Latest review identifies two ‘medium-level systemic risks’ to eurozone
Malaysia central bank chief urges giving peers greater regulatory powers
ABSTRACT This experimental study investigates the behavior of banks in a large-value payment system. More specifically, we look at the reactions of banks to disruptions in the payment system and theway...
More Financial stability articles
ABSTRACT In this paper, we construct a structural model of credit risk in order to examine how different magnitudes of exogenous shocks to bank loans propagate across the network. We also examine how...
Biggest funds also exposed to US junk corporate debt
Andrew Haldane says UK is in a position to lead with fixes to Basel III, tightening remuneration policies and removing barriers to bank account switching
Bank of England's Andrew Haldane describes the tools macro-prudential policy-makers need to prevent future crises
John Gieve, former deputy governor for financial stability at the Bank of England, warns of an "explosion" waiting to happen in the EU
Riksbank governor Stefan Ingves says Sweden will follow Switzerland and UK in implementing higher capital adequacy requirements than Basel III for largest banks; details to be released soon
Masao Hasegawa, CRO at Mitsubishi UFJ Financial Group, says he was taken aback by a regulatory requirement to develop a resolution and recovery plan before year-end
Bank's Bailey says stability goal must not be swayed by “murky compromises with other objectives”
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.