Structural funding ratios could have helped detect failing banks – BoE working paper
Bank of England working paper reveals structural funding ratios could have helped detect which banks were likely to fail in the 2008 crisis
Structural funding ratios, including the Basel Committee's Net Stable Funding Ratio (NSFR), would have helped detect which banks were likely to fail in the 2008 financial crisis, according to a working paper published by the Bank of England (BoE) on May 20.
In Do we need a stable funding ratio? Banks' funding in the global financial crisis, Antoine Lallour and Hitoshi Mio use data from the 2008 crisis to study the importance of several "structural funding metrics" in characterising banks'
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