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Modeling extreme but plausible losses for credit risk: a stress testing framework for the Argentine Financial System
Girault, Gutierrez; Alfredo, Matias - Volkswirtschaftliche Fakultät, … - 2008
While not being widespread, stress tests of credit risk are not new in the Argentine financial system, neither for financial intermediaries nor for the Central Bank. However, they are more often based on rule-of-thumb approaches than on systematic, model based methodologies. The objective of...
Persistent link: https://www.econbiz.de/10005061660
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An evaluation of policies to reduce fiscal pressure induced by population ageing in Australia
Bell, William Paul - Volkswirtschaftliche Fakultät, … - 2005
growth policies to meet the population ageing induced fiscal pressure in Australia. The research in this thesis attempts to … stringent conditions. Sensitivity analysis on a simulation model is used to investigate the effect of the tax and the economic … growth policies on fiscal pressure and after-tax GDP per capita. This simulation model is based upon the Productivity …
Persistent link: https://www.econbiz.de/10011258581
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Decomposing the Effects of Economic Policies on Poverty Trends in Cameroon: A Double Calibration Micro Simulated General Equilibrium Analysis
Emini, Christian Arnault; Kanmi Feunou, Dorine - Volkswirtschaftliche Fakultät, … - 2008
This paper aims at bringing out the determinants of the significant poverty alleviation observed in Cameroon between 1993 and 2001. It focuses on the decomposition of poverty and growth changes, in order to assess the intrinsic contribution of each major economic policy implemented in Cameroon...
Persistent link: https://www.econbiz.de/10005070485
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Evaluation of the effect of policy regime shifts in Iranian Distributional changes using a Micro Simulation Framework
Khiabani, Nasser; Maziyaki, Ali - Volkswirtschaftliche Fakultät, … - 2008
effect of policy regime shifts in households’ and individuals’ incomes. This method is based on a micro simulation framework … have compared two successive years on each instance of policy shift. Results of micro-simulation show Iranian distributive …
Persistent link: https://www.econbiz.de/10005616803
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Bracket Creep Revisited: Progressivity and a Solution by Adjusting the Rich Tax in Germany
Unzaga, Flores; Martin, Ismael; Zhu, Junyi - Volkswirtschaftliche Fakultät, … - 2014
micro-simulation model developed for the newly available PHF data, we document an inverted U-shaped overall redistribution … simulation environment, this rate can reach above 75% with four years’ inaction on 4% annual inflation. When this rich tax can be …
Persistent link: https://www.econbiz.de/10011113515
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Learning-Testing Process in Classroom: An Empirical Simulation Model
Buda, Rodolphe - Volkswirtschaftliche Fakultät, … - 2009
This paper presents an empirical micro-simulation model of the teaching and the testing process in the classroomH. It … is a non-econometric micro-simulation model describing informational behaviors of the pupils, based on the observation of …
Persistent link: https://www.econbiz.de/10005623506
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SINGUL 2.0 : les équations et les programmes
Buda, Rodolphe - Volkswirtschaftliche Fakultät, … - 2004
SINGUL is a imperfect competition market (without any auctioneer process) price and quantity calculation model. Its algorithm is analogical because it is built from the most realistic (as possible) behavior of the agents of a market. Our model simulates the meeting between the agents. Each agent...
Persistent link: https://www.econbiz.de/10005789991
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Macroprudential stress testing of credit risk: A practical approach for policy makers
Buncic, Daniel; Martin, Melecky - Volkswirtschaftliche Fakultät, … - 2011
Drawing on the lessons from the global financial crisis and especially from its impact on the banking systems of Eastern Europe, the paper proposes a new practical approach to macroprudential stress testing. The proposed approach incorporates: (i) macroeconomic stress scenarios generated from...
Persistent link: https://www.econbiz.de/10009328116
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Macroeconomic Stress Testing and the Resilience of the Indian Banking System: A Focus on Credit Risk
Niyogi Sinha Roy, Tanima; Bhattacharya, Basabi - Volkswirtschaftliche Fakultät, … - 2011
The paper undertakes a macroprudential analysis of the credit risk of Public Sector Banks during the liberalization period. Using the Vector Autoregression methodology, the paper investigates the dynamic impact of changes in the macroeconomic variables on the default rate, the Financial...
Persistent link: https://www.econbiz.de/10009001206
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Stress test of hospitals in Bulgaria - proposed methodology
Salchev, Petko; Hristov, Nikolai - Volkswirtschaftliche Fakultät, … - 2010
Stress tests of financial institutions are becoming more common in the midst of a global recession and unpredictable future economic growth. We believe that apart from banks, stress tests can be conducted on hospitals as well and will have their merit. The proposed methodology for risk...
Persistent link: https://www.econbiz.de/10008765641