Borrow it
Coverart for item
The Resource Central and commercial bank balance sheet risk before, during, and after the Global Financial Crisis, prepared by Joseph Crowley

Central and commercial bank balance sheet risk before, during, and after the Global Financial Crisis, prepared by Joseph Crowley

Creator
Author
Contributor
Summary
This paper presents an overview of exposures in the balance sheets of central banks, banks, and other depository institutions during the past decade, with emphasis on asset growth and currency composition. It exploits the IMF's SRF-based monetary data to show: (i) there was a widely observed buildup of assets prior to the global financial crisis, but there has been no significant reduction in its wake; (ii) the foreign currency composition of the balance sheets of banks and other depository institutions remained remarkably constant in spite of the crisis, significant changes in the composition of balance sheets, and globalization, and does not seem to have been significantly influenced by the behavior of exchange rates; and (iii) exposure to households increased prior to the crisis, but this increased risk was offset by increased capitalization.--Abstract
Language
eng
Work
Publication
Extent
1 online resource (54 pages)
Note
  • "February 2015."
  • "Statistics Department."
Contents
  • Cover; Central and Commercial Bank Balance Sheet Risk Before, During, and After the Global Financial Crisis; I. INTRODUCTION; II. CHARACTERISTICS AND PRESENTATION OF THE DATA; III. THE GROWTH OF ASSETS; IV. RESIDENT-NONRESIDENTS POSITIONS OF DCS; V. CURRENCY COMPOSITION OF ASSETS AND LIABILITIES OF DCS; VI. CURRENCY COMPOSITION OF SHORT-TERM LIABILITIES; VII. EXCHANGE RATES AND DC POSITIONS IN FC; VIII. EXCHANGE RATES AND DOLLARIZATION; A. Simple OLS Regressions; B. Panel Regressions; IX. OTHER ASSET AND LIABILITY TRENDS OF ODCS AND THEIR RISK IMPLICATIONS; A. The Growth of Household Lending
  • APPENDIX II: The Standardized Report Forms DataAPPENDIX III: Further Characteristics of the Data; APPENDIX IV: ADDITIONAL CHARTS
  • B. Increased Risks Associated with Increased Household LendingC. Mitigation of the Increased Risks: Increased Capitalization; D. Claims on Government: Reduction in Safe Assets; E. Claims on Private Nonfinancial Corporations (NFCs) Remained Steady; F. Other ODC Assets and Liabilities; X. ASSETS AND LIABILITIES OF CBS; A. Assets; B. Liabilities; C. SDR Allocation; XI. SUMMARY AND CONCLUSIONS; References; APPENDIX I: ADDITIONAL CHARACTERISTICS OF THE ASSETS AND LIABILITIES OF DCs; II. ASSETS AND LIABILITIES OF CBS BY INSTRUMENT; III. DECLINING OTHER ITEMS NET
Isbn
9781475564273
Instance
Label
Central and commercial bank balance sheet risk before, during, and after the Global Financial Crisis
Title
Central and commercial bank balance sheet risk before, during, and after the Global Financial Crisis
Statement of responsibility
prepared by Joseph Crowley
Creator
Contributor
Author
Subject
Genre
Language
eng
Summary
This paper presents an overview of exposures in the balance sheets of central banks, banks, and other depository institutions during the past decade, with emphasis on asset growth and currency composition. It exploits the IMF's SRF-based monetary data to show: (i) there was a widely observed buildup of assets prior to the global financial crisis, but there has been no significant reduction in its wake; (ii) the foreign currency composition of the balance sheets of banks and other depository institutions remained remarkably constant in spite of the crisis, significant changes in the composition of balance sheets, and globalization, and does not seem to have been significantly influenced by the behavior of exchange rates; and (iii) exposure to households increased prior to the crisis, but this increased risk was offset by increased capitalization.--Abstract
Member of
Cataloging source
DJB
http://bibfra.me/vocab/lite/collectionName
IMF eLibrary
http://library.link/vocab/creatorName
Crowley, Joe
Government publication
international or intergovernmental publication
Illustrations
illustrations
Index
no index present
LC call number
HG3881.5.I58
LC item number
W67 No. 15/47 ONLINE
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
International Monetary Fund
Series statement
IMF Working Paper
Series volume
WP/15/47
http://library.link/vocab/subjectName
  • International Monetary Fund
  • International Monetary Fund
  • Asset-liability management
  • Banks and banking, Central
  • Banks and banking
  • Crisis management
  • Dollarization
  • Financial risk management
  • Financial statements
  • Asset-liability management
  • Banks and banking, Central
  • Banks and banking
  • Crisis management
  • Dollarization
  • Financial risk management
  • Financial statements
Label
Central and commercial bank balance sheet risk before, during, and after the Global Financial Crisis, prepared by Joseph Crowley
Instantiates
Publication
Copyright
Note
  • "February 2015."
  • "Statistics Department."
Bibliography note
Includes bibliographical references (pages 29-31)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Cover; Central and Commercial Bank Balance Sheet Risk Before, During, and After the Global Financial Crisis; I. INTRODUCTION; II. CHARACTERISTICS AND PRESENTATION OF THE DATA; III. THE GROWTH OF ASSETS; IV. RESIDENT-NONRESIDENTS POSITIONS OF DCS; V. CURRENCY COMPOSITION OF ASSETS AND LIABILITIES OF DCS; VI. CURRENCY COMPOSITION OF SHORT-TERM LIABILITIES; VII. EXCHANGE RATES AND DC POSITIONS IN FC; VIII. EXCHANGE RATES AND DOLLARIZATION; A. Simple OLS Regressions; B. Panel Regressions; IX. OTHER ASSET AND LIABILITY TRENDS OF ODCS AND THEIR RISK IMPLICATIONS; A. The Growth of Household Lending
  • APPENDIX II: The Standardized Report Forms DataAPPENDIX III: Further Characteristics of the Data; APPENDIX IV: ADDITIONAL CHARTS
  • B. Increased Risks Associated with Increased Household LendingC. Mitigation of the Increased Risks: Increased Capitalization; D. Claims on Government: Reduction in Safe Assets; E. Claims on Private Nonfinancial Corporations (NFCs) Remained Steady; F. Other ODC Assets and Liabilities; X. ASSETS AND LIABILITIES OF CBS; A. Assets; B. Liabilities; C. SDR Allocation; XI. SUMMARY AND CONCLUSIONS; References; APPENDIX I: ADDITIONAL CHARACTERISTICS OF THE ASSETS AND LIABILITIES OF DCs; II. ASSETS AND LIABILITIES OF CBS BY INSTRUMENT; III. DECLINING OTHER ITEMS NET
Control code
904252200
Extent
1 online resource (54 pages)
Form of item
online
Isbn
9781475564273
Issn
1018-5941
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781475564273.001
Other physical details
color illustrations
Specific material designation
remote
System control number
  • imfWPIEA2015047
  • (IMF)WPIEA2015047
  • (OCoLC)904252200
Label
Central and commercial bank balance sheet risk before, during, and after the Global Financial Crisis, prepared by Joseph Crowley
Publication
Copyright
Note
  • "February 2015."
  • "Statistics Department."
Bibliography note
Includes bibliographical references (pages 29-31)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Cover; Central and Commercial Bank Balance Sheet Risk Before, During, and After the Global Financial Crisis; I. INTRODUCTION; II. CHARACTERISTICS AND PRESENTATION OF THE DATA; III. THE GROWTH OF ASSETS; IV. RESIDENT-NONRESIDENTS POSITIONS OF DCS; V. CURRENCY COMPOSITION OF ASSETS AND LIABILITIES OF DCS; VI. CURRENCY COMPOSITION OF SHORT-TERM LIABILITIES; VII. EXCHANGE RATES AND DC POSITIONS IN FC; VIII. EXCHANGE RATES AND DOLLARIZATION; A. Simple OLS Regressions; B. Panel Regressions; IX. OTHER ASSET AND LIABILITY TRENDS OF ODCS AND THEIR RISK IMPLICATIONS; A. The Growth of Household Lending
  • APPENDIX II: The Standardized Report Forms DataAPPENDIX III: Further Characteristics of the Data; APPENDIX IV: ADDITIONAL CHARTS
  • B. Increased Risks Associated with Increased Household LendingC. Mitigation of the Increased Risks: Increased Capitalization; D. Claims on Government: Reduction in Safe Assets; E. Claims on Private Nonfinancial Corporations (NFCs) Remained Steady; F. Other ODC Assets and Liabilities; X. ASSETS AND LIABILITIES OF CBS; A. Assets; B. Liabilities; C. SDR Allocation; XI. SUMMARY AND CONCLUSIONS; References; APPENDIX I: ADDITIONAL CHARACTERISTICS OF THE ASSETS AND LIABILITIES OF DCs; II. ASSETS AND LIABILITIES OF CBS BY INSTRUMENT; III. DECLINING OTHER ITEMS NET
Control code
904252200
Extent
1 online resource (54 pages)
Form of item
online
Isbn
9781475564273
Issn
1018-5941
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781475564273.001
Other physical details
color illustrations
Specific material designation
remote
System control number
  • imfWPIEA2015047
  • (IMF)WPIEA2015047
  • (OCoLC)904252200

Subject

Genre

Member of

Library Locations

    • Pardee Legal Research CenterBorrow it
      5998 Alcalá Park, San Diego, CA, 92110-2492, US
      32.771471 -117.187496

Library Links

Structured data from the Bibframe namespace is licensed under the Creative Commons Attribution 4.0 International License by University of San Diego Libraries. Additional terms may apply to data associated with third party namespaces.
Processing Feedback ...