International Convergence of Capital Measurement and Capital Standards
| Author | : |
| Publisher | : Lulu.com |
| Total Pages | : 294 |
| Release | : 2004 |
| Genre | : Bank capital |
| ISBN | : 9291316695 |
The Net Stable Funding Ratio
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The Net Stable Funding Ratio
| Author | : Jeanne Gobat |
| Publisher | : International Monetary Fund |
| Total Pages | : 43 |
| Release | : 2014-06-12 |
| Genre | : Business & Economics |
| ISBN | : 1498358586 |
As part of Basel III reforms, the NSFR is a new prudential liquidity rule aimed at limiting excess maturity transformation risk in the banking sector and promoting funding stability. The revised package has been issued for public consultation with a plan of making the rule binding in 2018. This paper complements earlier quantitative impact studies by discussing the potential impact of introducing the NSFR based on empirical analysis of end-2012 financial data for over 2000 banks covering 128 countries. The calculations show that a sizeable percentage of the banks in most countries would meet the minimum NSFR prudential requirement at end-2012, and, further, that larger banks tend to be more vulnerable to the introduction of the NSFR. Additionally, by comparing the NSFR to other structural funding mismatch indicators, we find that the NSFR is a relatively consistent regulatory measure for capturing banks’ funding risk. Finally, the paper discusses key policy issues for consideration in implementing the NSFR.
The Changing Fortunes of Central Banking
| Author | : Philipp Hartmann |
| Publisher | : Cambridge University Press |
| Total Pages | : 423 |
| Release | : 2018-03-29 |
| Genre | : Business & Economics |
| ISBN | : 1108423841 |
22.3.1 Basic Characteristics
Bank Funding Structures and Risk
| Author | : Mr.Francisco F. Vazquez |
| Publisher | : International Monetary Fund |
| Total Pages | : 33 |
| Release | : 2012-01-01 |
| Genre | : Business & Economics |
| ISBN | : 1463933142 |
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.
The Principles of Banking
| Author | : Moorad Choudhry |
| Publisher | : John Wiley & Sons |
| Total Pages | : 868 |
| Release | : 2022-09-22 |
| Genre | : Business & Economics |
| ISBN | : 1119755689 |
A timely and robust discussion of responsible bank stewardship and practice. The Second Edition of The Principles of Banking offers banking professionals, regulators, and students from a variety of backgrounds an authoritative and practical discussion of the foundations of modern banking and good banking practice. In the book, you'll find a comprehensive roadmap to a more sustainable business model for your banking organization. The author draws on his many years' experience as a commercial and investment banker as he explains the original principles of banking—including sound lending policy, capital management, and liquidity risk management—as well as new material covering the impact of COVID-19 on banks, risk management, and balance sheet management. The Principles of Banking also provides recommendations for bank asset-liability management best practices that enable banks to deliver optimized balance sheets for the benefit of all stakeholders. It also includes new chapters in market risk management, foreign exchange risk management, interest rate risk, and credit risk policy and management. An essential update to a widely read and taught banking text, The Principles of Banking, Second Edition is an indispensable resource for banking professionals and students everywhere.
Money and Debt: The Public Role of Banks
| Author | : Bart Stellinga |
| Publisher | : Springer Nature |
| Total Pages | : 257 |
| Release | : 2021 |
| Genre | : Banks and banking, Central |
| ISBN | : 3030702502 |
This Open Access book from the Netherlands Scientific Council for Government Policy explains how money creation and banking works, describes the main problems of the current monetary and financial system and discusses several reform options. This book systematically evaluates proposals for fundamental monetary reform, including ideas to separate money and credit by breaking up banks, introducing a central bank digital currency, and introducing public payment banks. By drawing on these plans, the authors suggest several concrete reforms to the current banking system with the aim to ensure that the monetary system remains stable, contributes to the Dutch economy, fairly distributes benefits, costs and risks, and enjoys public legitimacy. This systematic approach, and the accessible way in which the book is written, allows specialized and non-specialised readers to understand the intricacies of money, banking, monetary reform and financial innovation, far beyond the Dutch context [Resumen de la editorial]
The Oxford Handbook of Banking
| Author | : Allen N. Berger |
| Publisher | : Oxford University Press |
| Total Pages | : 1033 |
| Release | : 2010 |
| Genre | : Business & Economics |
| ISBN | : 0199236615 |
This handbook provides an overview and analysis of state-of-the-art research in banking written by researchers in the field. It includes abstract theory, empirical analysis, and practitioner and policy-related material.
Estimating the Costs of Financial Regulation
| Author | : Mr.Andre Santos |
| Publisher | : International Monetary Fund |
| Total Pages | : 43 |
| Release | : 2012-09-11 |
| Genre | : Business & Economics |
| ISBN | : 147551008X |
Staff Discussion Notes showcase the latest policy-related analysis and research being developed by individual IMF staff and are published to elicit comment and to further debate. These papers are generally brief and written in nontechnical language, and so are aimed at a broad audience interested in economic policy issues. This Web-only series replaced Staff Position Notes in January 2011.
Riegle Community Development and Regulatory Improvement Act of 1994
| Author | : United States |
| Publisher | : |
| Total Pages | : 136 |
| Release | : 1994 |
| Genre | : Community development |
| ISBN | : |
Bank Funding, Liquidity, and Capital Adequacy
| Author | : José Gabilondo |
| Publisher | : Edward Elgar Publishing |
| Total Pages | : 170 |
| Release | : 2016-09-28 |
| Genre | : Business & Economics |
| ISBN | : 1783479175 |
Focusing primarily on the banking system in the United States, this book offers an innovative framework that integrates a depository bank’s liquidity and its capital adequacy into a unified notion of funding that helps to explain how the 2007–2008 crisis unfolded, why central banks succeeded in resolving the crisis, and how the conceptual legacy of the crisis and its resolution led to lasting changes in bank funding regulation, including new objective requirements for bank liquidity. To provide a comparative context, the book also examines the funding models of non-bank intermediaries like dealer banks and insurers.
