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This paper presents the Banco de España’s reference framework for the analysis of macroeconomic and financial risk, and the impact of the materialisation of this risk on financial stability and the real economy. The framework encompasses a broad set of empirical and theoretical models and...
Persistent link: https://www.econbiz.de/10014000097
Este documento presenta el marco de referencia del Banco de España para el análisis del impacto de la materialización de riesgos macroeconómicos y financieros sobre la actividad real y la estabilidad financiera. Este marco incluye un amplio conjunto de modelos y métodos, tanto empíricos...
Persistent link: https://www.econbiz.de/10014367472
Baigiamajame magistro darbe analizuojama finansų sistemos stabilumo problema bankų veiklos aspektu. Darbą sudaro trys pagrindinės dalys. Pirmoje dalyje, remiantis užsienio šalių ir Lietuvos autorių mokslinės ekonominės literatūros analize, suformuluojama stabilios finansų sistemos...
Persistent link: https://www.econbiz.de/10009478914
testing. Credit risk is one of the biggest financial risks that every bank faces. Stress testing is a tool of credit risk …
Persistent link: https://www.econbiz.de/10009479022
We propose a new method for analysing multiperiod stress scenarios for portfolio credit risk more systematically than in the current practice of macro stress testing. Our method quantifi es the plausibility of scenarios by considering the distance of the stress scenario from an average scenario....
Persistent link: https://www.econbiz.de/10012530304
Utilizando datos granulares de la Central de Información de Riesgos del Banco de España, estudiamos uno de los canales de contagio a través de los cuales se pueden transmitir las tensiones en los mercados financieros —el canal de la calidad crediticia—, enfocándonos en el mercado...
Persistent link: https://www.econbiz.de/10013168664
because the internalization generating profitable benefits brings itself the incorporation of risks that previously were … concerning to the ration producer, but not to pig breeder. In spite of the risks, the study showed the possible costs generated … confinement. The trade off between the profitability increase from the internal production and the increased risks in the activity …
Persistent link: https://www.econbiz.de/10009442769
two series, indicating risks and uncertainties with respect to the return of coffee. Different results were found for the …
Persistent link: https://www.econbiz.de/10009442772
using multivariate nonparametric methods in further risk and insurance analysis. …
Persistent link: https://www.econbiz.de/10009443235
Based on the overviews of the current conditions of Hainan banana industry, the research makes an analysis of the risks … faced by Hainan banana industry. They are respectively marketing risks, natural risks, information risks and production … risks. In order to promote a sustainable and rapid development of Hainan banana industry, Countermeasures are proposed in …
Persistent link: https://www.econbiz.de/10009444585