Narrow search
Showing 1 - 10 of 2,722
Cover Image
A Macro Stress Testing Framework for Assessing Financial Stability : Evidence from Malaysia
Taskinsoy, John - 2018
The main results of the macro stress testing exercise in this paper reveal that Malaysia's banking sector is resilient …
Persistent link: https://www.econbiz.de/10012908841
Cover Image
A Macro Stress Testing Framework for Assessing Systemic Risks in the Banking Sector
Henry, Jerome - 2014
about the banking sector's loss-bearing capacity. Macro stress testing has proved a useful instrument to help identify … potential vulnerabilities within the banking sector and to gauge its resilience to adverse developments. To support its …
Persistent link: https://www.econbiz.de/10013062571
Cover Image
Conference Overview and Summary of Papers
Groshen, Erica L.; Lalani, Zahir; Murchison, David - 2005
This paper summarizes the proceedings of "Labor Market Developments in the United States and Canada since 2000," a December 2004 conference cosponsored by the Federal Reserve Bank of New York, the Canadian Consulate General in New York, the Centre for the Study of Living Standards, and the New...
Persistent link: https://www.econbiz.de/10014062877
Cover Image
The Economics of Bank Moratoria : The Milford Plan, Michigan, and Bank Survival During the Great Depression
Van Horn, Patrick - 2010
Banks in Michigan were opting for self-imposed moratoria during the Great Depression as early as 1931. These plans largely imitated a plan that began in the township of Milford, Michgan. Eventually, all banks in the state were closed in the national holiday declared by President Roosevelt in...
Persistent link: https://www.econbiz.de/10013143050
Cover Image
Interest Rate Risk in the U.S. Banking Sector
Abdymomunov, Azamat; Gerlach, Jeff; Sakurai, Yuji - 2023
the aggregate banking sector in the range of 8% to 18%, depending on the composition of banks' balance sheets. During the …
Persistent link: https://www.econbiz.de/10014355947
Cover Image
From the bank panic of 1907 to the great depression of 1929 and savings and loan crisis of the 1980s : comparative analysis and lessons for the future
Metaxas, Theodore; Trompatzi, Georgia - In: Applied econometrics and international development 15 (2015) 1, pp. 79-96
Persistent link: https://www.econbiz.de/10011673533
Cover Image
Stress Testing Credit Risk : A Survey of Authorities' Approaches
Foglia, Antonella - 2009
This paper reviews the quantitative methods used at selected central banks to stress testing credit risk, focusing in particular on the methods used to link macroeconomic drivers of stress with bank specific measures of credit risk (macro stress test). Stress testing credit risk is an essential...
Persistent link: https://www.econbiz.de/10013160243
Cover Image
Macroprudential Stress Test of the Euro Area Banking System
Budnik, Katarzyna Barbara; Balatti, Mirco; Covi, Giovanni; … - 2021
This paper presents an approach to a macroprudential stress test for the euro area banking system, comprising the 91 …
Persistent link: https://www.econbiz.de/10013315366
Cover Image
Banking euro area stress test model
Budnik, Katarzyna; Mozzanica, Mirco Balatti; Dimitrov, Ivan - 2020
The Banking Euro Area Stress Test (BEAST) is a large scale semi-structural model developed to assess the resilience of … the euro area banking system from a macroprudential perspective. The model combines the dynamics of a high number of euro … credit supply conditions. When applied to a stress test of the euro area banking system, the model reveals higher system …
Persistent link: https://www.econbiz.de/10012286943
Cover Image
Macroprudential stress test of the euro area banking system
Budnik-Gałązka, Katarzyna; Mozzanica, Mirco Balatti; … - 2019
This paper presents an approach to a macroprudential stress test for the euro area banking system, comprising the 91 …
Persistent link: https://www.econbiz.de/10012033284