| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w18428 |
| 来源ID | Working Paper 18428 |
| Non-Core Bank Liabilities and Financial Vulnerability | |
| Joon-Ho Hahm; Hyun Song Shin; Kwanho Shin | |
| 发表日期 | 2012-09-27 |
| 出版年 | 2012 |
| 语种 | 英语 |
| 摘要 | 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 (non-core 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 non-core 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. |
| 主题 | International Economics ; International Finance |
| URL | https://www.nber.org/papers/w18428 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/576104 |
| 推荐引用方式 GB/T 7714 | Joon-Ho Hahm,Hyun Song Shin,Kwanho Shin. Non-Core Bank Liabilities and Financial Vulnerability. 2012. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w18428.pdf（322KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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