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Stress testing U.S. leveraged corporates in a COVID-19 world
Caceres, Carlos; Cerdeiro, Diego A.; Pan, Dan; Suchanan … - 2020
Persistent link: https://www.econbiz.de/10012392538
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A new heuristic measure of fragility and tail risks : application to stress testing
Taleb, Nassim Nicholas; Canetti, Elie; Kinda, Tidiane; … - 2012
This paper presents a simple heuristic measure of tail risk, which is applied to individual bank stress tests and to …
Persistent link: https://www.econbiz.de/10009621630
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The lender of last resort function after the global financial crisis
Dobler, Marc; Gray, Simon; Murphy, Diarmuid; … - 2016
these operations. Despite a vast literature on the topic, central bank approaches and practices vary considerably. In this …
Persistent link: https://www.econbiz.de/10011436788
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Uncertainty and cross-border banking flows
Choi, Sangyup; Furceri, Davide - 2018
-specific uncertainty shocks on cross-border banking flows using the confidential Bank for International Settlements Locational Banking …
Persistent link: https://www.econbiz.de/10011799580
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Central and commercial bank balance sheet risk before, during, and after the global financial crisis
Crowley, Joseph - 2015
This paper presents an overview of exposures in the balance sheets of central banks, banks, and other depository institutions during the past decade, with emphasis on asset growth and currency composition. It exploits the IMF's SRF-based monetary data to show: (i) there was a widely observed...
Persistent link: https://www.econbiz.de/10011283242
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Risk and the Corporate Structure of Banks
International Monetary Fund - 2010
structures. Furthermore, the corporate structure affects bank risk taking and affiliate size …
Persistent link: https://www.econbiz.de/10014404312
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A New Heuristic Measure of Fragility and Tail Risks : Application to Stress Testing
Schmieder, Christian - 2012
This paper presents a simple heuristic measure of tail risk, which is applied to individual bank stress tests and to …
Persistent link: https://www.econbiz.de/10014395738
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Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings
Sy, Amadou N. R. - 2005
of recommendations regarding government policies and individual bank practices to manage interest rate risk …
Persistent link: https://www.econbiz.de/10014402042
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Risk management maturity assessment at central banks
Chamoun, Elie; Denewet, Nicolas; Manzanera, Antonio; … - 2019
central bank, the Safeguards Assessments Division of the IMF's Finance Department developed a tool that facilitates … provided to the central bank which provide a roadmap to advance the risk management function …
Persistent link: https://www.econbiz.de/10012155243
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Towards a Principal-Agent Based Typology of Risks in Public-Private Partnerships
De Palma, André - 2009
There is a strong economic rationale for close cooperation between the public and private sectors. This has resulted in a significant increase in the demand for the provision of public services through instruments combining public and private money such as public-private partnerships (PPPs or...
Persistent link: https://www.econbiz.de/10014403060