Bank Funding Structures and Risk is popular PDF and ePub book, written by Mr.Francisco F. Vazquez in 2012-01-01, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Bank Funding Structures and Risk can be Read Online from any device for your convenience.
Bank Funding Structures and Risk Book PDF Summary
This paper analyzes the evolution of bank funding structures in the run up to the global financial crisis and studies the implications for financial stability, exploiting a bank-level dataset that covers about 11,000 banks in the U.S. and Europe during 2001?09. The results show that banks with weaker structural liquidity and higher leverage in the pre-crisis period were more likely to fail afterward. The likelihood of bank failure also increases with bank risk-taking. In the cross-section, the smaller domestically-oriented banks were relatively more vulnerable to liquidity risk, while the large cross-border banks were more susceptible to solvency risk due to excessive leverage. The results support the proposed Basel III regulations on structural liquidity and leverage, but suggest that emphasis should be placed on the latter, particularly for the systemically-important institutions. Macroeconomic and monetary conditions are also shown to be related with the likelihood of bank failure, providing a case for the introduction of a macro-prudential approach to banking regulation.
Detail Book of Bank Funding Structures and Risk PDF
- Author : Mr.Francisco F. Vazquez
- Release : 01 January 2012
- Publisher : International Monetary Fund
- ISBN : 9781463933142
- Genre : Business & Economics
- Total Page : 33 pages
- Language : English
- PDF File Size : 9,8 Mb
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