How Well Do Aggregate Bank Ratios Identify Banking Problems

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How Well Do Aggregate Bank Ratios Identify Banking Problems?

Martin Cihák,Klaus Schaeck
How Well Do Aggregate Bank Ratios Identify Banking Problems Book PDF

Author : Martin Cihák,Klaus Schaeck
Publisher : International Monetary Fund
Page : 46 pages
File Size : 41,8 Mb
Release : 2007-12
Category : Business & Economics
ISBN : UCSD:31822036951028

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How Well Do Aggregate Bank Ratios Identify Banking Problems? by Martin Cihák,Klaus Schaeck Pdf

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

Mr.Martin Cihak,Mr.Tigran Poghosyan
Distress in European Banks Book PDF

Author : Mr.Martin Cihak,Mr.Tigran Poghosyan
Publisher : International Monetary Fund
Page : 39 pages
File Size : 44,5 Mb
Release : 2009-01-01
Category : Business & Economics
ISBN : 9781451871562

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Distress in European Banks by Mr.Martin Cihak,Mr.Tigran Poghosyan Pdf

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

Nashwa Saleh
An Anatomy of the Financial Crisis Book PDF

Author : Nashwa Saleh
Publisher : Anthem Press
Page : 209 pages
File Size : 44,5 Mb
Release : 2010
Category : Business & Economics
ISBN : 9780857289612

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An Anatomy of the Financial Crisis by Nashwa Saleh Pdf

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

International Monetary Fund
Guernsey Book PDF

Author : International Monetary Fund
Publisher : International Monetary Fund
Page : 36 pages
File Size : 42,6 Mb
Release : 2011-01-14
Category : Business & Economics
ISBN : 9781455213733

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Guernsey by International Monetary Fund Pdf

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

OECD
Financing SMEs and Entrepreneurs 2015 An OECD Scoreboard Book PDF

Author : OECD
Publisher : OECD Publishing
Page : 408 pages
File Size : 43,5 Mb
Release : 2015-04-16
Category : Electronic
ISBN : 9789264228979

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Financing SMEs and Entrepreneurs 2015 An OECD Scoreboard by OECD Pdf

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?

Marcin Pietrzak
Can Financial Soundness Indicators Help Predict Financial Sector Distress Book PDF

Author : Marcin Pietrzak
Publisher : International Monetary Fund
Page : 55 pages
File Size : 55,9 Mb
Release : 2021-07-23
Category : Business & Economics
ISBN : 9781513593005

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Can Financial Soundness Indicators Help Predict Financial Sector Distress? by Marcin Pietrzak Pdf

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

Mr.Daniel C. Hardy,Mr.Christian Schmieder
Rules of Thumb for Bank Solvency Stress Testing Book PDF

Author : Mr.Daniel C. Hardy,Mr.Christian Schmieder
Publisher : International Monetary Fund
Page : 67 pages
File Size : 55,7 Mb
Release : 2013-11-11
Category : Business & Economics
ISBN : 9781475518115

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Rules of Thumb for Bank Solvency Stress Testing by Mr.Daniel C. Hardy,Mr.Christian Schmieder Pdf

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

International Monetary Fund. Statistics Dept.
Financial Soundness Indicators Compilation Guide 2019 Book PDF

Author : International Monetary Fund. Statistics Dept.
Publisher : International Monetary Fund
Page : 218 pages
File Size : 47,6 Mb
Release : 2019-12-27
Category : Business & Economics
ISBN : 9781513510941

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Financial Soundness Indicators Compilation Guide 2019 by International Monetary Fund. Statistics Dept. Pdf

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

Matias Costa Navajas,Aaron Thegeya
Financial Soundness Indicators and Banking Crises Book PDF

Author : Matias Costa Navajas,Aaron Thegeya
Publisher : International Monetary Fund
Page : 38 pages
File Size : 51,8 Mb
Release : 2013-12-23
Category : Business & Economics
ISBN : 9781484327616

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Financial Soundness Indicators and Banking Crises by Matias Costa Navajas,Aaron Thegeya Pdf

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

Moritz Schularick
Leveraged Book PDF

Author : Moritz Schularick
Publisher : University of Chicago Press
Page : 318 pages
File Size : 46,9 Mb
Release : 2022-12-14
Category : Business & Economics
ISBN : 9780226816937

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Leveraged by Moritz Schularick Pdf

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.

Romania

International Monetary Fund
Romania Book PDF

Author : International Monetary Fund
Publisher : International Monetary Fund
Page : 66 pages
File Size : 50,6 Mb
Release : 2010-02-26
Category : Business & Economics
ISBN : 9781451832938

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Romania by International Monetary Fund Pdf

This paper discusses key findings of the financial sector stability assessment for Romania. The assessment reveals that in recent years, Romania’s financial sector regulatory authorities have made significant progress in adopting international best practices, including through transposition of European Union directives, as well as through implementation of many of the recommendations of the 2003 Financial Sector Assessment Program. In the current circumstances, a number of measures to strengthen the crisis management and safety net framework are recommended.

Commodity Price Shocks and Financial Sector Fragility

Mr.Tidiane Kinda,Mr.Montfort Mlachila,Rasmané Ouedraogo
Commodity Price Shocks and Financial Sector Fragility Book PDF

Author : Mr.Tidiane Kinda,Mr.Montfort Mlachila,Rasmané Ouedraogo
Publisher : International Monetary Fund
Page : 48 pages
File Size : 55,6 Mb
Release : 2016-02-01
Category : Business & Economics
ISBN : 9781498328722

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Commodity Price Shocks and Financial Sector Fragility by Mr.Tidiane Kinda,Mr.Montfort Mlachila,Rasmané Ouedraogo Pdf

This paper investigates the impact of commodity price shocks on financial sector fragility. Using a large sample of 71 commodity exporters among emerging and developing economies, it shows that negative shocks to commodity prices tend to weaken the financial sector, with larger shocks having more pronounced impacts. More specifically, negative commodity price shocks are associated with higher non-performing loans, bank costs and banking crises, while they reduce bank profits, liquidity, and provisions to nonperforming loans. These adverse effects tend to occur in countries with poor quality of governance, weak fiscal space, as well as those that do not have a sovereign wealth fund, do not implement macro-prudential policies and do not have a diversified export base. These findings are robust to a battery of robustness checks.

Foreign-Owned Banks

Małgorzata Iwanicz-Drozdowska,Paola Bongini,Paweł Smaga,Bartosz Witkowski
Foreign Owned Banks Book PDF

Author : Małgorzata Iwanicz-Drozdowska,Paola Bongini,Paweł Smaga,Bartosz Witkowski
Publisher : Springer
Page : 220 pages
File Size : 41,8 Mb
Release : 2018-12-17
Category : Business & Economics
ISBN : 9783030011116

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Foreign-Owned Banks by Małgorzata Iwanicz-Drozdowska,Paola Bongini,Paweł Smaga,Bartosz Witkowski Pdf

This book provides an in-depth analysis of the role of foreign-owned banks for credit growth, financial stability and economic growth in the post-communist European countries. Using data covering 20 countries over the period from 1995 to 2015, the authors analyse the evolution of banking sectors in CESEE after the transformation in the historical context. This helps draw a new picture of the role of financial development and EU accession in that region, being also a lesson for other countries or regions in transition. Additionally, as the Global Financial Crisis has left a stigma in banking sectors, the book shows its impact on the post-communist banking sectors. As the foreign banks dominate the banking sectors in CESEE countries (the stake of foreign-owned banks is below 50% of assets in only five out of 20 countries), their strategies materially impact the development of CESEE banking sectors, which warrants our scientific exploration. Arriving at a clear concluding point of view on the role of foreign-owned banks and providing insights for future policy of CESEEs towards foreign presence in their banking sectors, this book should be of interest to academics, students, and policymakers.

The Industrial Organization of Banking

David VanHoose
The Industrial Organization of Banking Book PDF

Author : David VanHoose
Publisher : Springer Nature
Page : 285 pages
File Size : 52,8 Mb
Release : 2022-11-14
Category : Business & Economics
ISBN : 9783031162411

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The Industrial Organization of Banking by David VanHoose Pdf

This book provides an evaluation of the industrial organization of banking with a focus on the interrelationship among bank behavior, market structure, and regulation. It addresses a wide range of public policy topics, including bank competition and risk, international banking, antitrust issues, and capital regulation. New to this edition, which has been updated throughout, is a broadened consideration of alternative theories of competition among banks, which includes discussions of such issues as the implications of large increases in bank reserve holdings in recent years, effects of nonprice competition through quality rivalry, analysis of mixed market structures involving both large and small banks, and international interactions of banks and policymakers. The intent of the book is to serve as a learning tool and reference for graduate students, academics, bankers, and policymakers seeking to better understand the industrial organization of the banking sector and the effects of banking regulations.

Global Financial Development Report 2013

World Bank
Global Financial Development Report 2013 Book PDF

Author : World Bank
Publisher : World Bank Publications
Page : 220 pages
File Size : 51,9 Mb
Release : 2012-09-01
Category : Business & Economics
ISBN : 9780821395042

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Global Financial Development Report 2013 by World Bank Pdf

This new annual publication from the World Bank Group provides an overview and assessment of financial sector development around the world, with particular attention on medium- and low-income countries.