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This paper reports on Bangladesh’s Financial System Stability Assessment. Considerable progress has been made in strengthening the resilience of the country's financial sector. Total assets of the banking sector have increased twofold since 2003, and credit to the private sector has risen...
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Purpose – Interest rate risk, i.e. the risk of changes in the interest rate term structure, is of high relevance in … insurers' risk management. Due to large capital investments in interest rate sensitive assets such as bonds, interest rate risk … introducing calibration methods for short rate models, the author quantifies interest rate and credit risk for corporate and …
Persistent link: https://www.econbiz.de/10010691543
This study explores the determinants of corporate bond spreads in emerging markets economies. Using a largely unexploited dataset, the paper finds that corporate bond spreads are determined by firm-specific variables, bond characteristics, macroeconomic conditions, sovereign risk, and global...
Persistent link: https://www.econbiz.de/10005599512
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Purpose – Interest rate risk, i.e. the risk of changes in the interest rate term structure, is of high relevance in … insurers' risk management. Due to large capital investments in interest rate sensitive assets such as bonds, interest rate risk … introducing calibration methods for short rate models, the author quantifies interest rate and credit risk for corporate and …
Persistent link: https://www.econbiz.de/10010709785
Purpose – Interest rate risk, i.e. the risk of changes in the interest rate term structure, is of high relevance in … insurers' risk management. Due to large capital investments in interest rate sensitive assets such as bonds, interest rate risk … introducing calibration methods for short rate models, the author quantifies interest rate and credit risk for corporate and …
Persistent link: https://www.econbiz.de/10014902110
risks posed by individual banks but also, importantly, those posed by nonbanks and the system as a whole. The recent …
Persistent link: https://www.econbiz.de/10011123891