Non-Core Bank Liabilities and Financial Vulnerability

By Joon-Ho Hahm, Hyun Song Shin, Kwanho Shin. 2013

343 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/aa0eb9d5c5416e02e39b98a2a4974fed960940c9

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Citations in the corpus

Evaluating early warning indicators of banking crises: Satisfying policy requirements (2014, background): “Hahm et al (2012) argue that lending booms can only be sustained if banks are able to fund assets with non-core liabilities, in particular wholesale and cross-border funding.”
Predicting Distress in European Banks (2014, background): “These indicators are often cited as key early-warning indicators for banking crises (e.g. Demirgüç-Kunt and Detragiache, 1998; 2000; Kaminsky and Reinhart, 1999; Borio and Lowe, 2002; Hahm et al., 2013).”
Capital flows and the international credit channel (2017, background): “1 See among others Kalemli-Özcan et al. (2013a), Kalemli-Özcan et al.”
Monetary policy and risk taking (2015, background): “Hahm, Shin and Shin [33] show that, while retail deposits (core liabilities) are stable, non-core liabilities are more volatile, are associated with credit booms and have significant predictive power for currency and credit crises.”
Breaking Free of the Triple Coincidence in International Finance (2016, background): “Banks found non-core liabilities abroad to fund credit at home (Avdjiev, McCauley and McGuire (2012); Hahm et al (2013)).”
The credit-to-GDP gap and countercyclical capital buffers: questions and answers (2014, methodology): “14 Hodrick and Prescott (1981) set λ equal to 1600. Ravn and Uhlig (2002) show that, for series of other frequencies (daily, annual etc), it is optimal to set λ equal to 1600 multiplied by the fourth power of the observation frequency ratio.”
Bank Capital Redux: Solvency, Liquidity, and Crisis (2017, neutral): “Recent studies have argued that large inflows of non-core funds can destabilize the banking system (Hahm et al. (2013)).”