How Well Do Aggregate Bank Ratios Identify Banking Problems
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How Well Do Aggregate Bank Ratios Identify Banking Problems
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Author : Martin Cihák
language : en
Publisher: International Monetary Fund
Release Date : 2007-12
How Well Do Aggregate Bank Ratios Identify Banking Problems written by Martin Cihák and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-12 with Business & Economics categories.
The paper provides an empirical analysis of aggregate banking system ratios during systemic banking crises. Drawing upon a wide cross-country dataset, we utilize parametric and nonparametric tests to assess the power of these ratios to discriminate between sound and unsound banking systems. We also estimate a duration model to investigate whether the ratios help determine the timing of a banking crisis. Despite some weaknesses in the available data, our findings offer initial evidence that some indicators are precursors for the likelihood and timing of systemic banking problems. Nevertheless, we caution against sole reliance on these indicators and advocate supplementing them with other tools and techniques.
Distress In European Banks
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Author : Mr.Martin Cihak
language : en
Publisher: International Monetary Fund
Release Date : 2009-01-01
Distress In European Banks written by Mr.Martin Cihak and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-01 with Business & Economics categories.
The global financial crisis has highlighted the importance of early identification of weak banks: when problems are identified late, solutions are much more costly. Until recently, Europe has seen only a small number of outright bank failures, which made the estimation of early warning models for bank supervision very difficult. This paper presents a unique database of individual bank distress across the European Union from mid-1990s to 2008. Using this data set, we analyze the causes of banking distress in Europe. We identify a set of indicators and thresholds that can help to distinguish sound banks from those vulnerable to financial distress.
An Anatomy Of The Financial Crisis
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Author : Nashwa Saleh
language : en
Publisher: Anthem Press
Release Date : 2010
An Anatomy Of The Financial Crisis written by Nashwa Saleh and has been published by Anthem Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Business & Economics categories.
How did the US financial crisis snowball into USD 15 trillion global losses? This book offers a clear synthesis and original analysis of the various factors that led to the financial crisis of 2007-2010, and is intended as a supplementary course text for undergraduate and postgraduate students in finance or finance-related courses.
Guernsey
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Author : International Monetary Fund
language : en
Publisher: International Monetary Fund
Release Date : 2011-01-14
Guernsey written by International Monetary Fund and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-01-14 with Business & Economics categories.
Stress testing (ST) was undertaken as part of the Guernsey Financial sector assessment Program (FSAP) Update in order to assess the resilience of the Guernsey financial system to a variety of potential strains. The approach taken was a simulation of the effect of a potential double-dip recession on solvency of Guernsey banks and insurance companies. The STs assess the sensitivity of banks and insurance companies to single-factor shocks to risk types affecting solvency and liquidity position of institutions. The mission recommends that future STs should be risk-based and that macroprudential analysis should be run on a regular basis.
Financing Smes And Entrepreneurs 2015 An Oecd Scoreboard
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Author : OECD
language : en
Publisher: OECD Publishing
Release Date : 2015-04-16
Financing Smes And Entrepreneurs 2015 An Oecd Scoreboard written by OECD and has been published by OECD Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-04-16 with categories.
This fourth edition monitors SMEs’ and entrepreneurs’ access to finance in 34 countries over the period 2007-13, across an expanded array of indicators, including debt, equity, asset-based finance and framework conditions.
Can Financial Soundness Indicators Help Predict Financial Sector Distress
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Author : Marcin Pietrzak
language : en
Publisher: International Monetary Fund
Release Date : 2021-07-23
Can Financial Soundness Indicators Help Predict Financial Sector Distress written by Marcin Pietrzak and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-07-23 with Business & Economics categories.
This paper shows how the role of Financial Soundness Indicators (FSIs) in financial surveillance can be usefully enhanced. Drawing from different statistical techniques, the paper illustrates that FSIs generate signals that can accurately detect, with 4 to 12 quarters lead, emerging financial distress—as measured by tight financial conditions.
Rules Of Thumb For Bank Solvency Stress Testing
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Author : Mr.Daniel C. Hardy
language : en
Publisher: International Monetary Fund
Release Date : 2013-11-11
Rules Of Thumb For Bank Solvency Stress Testing written by Mr.Daniel C. Hardy and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-11 with Business & Economics categories.
Rules of thumb can be useful in undertaking quick, robust, and readily interpretable bank stress tests. Such rules of thumb are proposed for the behavior of banks’ capital ratios and key drivers thereof—primarily credit losses, income, credit growth, and risk weights—in advanced and emerging economies, under more or less severe stress conditions. The proposed rules imply disproportionate responses to large shocks, and can be used to quantify the cyclical behaviour of capital ratios under various regulatory approaches.
Financial Soundness Indicators Compilation Guide 2019
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Author : International Monetary Fund. Statistics Dept.
language : en
Publisher: International Monetary Fund
Release Date : 2019-12-27
Financial Soundness Indicators Compilation Guide 2019 written by International Monetary Fund. Statistics Dept. and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-12-27 with Business & Economics categories.
The 2019 Financial Soundness Indicators Compilation Guide (2019 Guide) includes new indicators to expand the coverage of the financial sector, including other financial intermediaries, money market funds, insurance corporations, pension funds, nonfinancial corporations, and households. In all, the 2019 Guide recommends the compilation of 50 FSIs—13 of them new. Additions such as new capital, liquidity and asset quality metrics, and concentration and distribution measures will serve to enhance the forward-looking aspect of FSIs and contribute to increase policy focus on stability of the financial system.
Financial Soundness Indicators And Banking Crises
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Author : Matias Costa Navajas
language : en
Publisher: International Monetary Fund
Release Date : 2013-12-23
Financial Soundness Indicators And Banking Crises written by Matias Costa Navajas and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-23 with Business & Economics categories.
The paper tests the effectiveness of financial soundness indicators (FSIs) as harbingers of banking crises, using multivariate logit models to see whether FSIs, broad macroeconomic indicators, and institutional indicators can indeed predict crisis occurrences. The analysis draws upon a data set of homogeneous indicators comparable across countries over the period 2005 to 2012, leveraging the IMF’s FSI database. Results indicate significant correlation between some FSIs and the occurrence of systemic banking crises, and suggest that some indicators are precursors to the occurrence of banking crises.
Leveraged
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Author : Moritz Schularick
language : en
Publisher: University of Chicago Press
Release Date : 2022-12-14
Leveraged written by Moritz Schularick and has been published by University of Chicago Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12-14 with Business & Economics categories.
Introduction : the new economics of debt and financial fragility /Moritz Schularik --Part 1. Finance unbound : the rise of finance and the economy.How to think about finance /Atif Mian ; comment by Karen Dynan --Reconsidering the costs and benefits of debt booms for the economy /Emil Verner ; comment by Holger Mueller --Part 2. Risk-taking : incentives, investors, institutions.Are bank CEO's to blame? /Rüdiger Fahlenbrach ; comment by Sameul G. Hanson --A new narrative of investors, subprime lending, and the 2008 crisis /Stefania Albanesi ; comment by Fernando Ferreira --Bank capital before and after financial crises /Òscar Jordà, Björn Richter, Moritz Schularick, and Alan M. Taylor ; comment by Anna Kovner --Part 3. Mispricing risks : credit booms and risk premia.Beliefs and risk-taking /Alessia de Stefani and Kaspar Zimmermann ; comment by Yueran Ma --A new approach to measuring banks' risk exposure /Juliane Begenau ; comment by Nina Boyarchenko --Is risk mispriced in credit booms? /Tyler Muir --Part 4. Financial crises : reconsidering the origins and consequences.Historical banking crises : a new database and a reassessment of their incidence and severity /Matthew Baron and Daniel Dieckelmann ; comment by Mark Carlson --Was the U.S. Great Depression a credit boom gone wrong? /Natascha Postel-Vinah ; comment by Eugene N. White --Sectoral credit booms and financial stability /Kärsten Muller ; comment by Orsola Costantini.