Funding patterns and liquidity management of internationally active banks
The risks and complexities associated with funding and liquidity management of international banks became apparent during the global financial crisis. As liquidity in major bank funding and FX swap markets evaporated, sizeable maturity mismatches across currencies added to balance sheet pressure on internationally active banks. This report, prepared by a Study Group chaired by Mário Mesquita of the Central Bank of Brazil, investigates changes in funding and liquidity management of international banks in response to these developments. It also presents the Group's preliminary assessment of possible consequences of greater decentralisation in funding and liquidity management for the efficiency and resilience of financial systems.
|This book is provided by Bank for International Settlements in its series CGFS Papers with number 39 and published in 2010.|
|Contact details of provider:|| Postal: |
Phone: (41) 61 - 280 80 80
Fax: (41) 61 - 280 91 00
Web page: http://www.bis.org/
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Robert McCauley & Patrick McGuire & Goetz von Peter, 2010. "The architecture of global banking: from international to multinational?," BIS Quarterly Review, Bank for International Settlements, March.
- Enrica Detragiache & Thierry Tressel & Poonam Gupta, 2008.
"Foreign Banks in Poor Countries: Theory and Evidence,"
Journal of Finance,
American Finance Association, vol. 63(5), pages 2123-2160, October.
- Enrica Detragiache & Poonam Gupta & Thierry Tressel, 2006. "Foreign Banks in Poor Countries; Theory and Evidence," IMF Working Papers 06/18, International Monetary Fund.
- Kalemli-Ozcan, Sebnem & Papaioannou, Elias & Peydró, José-Luis, 2010.
"What lies beneath the euro's effect on financial integration? Currency risk, legal harmonization, or trade?,"
Working Paper Series
1216, European Central Bank.
- Kalemli-Ozcan, Sebnem & Papaioannou, Elias & Peydró, José-Luis, 2010. "What lies beneath the euro's effect on financial integration? Currency risk, legal harmonization, or trade?," Journal of International Economics, Elsevier, vol. 81(1), pages 75-88, May.
- Sebnem Kalemli-Ozcan & Elias Papaioannou & José-Luis Peydró, 2009. "What Lies Beneath the Euro's Effect on Financial Integration: Currency Risk, Legal Harmonization, or Trade?," NBER Working Papers 15034, National Bureau of Economic Research, Inc.
- Kalemli-Ozcan, Sebnem & Papaioannou, Elias & Peydró, José Luis, 2009. "What Lies Beneath the Euro's Effect on Financial Integration? Currency Risk, Legal Harmonization, or Trade?," CEPR Discussion Papers 7314, C.E.P.R. Discussion Papers.
- Rocco Huang & Lev Ratnovski, 2009.
"The dark side of bank wholesale funding,"
09-3, Federal Reserve Bank of Philadelphia.
- Ralph De Haas & Iman Van Lelyveld, 2008.
"Internal capital markets and lending by multinational bank subsidiaries,"
105, European Bank for Reconstruction and Development, Office of the Chief Economist.
- de Haas, Ralph & van Lelyveld, Iman, 2010. "Internal capital markets and lending by multinational bank subsidiaries," Journal of Financial Intermediation, Elsevier, vol. 19(1), pages 1-25, January.
- De Haas, Ralph & van Lelyveld, Iman, 2009. "Internal Capital Markets and Lending by Multinational Bank Subsidiaries," MPRA Paper 13164, University Library of Munich, Germany.
- Ralph de Haas & Iman van Lelyveld, 2006. "Internal Capital Markets and Lending by Multinational Bank Subsidiaries," DNB Working Papers 101, Netherlands Central Bank, Research Department.
When requesting a correction, please mention this item's handle: RePEc:bis:biscgf:39. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Beslmeisl)
If references are entirely missing, you can add them using this form.