Bank Solvency and Funding Cost : New Data and New Results /

This paper presents new evidence on the empirical relationship between bank solvency and funding costs. Building on a newly constructed dataset drawing on supervisory data for 54 large banks from six advanced countries over 2004-2013, we use a simultaneous equation approach to estimate the contempor...

Full description

Bibliographic Details
Main Author: Schmitz, Stefan
Other Authors: Sigmund, Michael, Valderrama, Laura
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2017.
Series:IMF Working Papers; Working Paper ; No. 2017/116
Online Access:Full text available on IMF