Related Books

International Convergence of Capital Measurement and Capital Standards
Language: en
Pages: 294
Authors:
Categories: Bank capital
Type: BOOK - Published: 2004 - Publisher: Lulu.com

GET EBOOK

The Net Stable Funding Ratio
Language: en
Pages: 43
Authors: Jeanne Gobat
Categories: Business & Economics
Type: BOOK - Published: 2014-06-12 - Publisher: International Monetary Fund

GET EBOOK

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 promot
The Dark Side of Bank Wholesale Funding
Language: en
Pages: 30
Authors: Mr.Lev Ratnovski
Categories: Business & Economics
Type: BOOK - Published: 2010-07-01 - Publisher: International Monetary Fund

GET EBOOK

Banks increasingly use short-term wholesale funds to supplement traditional retail deposits. Existing literature mainly points to the "bright side" of wholesale
A Simple Macroprudential Liquidity Buffer
Language: en
Pages: 24
Authors: Mr.Daniel C. Hardy
Categories: Business & Economics
Type: BOOK - Published: 2014-12-22 - Publisher: International Monetary Fund

GET EBOOK

A mechanism is proposed that aims to reduce the risk of a banking sector liquidity crisis—which is a quintessentially systemic event and thus the object of ma
Bank Funding Structures and Risk
Language: en
Pages: 33
Authors: Mr.Francisco F. Vazquez
Categories: Business & Economics
Type: BOOK - Published: 2012-01-01 - Publisher: International Monetary Fund

GET EBOOK

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,