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empirical tests confirm the value of the data for credit risk evaluation and provide insights regarding its use in supervision …, including in calculations of credit risk for capital and provisioning requirements, or as a check on a bank's internal ratings …
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different games that allow them to unpack microfinance mechanisms in a systematic way. They find that risk-taking broadly …
Persistent link: https://www.econbiz.de/10010522103
requirements for credit risk that have been drafted by the Basel Committee on Banking Supervision (Basel II). Even though the … (albeit incompletely) existing good practices in bank risk measurement. However, its effective implementation in many …
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"The current account can be understood as the outcome of investment decisions made by domestic and foreign investors. These decisions can be decomposed into a portfolio rebalancing and a portfolio growth component. This paper provides empirical evidence of the importance of portfolio rebalancing...
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immunization systems, and identify outbreaks, areas of high-risk, and/or weak system performance. …
Persistent link: https://www.econbiz.de/10012554894
"Broner, Lorenzoni, and Schmukler argue that emerging economies borrow short term due to the high risk premium charged … outcome of a risk-sharing problem between the government and bondholders. By issuing long-term debt, the government lowers the … probability of a liquidity crisis, transferring risk to bondholders. In equilibrium, this risk is reflected in a higher risk …
Persistent link: https://www.econbiz.de/10010522945