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...

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Détails bibliographiques
Auteur principal: Schmitz, Stefan
Autres auteurs: Sigmund, Michael, Valderrama, Laura
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2017.
Collection:IMF Working Papers; Working Paper ; No. 2017/116
Accès en ligne:Full text available on IMF