 9781463931858

Keywords: Sovereign ratings, rating agencies, credit ratings, asian crisis, emerging markets, An Investigation into the Impact and Accuracy of Sovereign Ratings, Financial Institutions and Services: General, Corporate Finance and Governance: Government Policy and Regulation,

We find that Credit Rating Agencies (CRA)'s opinions have an impact in the cost of funding of sovereign issuers and consequently ratings are a concern for financial stability. While ratings produced by the major CR...