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Sovereign Risk in Macroprudential Solvency Stress Testing

Jobst, Andreas (Andy) - 2020

affecting bank solvency during adverse macroeconomic conditions. This paper demonstrates the effectiveness of using extreme …

Persistent link: https://www.econbiz.de/10012843509

Informality, Frictions, and Macroprudential Policy

Hassine, Moez Ben - 2020

We analyze the effects of macroprudential policies through the lens of an estimated dynamic stochastic general equilibrium (DSGE) model tailored to developing markets. In particular, we explicitly introduce informality in the labor and goods markets within a small open economy embedding...

Persistent link: https://www.econbiz.de/10012843520

Designing Central Bank Digital Currencies

Agur, Itai - 2020

We study the optimal design of a central bank digital currency (CBDC) in an environment where agents sort into cash …, CBDC and bank deposits according to their preferences over anonymity and security; and where network effects make the … deposits, and can be interest-bearing: a CBDC that closely competes with deposits depresses bank credit and output, while a …

Persistent link: https://www.econbiz.de/10012843523

Emerging Issues in Banking Regulation

Chami, Ralph - 2005

rules, supervision, and market discipline - of the bank regulatory framework envisioned by the New Basel Accord (Basel II …

Persistent link: https://www.econbiz.de/10012737554

Banking on the Principles : Compliance with Basel Core Principles and Bank Soundness

Tressel, Thierry - 2006

bank soundness. The authors find a significant and positive relationship between bank soundness (measured with Moody …

Persistent link: https://www.econbiz.de/10012779096

The Indonesian Financial System : Its Contribution to Economic Performance, and Key Policy Issues

Montgomery, John - 2006

highlighted: (1) the level of bank capitalization; (2) the supervision and regulation of banks; (3) the structure of banking …

Persistent link: https://www.econbiz.de/10012782317

Does Compliance with Basel Core Principles Bring Any Measurable Benefits?

Podpiera, Richard - 2006

We explore the relationship between banking sector performance and the quality of regulation and supervision as measured by compliance with the Basel Core Principles for Effective Banking Supervision (BCP). Using BCP assessment results for 65 countries and 1998-2002 panel data for other...

Persistent link: https://www.econbiz.de/10012783082

Policy, Risk and Spillover Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach

Vitek, Francis - 2017

diverse spillover transmission channels. These macrofinancial linkages encompass bank and capital market based financial …

Persistent link: https://www.econbiz.de/10012956470

Banks' Adjustment to Basel III Reform : A Bank-Level Perspective for Emerging Europe

Andrle, Michal - 2017

The paper seeks to identify strategies of commercial banks in response to higher capital requirements of Basel III reform and its phase-in. It focuses on a sample of nine EU emerging market countries and picks up 5 largest banks in each country assessing their response. The paper finds that all...

Persistent link: https://www.econbiz.de/10012961471

Accounting for Macrofinancial Fluctuations and Turbulence

Vitek, Francis - 2018

This paper investigates the sources of macrofinancial fluctuations and turbulence within the framework of an approximate linear dynamic stochastic general equilibrium model of the world economy, augmented with structural shocks exhibiting potentially asymmetric generalized autoregressive...

Persistent link: https://www.econbiz.de/10012906882