TY  - BOOK
AU  - Schmitz,Stefan W.
AU  - Sigmund,Michael
AU  - Valderrama,Laura
TI  - Bank Solvency and Funding Cost: New data and new results 
T2  - IMF working paper
SN  - 1484300904
AV  - HG3881.5.I58 
U1  - 332.1 23
PY  - 2017///
CY  - Washington, D.C.
PB  - International Monetary Fund
KW  - Banks and banking
KW  - Risk management
KW  - Econometric models
KW  - Bank failures
KW  - Prevention
KW  - Financial risk management
KW  - BUSINESS & ECONOMICS / Finance
KW  - bisacsh
KW  - Electronic books
N1  - Includes bibliographical references and index; Cover; CONTENTS; I. Introduction; II. Related Literature; III. The Relation Between Solvency Risk and Funding Costs; A. Construction of a New Dataset; B.A Simultaneous Equation Approach; IV. Estimation Results; V. Robustness Checks; A. Introducing a Market-based Measure of Bank Solvency; B. Introducing a Measure of Liquidity Risk; VI. Application to Stress Testing; VII. Summary and Conclusions; References; Figures; 1. Cross-sectional Distribution of Bank Solvency and Funding Costs; 2. Evolution of Bank Solvency and Funding Costs; 3. Decomposition of Impact on CET1-2014 EBA Stress Test; Tables1. Data Coverage; 2. Summary Statistics of the Dependent and Independent Variables; 3. Cross-Correlation Matrix of the Dependent and Independent Variables; 4. Bank Regulatory Capital and Funding Costs; 5. Test Results for Bank Regulatory Capital and Funding Costs; 6. Market-Based Bank Solvency and Funding Costs; 7. Test Results for Market-Based Bank Solvency and Funding Costs; 8. Bank Regulatory Capital and Funding Costs (Controlling for Liquidity Risk); 9. Test Results for Bank Regulatory Capital and Funding Costs (Controlling for Liquidity Risk); 10. Market-Based Bank Solvency and Funding Costs (Controlling for Liquidity Risk)11. Test Results for Market-Based Bank Solvency and Funding Costs (Controlling for Liquidity Risk); 12. Bank Regulatory Capital and Funding Costs (OLS Estimation); 13. Market-Based Bank Solvency and Funding Costs (OLS Estimation); 14. Impact of Bank Solvency and Funding Cost Interaction-2014 EBA Stress Test
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ER  -