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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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How do central banks identify risks? A survey of indicators
Banco de España. Strategic Plan 2024: Risk …
standard risks explored in this paper (namely credit, macroeconomic, market, and liquidity and bank risks). This survey also …-financial corporations, banks, non-bank financial sector, residential real estate and the financial markets. This work shows how the measures …
Persistent link: https://www.econbiz.de/10012629762
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The first ten years of the European Systemic Risk Board (2011-2021)
Gutiérrez de Rozas, Luis
The European Systemic Risk Board was established in the wake of the global financial crisis as the authority responsible for the macroprudential oversight of risks to the stability of the European Union financial system. In its first decade, the European Systemic Risk Board’s activity has been...
Persistent link: https://www.econbiz.de/10013342629
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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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Bedeutung der Spezifikation für Ratingmodelle
Rönnberg, Michael - 2010
Ziel dieser Arbeit ist die Untersuchung der Bedeutung der Spezifikation für Ratingmodelle zur Prognose von Kreditausfallwahrscheinlichkeiten. Ausgehend von dem in der Bankenpraxis etablierten Logit-Modell werden verschiedene Modellerweiterungen diskutiert und hinsichtlich ihrer Eigenschaften...
Persistent link: https://www.econbiz.de/10009433704
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The Chinese banking sector
Prange, Tim - 2010
Zusammenfassung: Diese Arbeit liefert eine institutionenökonomische Sicht auf den chinesischen Bankensektor des Jahres 2005. Im theoretischen Teil werden etablierte makroprudentielle Indikatoren zur Prüfung der Bankenstabilität in einen Rahmen aus informellen und formalen marktregulierenden...
Persistent link: https://www.econbiz.de/10009467048
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Destructive Coordination
Whitehead, Charles K. - 2011
An important goal of financial risk regulation is promoting coordination. Law's coordinating function minimizes costly conflict and encourages greater uniformity among market participants. Likewise, privately developed market standards, such as standard-form contracts and rules incorporated into...
Persistent link: https://www.econbiz.de/10009467526
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Three Essays in Empirical Asset Pricing
Jacobs, Thomas A. - 2010
The financial crisis of 2007-2008 led to extraordinary government intervention in firms and markets. The scope and depth of government action rivaled that of the Great Depression. Many traded markets experienced dramatic declines in liquidity leading to the existence of conditions normally...
Persistent link: https://www.econbiz.de/10009477864
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Three chapters on hedge fund reserve capital and systemic risk
Xiao, Yue - 2011
Hedge fund industry has grown to be a key player in the financial markets. Just as large investment banks, the failure of this industry will greatly destroy the liquidity and stability of the whole system. However, contrast to regulated mutual funds, hedge funds are private and lightly regulated...
Persistent link: https://www.econbiz.de/10009450680
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The financial crisis : reforming the South African risk management environment / Ja'nel Esterhuysen
Esterhuysen, Ja'nel Tobias - 2010
research results required it and and the introduction of practical ways to use the results of the thesis in a post-crisis bank … risk management environment. Some of the bank asset portfolios that were investigated in the thesis were generated … more successful in measuring the bank?s credit risk and calculating the required minimum capital charge for the bank. It …
Persistent link: https://www.econbiz.de/10009455993