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A model of mortgage losses and its applications for macroprudential instruments

Hott, Christian - In: Journal of Financial Stability 16 (2015) C, pp. 183-194

We develop a theoretical model of mortgage loss rates that evaluates their main underlying risk factors. Following the model, loss rates are positively influenced by the house price level, the loan-to-value of mortgages, interest rates, and the unemployment rate. They are negatively influenced...

Persistent link: https://www.econbiz.de/10011208762

Kausalität in den Wirtschaftswissenschaften: Welche Ursachen hat die Finanzkrise?

Bernholz, Peter; Faber, Malte; Petersen, Thomas - Alfred-Weber-Institut für Wirtschaftswissenschaften, … - 2009

Die Frage nach der Kausalität fällt in die Methodologie. Methodologie ist in den Wirtschaftswissenschaften ein Bereich, der sowohl bei Ökonomen als auch bei Philosophen kaum Beachtung findet. Ökonomik hat sich ursprünglich als eine kausal erklärende Wissenschaft verstanden. Sie wollte für...

Persistent link: https://www.econbiz.de/10008577824

South Africa; Financial System Stability Assessment, Including Report on the Observance of Standards and Codes on the following topic: Securities Regulation

International Monetary Fund (IMF); International … - 2008

This paper discusses the Financial System Stability Assessment for South Africa, and reviews the Report on the Observance of Standards and Codes on Securities Regulation. The assessment reveals that South Africaâ€™s sophisticated financial system is fundamentally sound and has so far...

Persistent link: https://www.econbiz.de/10011244235

Denmark; Financial Sector Assessment Program: Technical Note: Stress Testing

International Monetary Fund (IMF); International … - 2007

, credit risk could materialize, causing a substantial deterioration in banksâ€™ results. …

Persistent link: https://www.econbiz.de/10011244479

Jamaica; Financial System Stability Assessment, including Reports on the Observance of Standards and Codes on the following topics: Basel Core Principles for Effective Banking Supe...

International Monetary Fund (IMF); International … - 2006

This paper discusses key findings of the Financial System Stability Assessment on the Basel Core Principles for Effective Banking Supervision, the Committee for Payment and Settlement Systems (CPSS) Core Principles for Systemically Important Payment Systems, and IMF Monetary and Financial Policy...

Persistent link: https://www.econbiz.de/10011244726

Czech Republic; Detailed Assessment of Observance of Basel Core Principles for Effective Banking Supervision

International Monetary Fund (IMF); International … - 2012

This paper presents detailed assessment of the Czech Republicâ€™s compliance with Basel Core Principles (BCPs) for effective banking supervision. Many earlier weaknesses have been addressed, either through domestic measures or by implementing European Union-wide rules and regulations. An...

Persistent link: https://www.econbiz.de/10011244986

Stress Testing of Financial Systems; An Overview of Issues, Methodologies, and FSAP Experiences

Peria, Maria Soledad Martinez; Majnoni, Giovanni; … - International Monetary Fund (IMF) - 2001

The paper has three objectives. After a general introduction to some of the concepts and basic techniques of stress testing, the paper gives an overview of some of the conceptual issues involved in evaluating risks at the aggregated level of financial systems. Second, this study provides a basic...

Persistent link: https://www.econbiz.de/10005248173

Macroprudential Policy; What Instruments and How to Use them? Lessons From Country Experiences

International Monetary Fund (IMF); International … - 2011

This paper provides the most comprehensive empirical study of the effectiveness of macroprudential instruments to date. Using data from 49 countries, the paper evaluates the effectiveness of macroprudential instruments in reducing systemic risk over time and across institutions and markets. The...

Persistent link: https://www.econbiz.de/10009369434

El Influjo de Cartera Vencida como Medida de Riesgo de Crédito: Análisis y Aplicación al Caso de Chile

Andres Sanger T. - In: Revista de Analisis Economico – Economic Analysis Review 27 (2012) 1, pp. 27-54

-performing loans adjusted by write-offs and standardized by loans, as the main measure to be used for modelling the credit risk of the … respect to loan loss provisions (LLP), which support this idea. First, the INPL ratio by type of credit has a greater time … inflation rate, the peso-dollar exchange rate, and non expected credit growth. Finally, the out-of-sample forecasts indicate …

Persistent link: https://www.econbiz.de/10010548964

Legally scored

Chan, Wen Li; Seow, Hsin-Vonn - In: Journal of Financial Regulation and Compliance 21 (2013) February, pp. 39-50

Purpose – Achieving equal treatment of credit applicants has been a legitimate concern of legislators and the credit … most effective use of credit scoring models, and could run counter-intuitive to the intention of legislation through … legislation and also retains the integrity and effectiveness of credit scoring models. Design/methodology/approach – The paper …

Persistent link: https://www.econbiz.de/10010610634