A. Al-Hassan, Aidyn Bibolov, Giovanni Ugazio, Tian Zhang, Imen Benmohamed
{"title":"Assessing Banking Sector Vulnerabilities in the Gulf Cooperation Council in the Wake of COVID-19","authors":"A. Al-Hassan, Aidyn Bibolov, Giovanni Ugazio, Tian Zhang, Imen Benmohamed","doi":"10.5089/9798400200496.087","DOIUrl":null,"url":null,"abstract":"A macro-financial model has been used to identify the determinants of banks’ holding of government securities during the crisis. A panel regression analysis shows the variation in banks’ holding of government securities as a function of: (1) macroeconomic variables (the policy rate, real non-oil GDP growth and inflation); (2) proxy for the availability of alternative lending opportunities (lending to the private sector); and (3) proxies for alternative investment opportunities (investment in the stock markets). The model is given by: Public GDP, NEER Number of listed companies, COVID-19 Government Response Index) . COVID-Government constant term is the coefficient not","PeriodicalId":142326,"journal":{"name":"Departmental Papers","volume":"10 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2022-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Departmental Papers","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.5089/9798400200496.087","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 2
Abstract
A macro-financial model has been used to identify the determinants of banks’ holding of government securities during the crisis. A panel regression analysis shows the variation in banks’ holding of government securities as a function of: (1) macroeconomic variables (the policy rate, real non-oil GDP growth and inflation); (2) proxy for the availability of alternative lending opportunities (lending to the private sector); and (3) proxies for alternative investment opportunities (investment in the stock markets). The model is given by: Public GDP, NEER Number of listed companies, COVID-19 Government Response Index) . COVID-Government constant term is the coefficient not
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
