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Credit analysis and service perspective of AB DnB NORD bank
Paulauskienė, Sandra; Jašmontaitė, Giedrė - 2009
to the management of bank credit, to provide the most popular credit risk management techniques, to assess the credit … service analysis methods. In detail by the AB DnB NORD bank credit analysis services, and forecasts for the credit. Confirmed … by the authors formulated the research hypothesis, that of AB DnB NORD bank credit risk management should be improved …
Persistent link: https://www.econbiz.de/10009479110
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The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk
Galán Camacho, Jorge E. - 2020
Este estudio une los desarrollos recientes sobre la metodología de crecimiento en riesgo con la literatura sobre evaluaciones de impacto de la política macroprudencial. Para ello, extiendo el uso de regresiones cuantílicas del crecimiento del PIB con el objetivo de incluir variables...
Persistent link: https://www.econbiz.de/10012523845
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CREWS: a CAMELS-based early warning system of systemic risk in the banking sector
Galán Camacho, Jorge E.
macroeconomic aggregate variables. The model is applied to the Spanish banking sector using bank-level data for a complete financial …, which differs from most of previous studies predicting individual bank defaults. The indicator is found to provide accurate …
Persistent link: https://www.econbiz.de/10012704408
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Uncertainty, non-linear contagion and the credit quality channel: an application to the Spanish interbank market
Carro, Adrián; Stupariu, Patricia
Central Credit Register, we study the contagion of financial distress via ... …
Persistent link: https://www.econbiz.de/10013168664
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Sectoral indicators for applying the Banco de España’s new macroprudential tools
Broto Pelegrín, Carmen; Cáceres García, Esther; …
Since December 2021 the Banco de España has three new macroprudential tools (Circular 5/2021): the sectoral component of the countercyclical capital buffer, limits on sectoral concentration, and limits and conditions on loan origination. The new sectoral instruments will allow it to address the...
Persistent link: https://www.econbiz.de/10013342628
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Do buffer requirements for European systemically important banks make them less systemic?
Broto Pelegrín, Carmen; Fernández Lafuerza, Luis Gonzalo
Los colchones de capital para las entidades de importancia sistémica (EIS) fueron diseñados para mitigar los riesgos que suponen estos bancos grandes y complejos. Mediante un modelo de datos de panel para una muestra de bancos europeos que cotizan en bolsa se demuestra que los requerimientos...
Persistent link: https://www.econbiz.de/10013471181
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Structural risk indicators for the Spanish banking sector
Broto Pelegrín, Carmen; Melnychuk Bashylova, Mariya
Structural risks are long-term non-cyclical risks stemming from the structural characteristics of the financial system and the wider economy. In this respect, the systemic risk buffer (SyRB) is a fairly flexible macroprudential instrument that aims to address such risks. However, the European...
Persistent link: https://www.econbiz.de/10013471821
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Structural risk indicators for the Spanish banking sector
Broto Pelegrín, Carmen; Melnychuk Bashylova, Mariya
Structural risks are long-term non-cyclical risks stemming from the structural characteristics of the financial system and the wider economy. In this respect, the systemic risk buffer (SyRB) is a fairly flexible macroprudential instrument that aims to address such risks. However, the European...
Persistent link: https://www.econbiz.de/10013523642
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The European Central Bank and financial stability: a quarter of a century of evolution and transformation (1998-2023)
Gutiérrez de Rozas, Luis
Artículo de revista ; This article examines the evolution of the mandate and tasks of the European Central Bank (ECB …
Persistent link: https://www.econbiz.de/10014442865
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The role of macroprudential policy in the stabilisation of macro-financial fluctuations. Conference on Financial Stability/Banco de Portugal, Lisbon (Portugal), 2 October 2023
Hernández de Cos, Pablo
Macroprudential policy emerged after the global financial crisis to increase the resilience of the financial system against systemic risk and to prevent the excessive accumulation of such risk. This paper focuses on the effects of this policy on macroeconomic stability, a goal that it can...
Persistent link: https://www.econbiz.de/10014502616