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Bank Funding Structures and Risk

2012-01-01 Business & Economics
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Release : 2012-01-01
Genre : Business & Economics
Kind : eBook
Book Rating : 142/5 ( reviews)

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Book Synopsis Bank Funding Structures and Risk by : Mr.Francisco F. Vazquez

Download or read book Bank Funding Structures and Risk written by Mr.Francisco F. Vazquez. This book was released on 2012-01-01. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Liquidity Risk Management in Banks

2012-09-20 Business & Economics
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Release : 2012-09-20
Genre : Business & Economics
Kind : eBook
Book Rating : 819/5 ( reviews)

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Book Synopsis Liquidity Risk Management in Banks by : Roberto Ruozi

Download or read book Liquidity Risk Management in Banks written by Roberto Ruozi. This book was released on 2012-09-20. Available in PDF, EPUB and Kindle. Book excerpt: The recent turmoil on financial markets has made evident the importance of efficient liquidity risk management for the stability of banks. The measurement and management of liquidity risk must take into account economic factors such as the impact area, the timeframe of the analysis, the origin and the economic scenario in which the risk becomes manifest. Basel III, among other things, has introduced harmonized international minimum requirements and has developed global liquidity standards and supervisory monitoring procedures. The short book analyses the economic impact of the new regulation on profitability, on assets composition and business mix, on liabilities structure and replacement effects on banking and financial products.​

Risk and the Corporate Structure of Banks

2010-02-01 Business & Economics
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Release : 2010-02-01
Genre : Business & Economics
Kind : eBook
Book Rating : 908/5 ( reviews)

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Book Synopsis Risk and the Corporate Structure of Banks by : International Monetary Fund

Download or read book Risk and the Corporate Structure of Banks written by International Monetary Fund. This book was released on 2010-02-01. Available in PDF, EPUB and Kindle. Book excerpt: We identify different sources of risk as important determinants of banks' corporate structures when expanding into new markets. Subsidiary-based corporate structures benefit from greater protection against economic risk because of affiliate-level limited liability, but are more exposed to the risk of capital expropriation than are branches. Thus, branch-based structures are preferred to subsidiary-based structures when expropriation risk is high relative to economic risk, and vice versa. Greater cross-country risk correlation and more accurate pricing of risk by investors reduce the differences between the two structures. Furthermore, the corporate structure affects bank risk taking and affiliate size.

International Convergence of Capital Measurement and Capital Standards

2004 Bank capital
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Release : 2004
Genre : Bank capital
Kind : eBook
Book Rating : 695/5 ( reviews)

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Book Synopsis International Convergence of Capital Measurement and Capital Standards by :

Download or read book International Convergence of Capital Measurement and Capital Standards written by . This book was released on 2004. Available in PDF, EPUB and Kindle. Book excerpt:

International Financial Integration and Funding Risks: Bank-Level Evidence from Latin America

2017-10-31 Business & Economics
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Release : 2017-10-31
Genre : Business & Economics
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Book Rating : 765/5 ( reviews)

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Book Synopsis International Financial Integration and Funding Risks: Bank-Level Evidence from Latin America by : Mr.Luis Catão

Download or read book International Financial Integration and Funding Risks: Bank-Level Evidence from Latin America written by Mr.Luis Catão. This book was released on 2017-10-31. Available in PDF, EPUB and Kindle. Book excerpt: Using a sample of over 700 banks in Latin America, we show that international financial liberalization lowers bank capital ratios and increases the shares of short-term funding. Following liberalization, large banks substitute interbank borrowing for equity and long-term funding, whereas small banks increase the proportions of retail funding in their liabilities, which have been particularly vulnerable to flight-to-quality during periods of financial distress in much of Latin America. We also find evidence that riskier bank funding in the aftermath of financial liberalizations is exacerbated by asymmetric information, which rises on geographical distance and the opacity of balance sheets.

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