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This paper describes concepts and tools behind macroprudential monitoring and the growing importance of macroprudential tools for assessing the stability of financial systems. This paper also employs a macroprudential approach in examining financial soundness and identifying its determinants....
Persistent link: https://www.econbiz.de/10011421266
banks experience positive abnormal equity returns and tighter CDS spreads, while failing banks show strong drops in equity … evaluating strategic options for affected banks and investors. …
Persistent link: https://www.econbiz.de/10012211609
This paper develops an analytical framework that can be used to anticipate problems in the banking system and enable supervisors to take mitigating actions at an early stage. This paper has two components. First, it develops an early warning indicator that is intended to capture a number of the...
Persistent link: https://www.econbiz.de/10010507481
since its creation, the systematic treatment contains four parts, first a systematic discussion of how a central bank´s … central bank´s macroeconomic objective, e.g. price stability; finally, a discussion of the challenges for institution design …
Persistent link: https://www.econbiz.de/10010420311
On 5-6 September 2012 SUERF held its 30th Colloquium “States, Banks, and the Financing of the Economy” at the …
Persistent link: https://www.econbiz.de/10011689959
On June 4-5, 2014, SUERF and Baffi Finlawmetrics jointly organised a Colloquium/Conference “Money, Regulation and Growth: Financing New Growth in Europe” at Bocconi University, Milan. The present SUERF Study includes a selection of papers based on the authors’ contributions to the Milan...
Persistent link: https://www.econbiz.de/10011689965
Evidence on the interdependency between monetary policy and the state of the banking system is scarce. We suggest an integrated micro-macro approach with two core virtues. First, we measure the probability of bank distress directly at the bank level. Second, we integrate a microeconomic hazard...
Persistent link: https://www.econbiz.de/10010295940
This occasional paper describes how the financial stability and macroprudential policy functions are organised at the ECB. Financial stability has been a key policy function of the ECB since its inception. Macroprudential policy tasks were later conferred on the ECB by the Single Supervisory...
Persistent link: https://www.econbiz.de/10012141424
banks. ROE is one of the most important ratios for performance measurement. Its adequacy is necessary for competitiveness … requirements and maintain positive signals for the market. There is still a debate in the literature on factors of commercial banks … opportunities and limitations of using these indicators and develops a conceptual model and its assessment major Baltic banks. The …
Persistent link: https://www.econbiz.de/10012703614
Financial markets in Lebanon are constrained by government influence, Islamic financial principles, and some barriers to foreign participation. Productivity in the Lebanese financial sector ranks below its occidental counterpart in spite the fact that regulatory, supervisory, and accounting...
Persistent link: https://www.econbiz.de/10011936874