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Assessing Liquidity Buffers in the Panamanian Banking Sector / / Andras Komaromi, Metodij Hadzi-Vaskov, Torsten Wezel



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Autore: Komaromi Andras Visualizza persona
Titolo: Assessing Liquidity Buffers in the Panamanian Banking Sector / / Andras Komaromi, Metodij Hadzi-Vaskov, Torsten Wezel Visualizza cluster
Pubblicazione: Washington, D.C. : , : International Monetary Fund, , 2016
Descrizione fisica: 1 online resource (23 pages) : illustrations, tables
Disciplina: 332.1
Soggetto topico: Banks and banking - Panama
Liquidity (Economics)
Liquid assets - Panama
Banks and Banking
Finance: General
Investments: General
Financial Institutions and Services: General
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Financial Institutions and Services: Government Policy and Regulation
Portfolio Choice
Investment Decisions
General Financial Markets: General (includes Measurement and Data)
Financial services law & regulation
Banking
Finance
Investment & securities
Liquidity requirements
Liquidity
Commercial banks
Liquidity stress testing
Financial regulation and supervision
Asset and liability management
Financial institutions
Financial sector policy and analysis
Securities
Banks and banking
State supervision
Economics
Financial instruments
Soggetto geografico: Panama
Altri autori: Hadzi-VaskovMetodij  
WezelTorsten  
Nota di bibliografia: Includes bibliographical references.
Sommario/riassunto: This paper assesses the resilience of Panamanian banks to (i) a very severe short-term, and (ii) a significant long-lasting liquidity shock scenario. Short-term liquidity buffers are evaluated by approximating the Liquidity Coverage Ratio (LCR) defined in the Basel III accord. The risk of losing a substantial part of foreign funding is analyzed through a conventional liquidity stress test scrutinizing several layers of liquidity across maturity buckets. The results of this study point to some vulnerabilities. First, our approximations indicate that about half of Panamanian banks would need to adjust their liquid asset portfolios to meet current LCR standards. Second, while most banks would be able to meet funding outflows in the stress-test scenario, a number of banks would have to use up all of their liquidity buffers, and a few even face a final shortfall. Nonetheless, most banks displaying sizable liquidity shortfalls have robust solvency positions.
Titolo autorizzato: Assessing Liquidity Buffers in the Panamanian Banking Sector  Visualizza cluster
ISBN: 1-4755-4483-9
1-4755-4489-8
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910154899403321
Lo trovi qui: Univ. Federico II
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Serie: IMF Working Papers; Working Paper ; ; No. 2016/200