Money Statistics of New England, 1785–1837

1984 ◽  
Vol 44 (2) ◽  
pp. 441-453 ◽  
Author(s):  
J. Van Fenstermaker ◽  
John E. Filer ◽  
Robert Stanley Herren
Keyword(s):  
New England ◽  
Commercial Bank ◽  
Capital Stock ◽  
Time Trend ◽  
Balance Sheets ◽  
City Population ◽  
Bank Balance Sheets ◽  
Missing Items ◽  
Authorized Capital ◽  
Bank Notes

This paper brings together the existing commercial bank balance sheets for New England for the period 1785–1837. Approximately 79 percent of all balance sheets issued have been found, and data from these are presented in aggregated form. Data compiled from available statements were then used to estimate the balance sheets of missing banks and the missing items on individual balance sheets. The variables used in estimating included authorized capital stock, a time trend, age of bank, city population, paid-in capital, deposits, loans and discounts, bank notes in circulation, and reserves. The actual and estimated balance sheets are then combined and presented.

scholarly journals Bank Consolidation, Efficiency, and Profitability in Italy

2017 ◽  
Vol 17 (175) ◽  
Author(s):  
Anke Weber
Keyword(s):  
Banking Sector ◽  
Banking System ◽  
Operational Efficiency ◽  
Policy Options ◽  
Efficiency Gains ◽  
Consolidation Process ◽  
Comprehensive Strategy ◽  
Balance Sheets ◽  
Cross Country ◽  
Bank Balance Sheets

This paper examines the case for efficiency-driven banking sector consolidation in Italy, evaluates its potential effects on profitability, and discusses policy options to facilitate a consolidation process that is as effective as possible. A bottom-up analysis of 386 Italian banks suggests that while profitability is expected to improve as the economy gradually recovers, operational efficiency gains are nonetheless needed to restore large parts of the banking system to healthy profitability. Banking system consolidation can play a role in facilitating such efficiency gains, but its effectiveness is likely to be most as part of a comprehensive strategy that includes complementary reforms to clean up bank balance sheets. Cross-country experience indicates that efficiency gains are more likely to follow consolidations where careful viability analyses are conducted of the synergies and operational improvements that can be achieved.

scholarly journals CORPORATE DEBT RESTRUCTURING IN SCHEDULED COMMERCIAL BANKS IN INDIA: AN ANALYSIS

2017 ◽  
Vol 5 (2) ◽  
pp. 92-112
Author(s):  
Gopal Prasad Agrawal ◽  
Anil Kumar Swain ◽  
Aswini Kumar Bhuyan
Keyword(s):  
Commercial Banks ◽  
Emerging Countries ◽  
Corporate Debt ◽  
Debt Restructuring ◽  
Balance Sheets ◽  
Review Mechanism ◽  
Bank Balance Sheets ◽  
Asian Pacific ◽  
Debt Recovery

need to see that the level of NPAs is kept down. In spite of many fold developments, adverse development of accumulation of NPAs to place over the period, several tools / methods of managing NPAs were tried such as Lok Adalats, Debt Recovery Tribunals, SARFAESI Act, Corporate Debt Restructuring and many more. Cleaning up of the Bank Balance Sheets is essential and urgent to boost growth in coming years, independent loan review mechanism and sale of unproductive assets are some of the ways to arrest the rising NPAs. Since the quality of advances in India particularly the corporate stressed advances are quite poor and huge in comparison to other Asian Pacific emerging countries, if the NPAs are not managed properly there is every chance that the capital and reserves of Banks shall not to able to meet the losses arising on account of write off of Bad Loans.

scholarly journals Bank Balance Sheets and the Value of Lending

2017 ◽  
Vol 17 (111) ◽  
pp. 1
Author(s):  
Jiaqian Chen ◽  
Giuseppe Vera ◽  
◽  
Keyword(s):  
Balance Sheets ◽  
Bank Balance Sheets

scholarly journals The national segmentation of euro area bank balance sheets during the financial crisis

2017 ◽  
Vol 53 (1) ◽  
pp. 247-265 ◽  
Author(s):  
A. Colangelo ◽  
D. Giannone ◽  
M. Lenza ◽  
H. Pill ◽  
L. Reichlin
Keyword(s):  
Financial Crisis ◽  
Euro Area ◽  
Balance Sheets ◽  
Bank Balance Sheets

The Pandemic's Impact on Credit Risk: Averted or Delayed?

FEDS Notes ◽  
2021 ◽  
Vol 2021 (2957) ◽  
Author(s):  
SungJe Byun ◽  
◽  
Aaron Game ◽  
Alexander Jiron ◽  
Pavel Kapinos ◽  
...  
Keyword(s):  
Credit Risk ◽  
Service Sector ◽  
Economic Security ◽  
Bank Failures ◽  
Balance Sheets ◽  
Bank Balance Sheets ◽  
Aid Relief

The COVID-19 recession resulted in historic unemployment and a significant shock to much of the service sector. Despite these macroeconomic challenges, banks' risk-based capital buffers remain high and the number of bank failures remains low. Government relief programs, including the Coronavirus Aid, Relief, and Economic Security (CARES) Act, both directly and indirectly helped stabilize bank balance sheets during the crisis.

Endogenous money

2019 ◽  
pp. 124-148
Author(s):  
Kazimierz Łaski
Keyword(s):  
Economic Recession ◽  
Limited Resource ◽  
Financial Assets ◽  
Lender Of Last Resort ◽  
Government Bonds ◽  
Balance Sheets ◽  
Money Economy ◽  
Production And Distribution ◽  
Endogenous Money ◽  
Bank Balance Sheets

The capitalist economy is a money economy. But how is money created and destroyed? Is it exogenous, a limited resource like gold, or is it endogenous, emerging from processes of production and distribution? How is credit generated and what is the relationship between credit and savings? One form of endogeneity arises from bank balance sheets and the theory of the monetary circuit. This reveals the credit relations between households and firms. However, banks also need a central bank as a lender of last resort. In recent years, central banks have deployed quantitative easing to deal with economic recession. The other form of endogeneity arises from the “verticalist” and the “horizontalist” analyses of the market for base money, whose demand and supply is brought into equilibrium by the money rate of interest. Government bonds are used in portfolios as risk-free financial assets.

Reforming the Regulatory Treatment of Sovereign Exposures in Banking Regulation

2020 ◽  
Vol 53 (1) ◽  
pp. 81-122
Author(s):  
André Sterzel
Keyword(s):  
Financial Stability ◽  
Sovereign Debt ◽  
Debt Crisis ◽  
Banking Regulation ◽  
Jel Classification ◽  
Bank Capital ◽  
Exposure Limits ◽  
Government Bonds ◽  
Balance Sheets ◽  
Bank Balance Sheets

Abstract The European sovereign debt crisis has shown the tight linkage between sovereign and bank balance sheets. In the aftermath of the crisis, several reforms have been discussed in order to mitigate the sovereign-bank nexus. These reforms include the abolishment of preferential government bond treatment in banking regulation. This paper gives a detailed overview of literature and data which are closely related to the existing preferential sovereign bond treatment in bank regulation and highlights the need for reforms especially in the euro area. Against this background, the following three regulatory reforms are described and discussed: (i) positive risk weights for government bonds in bank capital regulation, (ii) sovereign exposure limits, and (iii) haircuts for government bonds in bank liquidity regulation. The discussion focusses on the effects of these reforms for bank behaviour and financial stability. JEL Classification: H63, H12, G11, G18

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