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Early warning system for economic and financial risks in Kazakhstan

Bhattacharyay, Biswanath; Dlugosch, Dennis; Kolb, Benedikt - 2009

-prudential indicators. The system will be tested using a case study referring to Kazakhstan. The main novelty of the study lies in designing … economic environment of Kazakhstan and in studying the interaction of these composite indicators. An additional innovation is … data which until now have not been used much in this area of research. -- banking crisis ; leading indicators ; Kazakhstan …

Persistent link: https://www.econbiz.de/10003897420

The incidence of bank regulations and taxes on wages : evidence from US states

Goodspeed, Timothy J. - 2012

Banks and the financial sector have come under increased scrutiny since the 2008 financial crisis. Regulations concerning the banking sector have been re-written and there have been calls for increased taxation of banks (as companies) and the remuneration of bankers. In general, two sorts of...

Persistent link: https://www.econbiz.de/10009687296

Financial system architecture and the patterns of international trade

Amissah, Emmanuel Bentum; Bougheas, Spiros P.; Defever, … - 2016

Countries differ on the extent to which their financial system relies on banks or on the financial market. We offer a model featuring a possible two way relationship between countries' financial system architecture and their comparative advantage. Countries specialising in bank dependent sectors...

Persistent link: https://www.econbiz.de/10011492076

Tax vs. regulation policy and the location of financial sector FDI

Merz, Julia; Overesch, Michael; Wamser, Georg - 2015

This paper analyzes how corporate taxation and regulatory requirements affect the location of financial sector FDI. We use novel information on new financial services entities established by multinational firms in 83 host countries. We find a negative effect of host country taxes on the...

Persistent link: https://www.econbiz.de/10011334235

Sovereign default risk and banks in a monetary union

Uhlig, Harald - 2013 - This revision: August 12, 2013

This paper seeks to understand the interplay between banks, bank regulation, sovereign default risk and central bank guarantees in a monetary union. I assume that banks can use sovereign bonds for repurchase agreements with a common central bank, and that their sovereign partially backs up any...

Persistent link: https://www.econbiz.de/10009786077

Bank concentration and monetary policy pass-through

Gödl-Hanisch, Isabel - 2023

This paper analyzes the implications of the gradual rise in bank concentration since the 1990s for the transmission of monetary policy. I use branch-level data on deposit and loan rates to evaluate the monetary policy pass-through conditional on the level of local bank concentration and bank...

Persistent link: https://www.econbiz.de/10014251891

Credit risk in general equilibrium

Eichberger, Jürgen; Rheinberger, Klaus; Summer, Martin - 2014

This paper contributes to the literature on default in general equilibrium. Borrowing and lending takes place via a clearing house (bank) which monitors agents and enforces contracts. Our model develops a concept of bankruptcy equilibrium that is a direct generalization of the standard general...

Persistent link: https://www.econbiz.de/10010235825

The impact of financial (de-)regulation on current account balances

Moral-Benito, Enrique; Röhn, Oliver - 2014

Both global imbalances and financial market (de-)regulation feature prominently among the potential causes of the global financial crisis, but they have been largely discussed separately. In this paper, we take a different angle and investigate the relationship between financial market...

Persistent link: https://www.econbiz.de/10010436581

Cross-border banking in regulated markets : is financial integration desirable?

Haufler, Andreas; Wooton, Ian - 2016

We set up a two-country, regional model of trade in financial services. Competitive firms in each country manufacture untraded consumer goods in an uncertain productive environment, borrowing funds from a bank in either the home or the foreign market. Duopolistic banks can choose their levels of...

Persistent link: https://www.econbiz.de/10011554376

Market risk management in a Post-Basel II regulatory environment

Urošević, Branko; Drenovak, Mikica; Ranković, Vladimir; … - 2016

We propose a novel method of Mean-Capital Requirement portfolio optimization. The optimization is performed using a parallel framework for optimization based on the Nondominated Sorting Genetic Algorithm II. Capital requirements for market risk include an additional stress component introduced...

Persistent link: https://www.econbiz.de/10011587953