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Bask, Mikael - Suomen Pankki - 2007

The difference between market risk and potential market risk is emphasized and a measure of the latter risk is proposed. Specifically, it is argued that the spectrum of smooth Lyapunov exponents can be utilized in what we call (l, s2)-analysis, which is a method to monitor the aforementioned...

Persistent link: https://www.econbiz.de/10005648975

Improving Banking Supervision

Mayes, David G. - Suomen Pankki - 1998

This paper explains how banking supervision within the EU, and in Finland in particular, can be improved by the … window of opportunity for change. The economy is growing H5ly and the consequences of the banking crises of the early 1990s … have been worked through. Greater market discipline, in the form of a regime of quarterly public disclosure by banks of …

Persistent link: https://www.econbiz.de/10005419681

On the Problems of Home Country Control

Mayes, David; Vesala, Jukka - Suomen Pankki - 1998

internationalization of banking. In particular in smaller countries, large portions of the banking sector may be supervised by other 'home …. Increasing the information exchanged and co-operation among supervisors would be helpful, but emphasizing public disclosure by …

Persistent link: https://www.econbiz.de/10005648839

Rating targeting and the confidence levels implicit in bank capital

Jokivuolle, Esa; Peura, Samu - Suomen Pankki - 2006

The solvency standards implicit in bank capital levels, as reported eg in Jackson et al (2002), are much higher than those required for top ratings, if standard single period economic capital models are taken se-riously. We explain this excess capital puzzle by forward looking rating targeting...

Persistent link: https://www.econbiz.de/10005207164

A value-at-risk approach to banks’ capital buffers: An application to the new Basel Accord

Jokivuolle, Esa; Peura, Samu - Suomen Pankki - 2001

The rating-sensitive capital charges on credit risks under the new Basel Accord are likely to increase the volatility of minimum capital requirements, which may force banks to hold larger capital cushions in excess of minimum requirements. We analyse this claim on the basis of numerical...

Persistent link: https://www.econbiz.de/10005648872

Yearbook / Suomen Pankki

Suomen Pankki; Taloustieteellinen Tutkimuslaitos <Helsinki>; … - Helsinki [u.a.] : Gov. Print. Off. - 1.1914/20 - 76.1995(1996)

Persistent link: https://www.econbiz.de/10000450105

Monthly bulletin / Bank of Finland. Ed. by the Bank of Finland Institute of Economic Research

Suomen Pankki - Helsinki : Bank - 1.1921 - 19.1939,10; 20.1946 - 61.1987

Persistent link: https://www.econbiz.de/10000350882

Special Issue: Financial stability, bank risk, and regulation in the light of the crisis

Papanikolaou, Nikolaos I. (contributor) - 2014

Persistent link: https://www.econbiz.de/10011301298

Liquidity and market efficiency : alive and well?

Liikanen, Erkki; Jylhä, Petri; Pennacchi, George G.; … - Joint Conference with the Bank of Finland in Helsinki …; … - 2015

On 3 July 2015, SUERF organized its sixth joint conference with the Bank of Finland in Helsinki on the subject of liquidity and market efficiency. The one-day program consisted of an opening speech, six presentations, including three keynotes, and a lunchtime address. The present SUERF Study...

Persistent link: https://www.econbiz.de/10011414459

ATM networks and cash usage

Snellman, Heli; Virén, Matti - Suomen Pankki - 2006

This paper deals with the issue of how the market structure in banking affects the choice of means of payment. In … incentive to restrict the number of ATMs to a minimum. In general, the number of ATMs depends on competitiveness in the banking …

Persistent link: https://www.econbiz.de/10005207157