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A macro stress testing framework for assessing systemic risks in the banking sector
Henry, Jérôme (contributor); Kok, Christoffer (contributor) - 2013
The use of macro stress tests to assess bank solvency has developed rapidly over the past few years. This development was reinforced by the financial crisis, which resulted in substantial losses for banks and created general uncertainty about the banking sector's loss-bearing capacity. Macro...
Persistent link: https://www.econbiz.de/10011606304
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Systemic Risk Diagnostics
Schwaab, Bernd; Lucas, Andre; Koopman, Siem Jan - 2010
A macro-prudential policy maker can manage risks to financial stability only if currentand future risks can be reliably assessed. We propose a novel framework to assessfinancial system risk. Using a dynamic factor framework based on state-space methods, we model latent macro-financial and credit...
Persistent link: https://www.econbiz.de/10010325790
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Evaluating the macroprudential stance in a growth-at-risk framework
Cucic, Dominic; Yordanova, Ianna Georgieva; Møller, … - 2022
The ultimate objective of macroprudential policy is to contribute to financial stability by curbing the build-up of systemic risks and alleviating negative outcomes for the economy should risks materialize . Measuring and communicating whether policy goals are achieved is challenging, as...
Persistent link: https://www.econbiz.de/10014551777
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Organizational form as a source of systemic risk
Bholat, David; Gray, Joanna - In: Economics: The Open-Access, Open-Assessment E-Journal 7 (2013) 2013-27, pp. 1-35
Systemic risk now occupies centre stage in discussions of bank regulatory reform. Systemic risk is often seen as a problem of size, operational complexity, interconnectivity and contagion. It is less often discussed in terms of the institutional framework of legal rules and principles within...
Persistent link: https://www.econbiz.de/10010314581
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Das IMM: ein makroökonometrisches Mehrländermodell
Dreger, Christian; Zinsmeister, Florian - In: Vierteljahrshefte zur Wirtschaftsforschung 76 (2007) 4, pp. 35-46
We present a macroeconometric model for the large EU economies, i.e. Germany, the UK, France and Italy (Big4 model …, Frankreich und Italien als separate Ländermodule enthält (Big4-Modell). Die Modellstruktur basiert auf dem volkswirtschaftlichen …In diesem Beitrag wird ein internationales makroökonometrisches Modell präsentiert, das Deutschland, Großbritannien …
Persistent link: https://www.econbiz.de/10010377815
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Methoden der Steuerschätzung im internationalen Vergleich
Büttner, Thiess; Kauder, Björn - 2008
Über die Methoden, die in anderen Industriestaaten bei der Steuerschätzung angewandt werden, ist in Deutschland sehr …
Persistent link: https://www.econbiz.de/10011698399
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Financial systems in financial crisis: An analysis of banking systems in the EU
Detzer, Daniel; Creel, Jérôme; Labondance, Fabien; … - In: Intereconomics 49 (2014) 2, pp. 56-87
causes and consequences of the financial crisis from the perspectives of five individual member states: Germany, France, the … UK, Italy and Spain. Furthermore, policy proposals which could change the role of the financial system to better serve …
Persistent link: https://www.econbiz.de/10010369109
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Valuation of privatization in Europe by experts and stakeholders: results of explorative surveys and interviews. EU-supported project understanding privatization policy: political...
Nerb, Gernot; Schönherr, Siegfried; Schroeder, Bennet - 2008
This EU supported Specific Targeted Research Project (STREP) had been conducted by a European Consortium composed of eight research institutions. Ifo's part within this larger programme was (a) to analyse the fiscal effects of privatization and (b) to assess the valuation of privatization...
Persistent link: https://www.econbiz.de/10011698398
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Counterfactual impact evaluation of cohesion policy. Work package 2: Examples from support to innovation and research. Final report
Czarnitzki, Dirk; Lopes Bento, Cindy; Doherr, Thorsten - 2011
The goal of this project was twofold. The first objective was to find out to what extent publicly available beneficiary data (from managing authorities and commercial databases) could be used for quantitative, econometric counterfactual analysis. This led to a second objective: in the countries...
Persistent link: https://www.econbiz.de/10010527567
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Self-selection into export markets by business services firms: Evidence from France, Germany and the United Kingdom
Temouri, Yama; Vogel, Alexander; Wagner, Joachim - 2010
comparable enterprise level data from France, Germany, and the United Kingdom. Exporters are more productive and pay higher wages … significantly smaller in Germany, significantly larger in France, and does not differ significantly in the UK. The results for wages … services firms into exporting does not show up among firms from France and the UK where no statistically significant …
Persistent link: https://www.econbiz.de/10010286601