Bankers Without Borders? : Implications of Ring-Fencing for European Cross-Border Banks /

This paper presents a stylized analysis of the effects of ring-fencing (i.e., different restrictions on cross-border transfers of excess profits and/or capital between a parent bank and its subsidiaries located in different jurisdictions) on cross-border banks. Using a sample of 25 large European ba...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Makarova, Yuliya
Άλλοι συγγραφείς: Cerutti, Eugenio, Ilyina, Anna, Schmieder, Christian
Μορφή: Επιστημονικό περιοδικό
Γλώσσα:English
Έκδοση: Washington, D.C. : International Monetary Fund, 2010.
Σειρά:IMF Working Papers; Working Paper ; No. 2010/247
Διαθέσιμο Online:Full text available on IMF
Περιγραφή
Περίληψη:This paper presents a stylized analysis of the effects of ring-fencing (i.e., different restrictions on cross-border transfers of excess profits and/or capital between a parent bank and its subsidiaries located in different jurisdictions) on cross-border banks. Using a sample of 25 large European banking groups with subsidiaries in Central, Eastern and Southern Europe (CESE), we analyze the impact of a CESE credit shock on the capital buffers needed by the sample banking groups under different forms of ring-fencing. Our simulations show that under stricter forms of ring-fencing, sample banking groups have substantially larger needs for capital buffers at the parent and/or subsidiary level than under less strict (or in the absence of any) ring-fencing.
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Φυσική περιγραφή:1 online resource (35 pages)
Μορφή:Mode of access: Internet
ISSN:1018-5941
Πρόσβαση:Electronic access restricted to authorized BRAC University faculty, staff and students