Liquidity and transparency in bank risk management:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
[Washington, D.C.]
International Monetary Fund
©2013
|
| Series: | IMF working paper
WP/13/16 |
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | Title from PDF title page (IMF Web site, viewed Jan. 30, 2013). - "Research Department. - "January 2013." Banks may be unable to refinance short-term liabilities in case of solvency concerns. To manage this risk, banks can accumulate a buffer of liquid assets, or strengthen transparency to communicate solvency. While a liquidity buffer provides complete insurance against small shocks, transparency covers also large shocks but imperfectly. Due to leverage, an unregulated bank may choose insufficient liquidity buffers and transparency. The regulatory response is constrained: while liquidity buffers can be imposed, transparency is not verifiable. Moreover, liquidity requirements can compromise banks' transparency choices, and increase refinancing risk. To be effective, liquidity requirements should be complemented by measures that increase bank incentives to adopt transparency Includes bibliographical references |
| Physical Description: | 1 Online-Ressource (41 pages) |
| ISBN: | 9781475545883 1475545886 |
Staff View
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| 500 | |a Banks may be unable to refinance short-term liabilities in case of solvency concerns. To manage this risk, banks can accumulate a buffer of liquid assets, or strengthen transparency to communicate solvency. While a liquidity buffer provides complete insurance against small shocks, transparency covers also large shocks but imperfectly. Due to leverage, an unregulated bank may choose insufficient liquidity buffers and transparency. The regulatory response is constrained: while liquidity buffers can be imposed, transparency is not verifiable. Moreover, liquidity requirements can compromise banks' transparency choices, and increase refinancing risk. To be effective, liquidity requirements should be complemented by measures that increase bank incentives to adopt transparency | ||
| 500 | |a Includes bibliographical references | ||
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| 650 | 4 | |a Risk management |x Econometric models | |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:14:06Z |
| institution | BVB |
| isbn | 9781475545883 1475545886 |
| language | English |
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| publishDate | 2013 |
| publishDateSearch | 2013 |
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| publisher | International Monetary Fund |
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| series2 | IMF working paper |
| spelling | Ratnovski, Lev Verfasser aut Liquidity and transparency in bank risk management prepared by Lev Ratnovski [Washington, D.C.] International Monetary Fund ©2013 1 Online-Ressource (41 pages) txt rdacontent c rdamedia cr rdacarrier IMF working paper WP/13/16 Title from PDF title page (IMF Web site, viewed Jan. 30, 2013). - "Research Department. - "January 2013." Banks may be unable to refinance short-term liabilities in case of solvency concerns. To manage this risk, banks can accumulate a buffer of liquid assets, or strengthen transparency to communicate solvency. While a liquidity buffer provides complete insurance against small shocks, transparency covers also large shocks but imperfectly. Due to leverage, an unregulated bank may choose insufficient liquidity buffers and transparency. The regulatory response is constrained: while liquidity buffers can be imposed, transparency is not verifiable. Moreover, liquidity requirements can compromise banks' transparency choices, and increase refinancing risk. To be effective, liquidity requirements should be complemented by measures that increase bank incentives to adopt transparency Includes bibliographical references BUSINESS & ECONOMICS / Banks & Banking bisacsh Wirtschaft Ökonometrisches Modell Bank liquidity Econometric models Risk management Econometric models International Monetary Fund Research Department Sonstige oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=547931 Aggregator Volltext |
| spellingShingle | Ratnovski, Lev Liquidity and transparency in bank risk management BUSINESS & ECONOMICS / Banks & Banking bisacsh Wirtschaft Ökonometrisches Modell Bank liquidity Econometric models Risk management Econometric models |
| title | Liquidity and transparency in bank risk management |
| title_auth | Liquidity and transparency in bank risk management |
| title_exact_search | Liquidity and transparency in bank risk management |
| title_full | Liquidity and transparency in bank risk management prepared by Lev Ratnovski |
| title_fullStr | Liquidity and transparency in bank risk management prepared by Lev Ratnovski |
| title_full_unstemmed | Liquidity and transparency in bank risk management prepared by Lev Ratnovski |
| title_short | Liquidity and transparency in bank risk management |
| title_sort | liquidity and transparency in bank risk management |
| topic | BUSINESS & ECONOMICS / Banks & Banking bisacsh Wirtschaft Ökonometrisches Modell Bank liquidity Econometric models Risk management Econometric models |
| topic_facet | BUSINESS & ECONOMICS / Banks & Banking Wirtschaft Ökonometrisches Modell Bank liquidity Econometric models Risk management Econometric models |
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