Showing 1 - 10 of 342
Intro -- Contents -- I. INTRODUCTION -- II. DESCRIPTION OF THE INDICATOR -- III. MODEL DESCRIPTION -- IV. DATA DESCRIPTION -- V. FACTOR ANALYSIS: ESTIMATION RESULTS -- VI. COMPUTATION OF THE PROBABILITIES OF DEFAULT -- VII. SENSITIVITY ANALYSIS -- VIII. STRESS TESTING -- IX. CONCLUDING REMARKS...
Persistent link: https://www.econbiz.de/10012691123
Fintech payments leverage large digital platforms to fill gaps in the traditional payment system. They have made great strides in increasing access to payment services in several countries around the globe. At the same time, like any innovation, the new payment models are exposed to risks in...
Persistent link: https://www.econbiz.de/10015059723
consumption across countries from the predictions of models with full risk sharing. It is commonly believed that these risk … that the full risk sharing equilibrium may not require much diversification of equity portfolios when there is price …
Persistent link: https://www.econbiz.de/10012677771
concerns about crypto assets been picked up in systemic risk assessment, and what can be done going forward? In this paper, we …, we propose a country-level Crypto-Risk Assessment Matrix (C-RAM) to summarize the main vulnerabilities, useful indicators … weave in specific vulnerabilities stemming from crypto asset activity into their assessment of systemic risk, and how they …
Persistent link: https://www.econbiz.de/10015059060
climate risk analysis …
Persistent link: https://www.econbiz.de/10015059092
risk events driven by climate change, rather than just individual extreme events, to better understand financial stability …
Persistent link: https://www.econbiz.de/10015059150
climate mitigation, and the direction of the risk is identified through manual labels. The documented risk premium indicates …
Persistent link: https://www.econbiz.de/10015059379
building a dynamic stochastic general equilibrium model linked to global climate and a catastrophe risk model specifically for … drawing strong conclusions about the relevance of climate risk, as the model focused only on typhoons' physical capital …
Persistent link: https://www.econbiz.de/10015060165
with other health and social priorities. Fourth, we need a unified risk-mitigation approach to future infectious disease … international community should recognize that its pandemic financing addresses a systemic risk to the global economy, not just the …
Persistent link: https://www.econbiz.de/10015060518
/or information collected by market participants for the purpose of their own risk management. The framework involves four pillars: (i … supervisory arrangements, (iii) assessing the risk mitigation infrastructure, and (iv) assessing the degree of market transparency …
Persistent link: https://www.econbiz.de/10005263815