Noncore Bank Liabilities and Financial Vulnerability
DC Field | Value | Language |
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dc.contributor.author | Hahm, Joon-Ho | - |
dc.contributor.author | Shin, Hyun Song | - |
dc.contributor.author | Shin, Kwanho | - |
dc.date.accessioned | 2021-09-05T23:11:33Z | - |
dc.date.available | 2021-09-05T23:11:33Z | - |
dc.date.created | 2021-06-14 | - |
dc.date.issued | 2013-08 | - |
dc.identifier.issn | 0022-2879 | - |
dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/102549 | - |
dc.description.abstract | A lending boom is reflected in the composition of bank liabilities when traditional retail deposits (core liabilities) cannot keep pace with asset growth and banks turn to other funding sources (noncore liabilities) to finance their lending. We formulate a model of credit supply as the flip side of a credit risk model where a large stock of noncore liabilities serves as an indicator of the erosion of risk premiums and hence of vulnerability to a crisis. We find supporting empirical evidence in a panel probit study of emerging and developing economies. | - |
dc.language | English | - |
dc.language.iso | en | - |
dc.publisher | WILEY-BLACKWELL | - |
dc.subject | CRISES | - |
dc.title | Noncore Bank Liabilities and Financial Vulnerability | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | Shin, Kwanho | - |
dc.identifier.doi | 10.1111/jmcb.12035 | - |
dc.identifier.scopusid | 2-s2.0-84880295424 | - |
dc.identifier.wosid | 000334310600002 | - |
dc.identifier.bibliographicCitation | JOURNAL OF MONEY CREDIT AND BANKING, v.45, pp.3 - 36 | - |
dc.relation.isPartOf | JOURNAL OF MONEY CREDIT AND BANKING | - |
dc.citation.title | JOURNAL OF MONEY CREDIT AND BANKING | - |
dc.citation.volume | 45 | - |
dc.citation.startPage | 3 | - |
dc.citation.endPage | 36 | - |
dc.type.rims | ART | - |
dc.type.docType | Article | - |
dc.description.journalClass | 1 | - |
dc.description.journalRegisteredClass | ssci | - |
dc.description.journalRegisteredClass | scopus | - |
dc.relation.journalResearchArea | Business & Economics | - |
dc.relation.journalWebOfScienceCategory | Business, Finance | - |
dc.relation.journalWebOfScienceCategory | Economics | - |
dc.subject.keywordPlus | CRISES | - |
dc.subject.keywordAuthor | F32 | - |
dc.subject.keywordAuthor | F33 | - |
dc.subject.keywordAuthor | F34 | - |
dc.subject.keywordAuthor | currency crises | - |
dc.subject.keywordAuthor | credit booms | - |
dc.subject.keywordAuthor | cross-border banking | - |
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