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Challenges for Systemic Risk Assessment in Low-Income Countries
Catalan, Mario; Demekas, Dimitri - Volkswirtschaftliche Fakultät, … - 2015
Assessing and monitoring systemic risk is a challenge for policy makers and supervisors in all countries. It is particularly challenging in low-income countries (LICs), owing to a number of characteristics shared to a greater or lesser extent by most of them. This paper discusses these common...
Persistent link: https://www.econbiz.de/10011274386
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Estimating Systemic Risk in the International Financial System
Bartram, Söhnke M.; Brown, Gregory W.; Hund, John E. - Volkswirtschaftliche Fakultät, … - 2005
systemic failure in the global banking system. We examine a sample of 334 banks (representing 80% of global bank equity) in 28 … of bank failure probabilities implied by equity prices suggests the Asian crisis induced less than a 1% increase in the …
Persistent link: https://www.econbiz.de/10005789807
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Banking business models and the nature of financial crises
Hryckiewicz, Aneta; Kozlowski, Lukasz - Volkswirtschaftliche Fakultät, … - 2014
different combinations of bank asset and funding sources and assess their impact on the mortgage crisis. We then estimate how … distinct strategies have affected bank profitability and risk before the crisis, and what impact they have put on the mortgage …
Persistent link: https://www.econbiz.de/10011272695
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All Things Considered: The Interaction of the Reasons for the Financial Crisis
Rioja, Abdala; E, Yamile - Volkswirtschaftliche Fakultät, … - 2011
The present paper reviews the causes that led to the financial crisis. Unlike other interpretations, this paper does not place main significance on a single source or on a set of causes. I consider all major standpoints highlighted by research and media prior, during and after the financial...
Persistent link: https://www.econbiz.de/10009294924
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Criza financiara 2007-2008: cauze si consecinte
Munteanu, Ionica - Volkswirtschaftliche Fakultät, … - 2009
This paper discusses the causes and the consequences of the financial crisis 2007-2008 with a focus on systemic risk management and the reform of the global financial architecture.
Persistent link: https://www.econbiz.de/10009650029
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Analyzing Systemic Risk with Financial Networks An Application During a Financial Crash
Saltoglu, Burak; Yenilmez, Taylan - Volkswirtschaftliche Fakultät, … - 2010
A financial network model, where the coded identity of the counterparties of every trade is known, is applied to both stable and crisis periods in a large and liquid overnight repo market in an emerging market economy. We have analyzed the financial crisis by using various network investigation...
Persistent link: https://www.econbiz.de/10008694011
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Redefining a role for central banks: The increased importance of central banks’ roles in the management of liquidity risks and macro prudential supervision in the aftermath of the...
Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2010
institutions will be highlighted. The expertise and knowledge with which a central bank is endowed in its role as overseer of the …
Persistent link: https://www.econbiz.de/10008683306
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Evaluating and managing systemic risk in the European Union
Avadanei, Anamaria; Ghiba, Nicolae - Volkswirtschaftliche Fakultät, … - 2010
The financial crisis has exposed the weaknesses in national and international economies, the disruption of the financial systems all over the world. The aim of this paper is to point out the importance of systemic risk management in the European Union (EU). Structured on two parts, the study...
Persistent link: https://www.econbiz.de/10008836752
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Credit Risks in Banking of the Countries in Transitional Phase and possible Ways of Their Reduction in Croatian Banking System
Stjepanek, Stjepan; Matić, Branko - Volkswirtschaftliche Fakultät, … - 1999
unique category. The most represented type of risk in credit is a credit risk. It is possible to divide factors of risk … between decision-making and investment influences the size of a credit risk. The length of credit structure influences the … risk. The cognition of debtor's debt servicing potential, methods of coverage credit risk and indicators of credit risk …
Persistent link: https://www.econbiz.de/10005836609
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Jacobian Spillovers in Environmental Technological Proximity : The Role of Mahalanobis Index on European Patents within the Triad
Aldieri, Luigi - 2017
The aim of this paper is to investigate the role of Jacobian externalities stemmed from different technological sectors for international firms engaged both in environmental and in dirty activities. Firms' innovation, measured, as the development of new patents, is a key factor behind the...
Persistent link: https://www.econbiz.de/10012961274