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Shadow banking : financial intermediation beyond banks

Adrian, Tobias; Chrétien, Edouard; Chui, Michael; … - Shadow Banking: Financial Intermediation beyond Banks …; … - 2018

Persistent link: https://www.econbiz.de/10011790739

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

Special Issue: Bank of Finland and SUERF Conference on "Housing markets - a shelter from the storm or cause of the storm?"

Jokivuolle, Esa (contributor) - 2010

Persistent link: https://www.econbiz.de/10009271807

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 …

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

Toward robust early-warning models: A horse race, ensembles and model uncertainty

Holopainen, Markus; Sarlin, Peter - Suomen Pankki - 2015

This paper presents first steps toward robust early-warning models. We conduct a horse race of conventional statistical methods and more recent machine learning methods. As early-warning models based upon one approach are oftentimes built in isolation of other methods, the exercise is of high...

Persistent link: https://www.econbiz.de/10011210508

Optimal bank transparency

Moreno, Diego; Takalo, Tuomas - Suomen Pankki - 2012

Consider a competitive bank whose illiquid asset portfolio is funded by short-term debt that has to be refinanced … of social externalities of bank failures further lowers the optimal level of transparency. Moreover, asset risk taking …

Persistent link: https://www.econbiz.de/10009651893

Household loan loss risk in Finland – estimations and simulations with micro data

Herrala, Risto; Kauko, Karlo - Suomen Pankki - 2007

This discussion paper presents a microsimulation model of household distress. We use logit analysis to estimate the extent to which a household’s risk of being financially distressed depends on net income after tax and loan servicing costs. The impact of assumed macroeconomic shocks on this...

Persistent link: https://www.econbiz.de/10005190733

GDP at risk in a DSGE model: an application to banking sector stress testing

Jokivuolle, Esa; Kilponen, Juha; Kuusi, Tero - Suomen Pankki - 2007

We suggest a complementary tool for financial stability analysis based on stochastic simulation of a dynamic stochastic general equilibrium model (DSGE) of the macro economy. The paper relates to financial stability research in which financial aggregates crucial to financial stability are...

Persistent link: https://www.econbiz.de/10005190766

Macroeconomic Aspects of Systemic Bank Restructuring

Nyberg, Peter - Suomen Pankki - 1997

Systemic bank problems arise for a large number of causes and in spite of both active banking supervision and market … fit and proper governance. Government bank support is ultimately constrained by the need to safeguard government … creditworthiness, and bank creditors may therefore have to carry substantial parts of the loss. Monetary policy should aim for a low …

Persistent link: https://www.econbiz.de/10005190779

Preventing systemic crises through bank transparency

Hyytinen, Ari; Takalo, Tuomas - Suomen Pankki - 2003

The banking system is known to be vulnerable to self-fulfilling crises that are caused by depositors’ coordination failure. We show that transparency regulation may prevent certain types of systemic crises by eliminating the possibility of the coordination failure.

Persistent link: https://www.econbiz.de/10005423690