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This paper tests the role of different banks' liquidity funding structures in explaining the banks' failures, which occurred in the United States between 2007 and 2009. The results highlight that funding is indeed a significant factor in explaining banks' probability of default. By confirming the role of funding as the driver of banking crisis, the paper also recognizes that the new liquidity framework proposed by the Basel Committee on Banking Supervision appears to have the features to strenghten banks' liquidity conditions and improve financial stability. Its correct implementation together with closer supervision of banks' liquidity and funding conditions appear, however, the determinant for such improvements to be achieved.

Bank failures --- Financial risk management --- Risk management --- Failure of banks --- Business failures --- Econometric models. --- Data processing. --- Banks and Banking --- Financial Risk Management --- Industries: Financial Services --- Financial Crises --- Financial Institutions and Services: General --- Banks --- Depository Institutions --- Micro Finance Institutions --- Mortgages --- Financial Institutions and Services: Government Policy and Regulation --- Banking --- Economic & financial crises & disasters --- Financial services law & regulation --- Finance --- Deposit insurance --- Capital adequacy requirements --- Nonperforming loans --- Bank deposits --- Financial crises --- Financial institutions --- Financial regulation and supervision --- Distressed institutions --- Banks and banking --- Crisis management --- Asset requirements --- Loans --- Financial services industry --- United States

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The aim of this paper is twofold: first, to study the determinants of banks’ net interest margin with a particular focus on the role of maturity transformation, using a new measure of maturity mismatch; second, to analyse the implications for banks from the relaxation of a binding prudential limit on maturity mismatch, in place in Italy until mid-2000s. The results show that maturity transformation is a relevant driver of the net interest margin, as higher maturity transformation is typically associated with higher net interest margin. However, ‘excessive’ maturity transformation— even without leading to systemic vulnerabilities— increases banks’ interest rate risk exposure and lowers their net interest margin.

Banks and Banking --- Accounting --- Interest Rates: Determination, Term Structure, and Effects --- Banks --- Depository Institutions --- Micro Finance Institutions --- Mortgages --- Financial Institutions and Services: Government Policy and Regulation --- Financing Policy --- Financial Risk and Risk Management --- Capital and Ownership Structure --- Value of Firms --- Goodwill --- Public Administration --- Public Sector Accounting and Audits --- Banking --- Financial services law & regulation --- Finance --- Financial reporting, financial statements --- Market risk --- Credit risk --- Yield curve --- Commercial banks --- Financial regulation and supervision --- Financial services --- Short term interest rates --- Financial statements --- Public financial management (PFM) --- Banks and banking --- Financial risk management --- Interest rates --- Finance, Public --- Italy

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Zonder onderwerpscode: financiewezen

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Capital --- Financial law --- European Union

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This note assesses the impact of the global financial risks on Oman's banking system and highlights the remaining risks. It concludes that the liquidity and prudential measures introduced by the authorities mitigated the adverse effects of the crisis on the banking system. Banks continue to make profits despite higher provisioning. Stress tests confirm the resilience of the banking system to credit and market risks. Banks have limited exposure to derivatives and the majority of the off-balance sheet exposures are conventional and relatively secure. Interest rate risks are within an acceptable range.

Global Financial Crisis, 2008-2009. --- Banks and banking --- Investments, Foreign --- Oman --- Economic policy. --- Capital exports --- Capital imports --- FDI (Foreign direct investment) --- Foreign direct investment --- Foreign investment --- Foreign investments --- International investment --- Offshore investments --- Outward investments --- Capital movements --- Investments --- Agricultural banks --- Banking --- Banking industry --- Commercial banks --- Depository institutions --- Finance --- Financial institutions --- Money --- Global Economic Crisis, 2008-2009 --- Subprime Mortgage Crisis, 2008-2009 --- Financial crises --- Sultanate of Oman --- ʻUmān (Sultanate) --- Salṭanat ʻUmān --- Muscat --- Mascate --- عمان --- سلطنة عُمان --- オマーン --- オーマン --- Muscat and Oman --- Banks and Banking --- Money and Monetary Policy --- Industries: Financial Services --- Finance: General --- Financial Crises --- General Financial Markets: Government Policy and Regulation --- Banks --- Depository Institutions --- Micro Finance Institutions --- Mortgages --- Financial Institutions and Services: Government Policy and Regulation --- Monetary Policy, Central Banking, and the Supply of Money and Credit: General --- Financial services law & regulation --- Monetary economics --- Capital adequacy requirements --- Credit --- Nonperforming loans --- Bank soundness --- Financial sector policy and analysis --- Loans --- Asset requirements