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Banking after regulatory reforms - business as usual? : a joint publication with the Bank of Finland
Jokivuolle, Esa (ed., introduction);  … - SUERF/Bank of Finland Conference Banking after …; … - 2014
The 5th joint SUERF/Bank of Finland joint conference was held in Helsinki on 13 June 2013. The general theme of the …
Persistent link: https://www.econbiz.de/10011711934
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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
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Transmission of macro shocks to loan losses in a deep crisis: the case of Finland
Jokivuolle, Esa; Viren, Matti; Vähämaa, Oskari - Suomen Pankki - 2009
Building on the work of Sorge and Virolainen (2006), we revisit the data on aggregate Finnish bank loan losses from the …
Persistent link: https://www.econbiz.de/10008509434
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Early intervention and prompt corrective action in Europe
Mayes, David G - Suomen Pankki - 2009
timetable that will end in the authorities stepping into the bank while it still has positive capital, if the earlier stages are …
Persistent link: https://www.econbiz.de/10004976733
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Macro-model-based stress testing of Basel II capital requirements
Jokivuolle, Esa; Virolainen, Kimmo; Vähämaa, Oskari - Suomen Pankki - 2008
Basel II framework requires banks to conduct stress tests on their potential future minimum capital requirements and consider ‘at least the effect of mild recession scenarios’. We propose a stress testing framework for minimum capital requirements in which banks’ corporate credit risks are...
Persistent link: https://www.econbiz.de/10005190782
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Determinants of the loan loss allowance: some cross-country comparisons
Hasan, Iftekhar; Wall, Larry D. - Suomen Pankki - 2003
This paper analyses the determinants of banks’ loan loss allowances for samples of US banks and three non-US samples: a group of 21 countries, Canada and Japan. The model includes fundamental (or non-discretionary) determinants of the allowance such as non-performing loans, and discretionary...
Persistent link: https://www.econbiz.de/10005648830
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Macro stress testing with a macroeconomic credit risk model for Finland
Virolainen, Kimmo - Suomen Pankki - 2004
In the discussion paper, we employ data on industry-specific corporate sector bankruptcies over the time period from 1986 to 2003 and estimate a macroeconomic credit risk model for the Finnish corporate sector. The sample period includes a severe recession with significantly higher-than-average...
Persistent link: https://www.econbiz.de/10005648883
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The feasibility of through-the-cycle ratings
Kauko, Karlo - Suomen Pankki - 2010
It has been proposed that the potential procyclicality of Basel II could be alleviated by using through-the-cycle (TTC) ratings in IRBA models. A TTC rating would be based on the structural component of the debtor’s credit risk ignoring cyclical fluctuations. This paper tests for the existence...
Persistent link: https://www.econbiz.de/10008483930
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An approach to bank insolvency in transition and emerging economies
Mayes, David G. - Suomen Pankki - 2004
In the light of the inequity of the way losses from bank insolvencies and their avoidance through intervention by the …
Persistent link: https://www.econbiz.de/10005190773
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Bank exit legislation in US, EU and Japanese financial centres
Granlund, Peik - Suomen Pankki - 2002
This paper analyses bank exit (ie reorganisation and liquidation) legislation in selected financial centres: New York …, London, Frankfurt, Helsinki and Tokyo. The focus is on bank exit legislation applicable to commercial banks. The legislation … is analysed from the perspective of bank stakeholders, ie bank creditors, depositors and bank shareholders. The analysis …
Persistent link: https://www.econbiz.de/10005190764