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Author: United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs. Subcommittee on Financial Institutions and Consumer Protection
Publisher:
Published: 2015
Total Pages: 160
ISBN-13:
DOWNLOAD EBOOKAuthor: United States. Congress
Publisher: Createspace Independent Publishing Platform
Published: 2017-12-02
Total Pages: 156
ISBN-13: 9781981326792
DOWNLOAD EBOOKWhat makes a bank systemically important? : hearing before the Subcommittee on Financial Institutions and Consumer Protection of the Committee on Banking, Housing, and Urban Affairs, United States Senate, One Hundred Thirteenth Congress, second session ... July 16, 2014.
Author: United States. Congress
Publisher: Createspace Independent Publishing Platform
Published: 2017-09-17
Total Pages: 156
ISBN-13: 9781976465901
DOWNLOAD EBOOKWhat makes a bank systemically important? : hearing before the Subcommittee on Financial Institutions and Consumer Protection of the Committee on Banking, Housing, and Urban Affairs, United States Senate, One Hundred Thirteenth Congress, second session ... July 16, 2014.
Author: Sheheryar Malik
Publisher: International Monetary Fund
Published: 2017-09-29
Total Pages: 57
ISBN-13: 1484323955
DOWNLOAD EBOOKInterconnectedness among global systemically important banks (GSIBs) and global systemically important insurers (GSIIs) has important financial stability implications. This paper examines connectedness among United States, European and Asian GSIBs and GSIIs, using publicly-available daily equity returns and intra-day volatility data from October 2007 to August 2016. Results reveal strong regional clusters of return and volatility connectedness amongst GSIBs and GSIIs. Compared to Asia, selected GSIBs and GSIIs headquartered in the United States and Europe appear to be main sources of market-based connectedness. Total system connectedness—i.e., among all GSIBs and GSIIs—tends to rise during financial stress, which is corroborated by a balance sheet oriented systemic risk measure. Lastly, the paper demonstrates significant influence of economic policy uncertainty and U.S. long-term interest rates on total connectedness among systemically important institutions, and the important role of bank profitability and asset quality in driving bank-specific return connectedness.
Author: United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs. Subcommittee on Financial Institutions and Consumer Protection
Publisher:
Published: 2015
Total Pages: 0
ISBN-13:
DOWNLOAD EBOOKAuthor: Board of Governors of the Federal Reserve System
Publisher:
Published: 2002
Total Pages: 0
ISBN-13: 9780894991967
DOWNLOAD EBOOKProvides an in-depth overview of the Federal Reserve System, including information about monetary policy and the economy, the Federal Reserve in the international sphere, supervision and regulation, consumer and community affairs and services offered by Reserve Banks. Contains several appendixes, including a brief explanation of Federal Reserve regulations, a glossary of terms, and a list of additional publications.
Author: José Vinãls
Publisher: International Monetary Fund
Published: 2013-05-14
Total Pages: 27
ISBN-13: 1484340949
DOWNLOAD EBOOKThe U.S., the U.K., and more recently, the E.U., have proposed policy measures directly targeting complexity and business structures of banks. Unlike other, price-based reforms (e.g., Basel 3 and G-SIFI surcharges), these proposals have been developed unilaterally with material differences in scope, design and implementation schedules. This may exacerbate cross-border regulatory arbitrage and put a further burden on consolidated supervision and cross-border resolution. This paper provides an analysis of the potential implications of implementing different structural policy measures. It proposes a pragmatic and coordinated approach to development of these policies to reduce risk of regulatory arbitrage and minimize unintended consequences. In doing so, it also aims to identify a set of common policy measures that countries could adopt to re-scope bank business models and corporate structures.
Author: Kartik Anand
Publisher:
Published:
Total Pages: 23
ISBN-13:
DOWNLOAD EBOOKThe network pattern of financial linkages is important in many areas of banking and finance. Yet bilateral linkages are often unobserved, and maximum entropy serves as the leading method for estimating counterparty exposures. This paper proposes an efficient alternative that combines information-theoretic arguments with economic incentives to produce more realistic interbank networks that preserve important characteristics of the original interbank market. The method loads the most probable links with the largest exposures consistent with the total lending and borrowing of each bank, yielding networks with minimum density. When used in a stress-testing context, the minimum density solution overestimates contagion, whereas maximum entropy underestimates it. Using the two benchmarks side by side defines a useful range that bounds the cost of systemic stress present in the true interbank network when counterparty exposures are unknown.
Author: Douglas W. Arner
Publisher: Cigi Press
Published: 2019
Total Pages: 0
ISBN-13: 9781928096887
DOWNLOAD EBOOKThe 2008 global financial crisis brought the world's economy closer to collapse than ever before. Has enough been done to prevent another crisis?
Author: Morris Goldstein
Publisher: Columbia University Press
Published: 2017-05-30
Total Pages: 369
ISBN-13: 0881327069
DOWNLOAD EBOOKSpurred by the success of the first stress test of US banks toward the end of the global economic crisis in 2009, stress testing of large financial institutions has become the cornerstone of banking supervision worldwide. The aim of the tests is to determine which banks are adequately capitalized under severe economic shocks and to order corrective measures for those that are vulnerable. In Banking’s Final Exam, one of the world’s leading experts on banking regulation concludes that the tests administered on both sides of the Atlantic suffer from fundamental weaknesses, leading to a false sense of reassurance about the safety and soundness of the banking system. Some weaknesses can be corrected within the existing bank-capital regime, but others will require bold reforms—including higher minimum capital requirements for the largest and most systemically-important banks. The banking industry is likely to resist these reforms, but this book explains why their objections do not hold water.
