Sovereigns and Financial Intermediaries Spillovers is popular PDF and ePub book, written by Mr.Hamid R Tabarraei in 2019-02-27, 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, Sovereigns and Financial Intermediaries Spillovers can be Read Online from any device for your convenience.
Sovereigns and Financial Intermediaries Spillovers Book PDF Summary
We examine the spillover effects between sovereigns and banks in a model with a heterogeneous banking system. An increase in sovereign’s default risk affects financial intermediaries through two channels in this model. First, banks’ funding costs might increase, inducing higher interest rates on loans and bonds and a cut back in these assets. Second, financial regulator’s risk-weighted asset framework would assign higher weights to lower quality assets, implying a portfolio rebalancing and more deleveraging. While capital adequacy requirements weaken the impact of shocks emerging from the real economy, they amplify the effect of shocks on banks’ balance sheets.
Detail Book of Sovereigns and Financial Intermediaries Spillovers PDF
- Author : Mr.Hamid R Tabarraei
- Release : 27 February 2019
- Publisher : International Monetary Fund
- ISBN : 9781498301756
- Genre : Business & Economics
- Total Page : 33 pages
- Language : English
- PDF File Size : 16,6 Mb
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