References of "Journal of Financial Stability"
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See detailInformation sharing, credit booms and financial stability: Do developing economies differ from advanced countries?
Leon, Florian UL; Guérineau, Samuel

in Journal of Financial Stability (2019), 40

This paper analyses the impact of credit information sharing on financial stability, drawing special attention to its interactions with credit booms. A probit estimation of financial vulnerability ... [more ▼]

This paper analyses the impact of credit information sharing on financial stability, drawing special attention to its interactions with credit booms. A probit estimation of financial vulnerability episodes—identified by jumps in the ratio of non-performing loans to total loans—is run for a sample of 159 countries divided into two sub-samples according to their level of development: 80 advanced or emerging economies and 79 less developed countries. The results show that: i) credit information sharing reduces financial fragility for both groups of countries; ii) for less developed countries, the main effect is the direct effect (reduction of NPL ratio once credit boom is controlled), suggesting a portfolio quality effect; iii) credit information sharing also mitigates the detrimental impact of a credit boom on financial fragility but this result holds only for advanced and emerging countries and for household credit booms; and iv) the depth of information sharing has a negative impact on the likelihood of credit booms (but not the coverage of IS). [less ▲]

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See detailBanking Systemic Vulnerabilities: A Tail-risk Dynamic CIMDO Approach
Jin, Xisong UL; Nadal De Simone, Francisco

in Journal of Financial Stability (2014)

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See detailThe Role of Off-Balance Sheet Leverage in the Late 2000s Crisis
Wolff, Christian UL; Papanikolaou, Nikolaos

in Journal of Financial Stability (2014)

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See detailFinancial stability, bank risk, and regulation in the light of crisis
Wolff, Christian UL; Papanikolaou

in Journal of Financial Stability (2014)

Detailed reference viewed: 75 (4 UL)