The net stable funding ratio: theoretical background and analysis of the Spanish banking sector

Artículo de revista

Detalles Bibliográficos
Autor: Iranzo Marco, Itziar
Tipo de recurso: artículo
Fecha de publicación:2016
País:España
Institución:Banco de España
Repositorio:Repositorio Institucional del Banco de España
OAI Identifier:oai:repositorio.bde.es:123456789/11301
Acceso en línea:https://repositorio.bde.es/handle/123456789/11301
Access Level:acceso abierto
Palabra clave:Operaciones y política bancaria
Regulación y supervisión de instituciones financieras
Contabilidad financiera
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spelling The net stable funding ratio: theoretical background and analysis of the Spanish banking sectorIranzo Marco, ItziarOperaciones y política bancariaRegulación y supervisión de instituciones financierasContabilidad financieraArtículo de revistaThis paper studies the Net Stable Funding Ratio (NSFR) both from a regulatory and more theoretical approach, and also from an empirical perspective focusing on the Spanish banking sector. A methodology for the estimation of the NSFR based on publicly available information is proposed, and the level of the ratio as of 2013 and 2015 across the main Spanish banks is estimated. We further analyse the specific balance sheet rearrangement measures undertaken by Spanish banks so as to enhance the NSFR, with a special focus on credit supply and deposits. Our estimates imply that the average NSFR as of December 2015 is circa 106%, and half of the sample banks meet the 100% threshold. Whilst the findings of the paper show a disparity of reallocation methods across banks, adjustment towards the NSFR does not systematically imply that banks either curtailed lending or increased deposits.Madrid : Banco de España, 20162016info:eu-repo/semantics/articleapplication/pdfhttps://repositorio.bde.es/handle/123456789/11301reponame:Repositorio Institucional del Banco de Españainstname:Banco de EspañaInglésRevista de Estabilidad Financiera / Banco de España, 31 (noviembre 2016), p. 63-96info:eu-repo/semantics/openAccessoai:repositorio.bde.es:123456789/113012026-06-20T12:44:27Z
dc.title.none.fl_str_mv The net stable funding ratio: theoretical background and analysis of the Spanish banking sector
title The net stable funding ratio: theoretical background and analysis of the Spanish banking sector
spellingShingle The net stable funding ratio: theoretical background and analysis of the Spanish banking sector
Iranzo Marco, Itziar
Operaciones y política bancaria
Regulación y supervisión de instituciones financieras
Contabilidad financiera
title_short The net stable funding ratio: theoretical background and analysis of the Spanish banking sector
title_full The net stable funding ratio: theoretical background and analysis of the Spanish banking sector
title_fullStr The net stable funding ratio: theoretical background and analysis of the Spanish banking sector
title_full_unstemmed The net stable funding ratio: theoretical background and analysis of the Spanish banking sector
title_sort The net stable funding ratio: theoretical background and analysis of the Spanish banking sector
dc.creator.none.fl_str_mv Iranzo Marco, Itziar
author Iranzo Marco, Itziar
author_facet Iranzo Marco, Itziar
author_role author
dc.subject.none.fl_str_mv Operaciones y política bancaria
Regulación y supervisión de instituciones financieras
Contabilidad financiera
topic Operaciones y política bancaria
Regulación y supervisión de instituciones financieras
Contabilidad financiera
description Artículo de revista
publishDate 2016
dc.date.none.fl_str_mv 2016
dc.type.none.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://repositorio.bde.es/handle/123456789/11301
url https://repositorio.bde.es/handle/123456789/11301
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
dc.relation.none.fl_str_mv Revista de Estabilidad Financiera / Banco de España, 31 (noviembre 2016), p. 63-96
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Madrid : Banco de España, 2016
publisher.none.fl_str_mv Madrid : Banco de España, 2016
dc.source.none.fl_str_mv reponame:Repositorio Institucional del Banco de España
instname:Banco de España
instname_str Banco de España
reponame_str Repositorio Institucional del Banco de España
collection Repositorio Institucional del Banco de España
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15,300724

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