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  1. Republic of Kazakhstan
    technical assistance report : risk-based supervision Pillar 2 liquidity
    Published: March 2022
    Publisher:  International Monetary Fund, Washington, D.C.

    This virtual technical assistance (TA) mission assisted the Agency in strengthening liquidity elements of its risk-based supervisory framework. The mission focused on supporting the Agency with the development of internal supervisory methodology for... more

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

     

    This virtual technical assistance (TA) mission assisted the Agency in strengthening liquidity elements of its risk-based supervisory framework. The mission focused on supporting the Agency with the development of internal supervisory methodology for the assessment of banks' ILAAP and setting individual Pillar 2 supervisory liquidity requirements and provided guidance on stress testing and sensitivity analysis through survival horizon analysis. The mission consisted of a combination of presentations, discussions, and trainings, including case studies, and covered the BCBS standards on liquidity risk and other jurisdictions' approaches for the assessment of ILAAP and the Pillar 2 liquidity supervisory review process. This mission should be seen in the context of previous three IMF TA missions which were held since September 2020

     
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9798400203480
    Other identifier:
    Series: IMF country report ; no. 22, 64
    Subjects: survival horizon analysis; staff team of the International Monetary Fund; SREP framework; survival horizon; liquidity risk; Liquidity risk; Liquidity requirements; Liquidity management; Liquidity; Stress testing; Central Asia; International Agreements and Observance; International Organizations; Monetary Policy
    Scope: 1 Online-Ressource (circa 32 Seiten), Illustrationen
  2. Republic of Kazakhstan
    technical assistance report : risk-based supervision Pillar 2 liquidity
    Published: March 2022
    Publisher:  International Monetary Fund, Washington, D.C.

    This virtual technical assistance (TA) mission assisted the Agency in strengthening liquidity elements of its risk-based supervisory framework. The mission focused on supporting the Agency with the development of internal supervisory methodology for... more

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
    Inter-library loan:
    No inter-library loan

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    Universitätsbibliothek Braunschweig
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    No inter-library loan

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    Staats- und Universitätsbibliothek Bremen
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    Universitätsbibliothek Erfurt / Forschungsbibliothek Gotha, Universitätsbibliothek Erfurt
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    Bibliothek der Pädagogischen Hochschule Freiburg/Breisgau
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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Technische Universität Hamburg, Universitätsbibliothek
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    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
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    Location:
    Duale Hochschule Baden-Württemberg Heidenheim, Bibliothek
    Signature:
    e-Book Nationallizenz
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    Thüringer Universitäts- und Landesbibliothek
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    Fachhochschule Kiel, Zentralbibliothek
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 302
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    Universitätsbibliothek Leipzig
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    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
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    Duale Hochschule Baden-Württemberg Mosbach, Bibliothek
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    E-Book Nationallizenz IMF
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    Location:
    Hochschule Offenburg, University of Applied Sciences, Bibliothek Campus Offenburg
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    E-Book International Monetary Fund
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    Hochschulbibliothek Pforzheim, Bereichsbibliothek Technik und Wirtschaft
    Signature:
    e-Book International Monetary Fund eLibrary
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    No loan of volumes, only paper copies will be sent

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    Duale Hochschule Baden-Württemberg Ravensburg, Bibliothek
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    E-Book IMF
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    Location:
    Hochschule Albstadt-Sigmaringen, Bibliothek Sigmaringen
    Inter-library loan:
    No loan of volumes, only paper copies will be sent

     

    This virtual technical assistance (TA) mission assisted the Agency in strengthening liquidity elements of its risk-based supervisory framework. The mission focused on supporting the Agency with the development of internal supervisory methodology for the assessment of banks' ILAAP and setting individual Pillar 2 supervisory liquidity requirements and provided guidance on stress testing and sensitivity analysis through survival horizon analysis. The mission consisted of a combination of presentations, discussions, and trainings, including case studies, and covered the BCBS standards on liquidity risk and other jurisdictions' approaches for the assessment of ILAAP and the Pillar 2 liquidity supervisory review process. This mission should be seen in the context of previous three IMF TA missions which were held since September 2020

     
    Export to reference management software   RIS file
      BibTeX file
    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9798400203480
    Other identifier:
    Series: IMF country report ; no. 22, 64
    Subjects: survival horizon analysis; staff team of the International Monetary Fund; SREP framework; survival horizon; liquidity risk; Liquidity risk; Liquidity requirements; Liquidity management; Liquidity; Stress testing; Central Asia; International Agreements and Observance; International Organizations; Monetary Policy
    Scope: 1 Online-Ressource (circa 32 Seiten), Illustrationen
  3. Covered bonds and bank portfolio rebalancing
    Author: Cao, Jin; Juelsrud, Ragnar Enger; Sondershaus, Talina
    Published: [2021]
    Publisher:  Norges Bank, Oslo

    We use administrative and supervisory data at the bank and loan level to investigate the impact of the introduction of covered bonds on the composition of bank balance sheets and bank risk. Covered bonds, despite being collateralized by mortgages,... more

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 673
    Inter-library loan:
    No inter-library loan

     

    We use administrative and supervisory data at the bank and loan level to investigate the impact of the introduction of covered bonds on the composition of bank balance sheets and bank risk. Covered bonds, despite being collateralized by mortgages, lead to a shift in bank lending from mortgages to corporate loans. Young and low-rated firms in particular receive more credit, suggesting that overall credit risk increases. At the same time, we find that total balance sheet liquidity increases. We identify the channel in a theoretical model and provide empirical evidence: Banks with low initial liquidity and banks with sufficiently high risk-adjusted return on firm lending drive the results.

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9788283792010
    Other identifier:
    hdl: 11250/2783866
    hdl: 10419/246127
    Series: Working paper / Norges Bank ; 2021, 6
    Subjects: Asset encumbrance; Covered bond; Portfolio rebalancing; Liquidity management
    Scope: 1 Online-Ressource (circa 51 Seiten), Illustrationen