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Federal reserve policies and financial market conditions during the crisis

Brave, Scott A.; Genay, Hesna - 2011

During the recent financial crisis, the Federal Reserve implemented a series of extraordinary and unconventional policies to alleviate the impact of the crisis on financial markets and the economy. In this paper, we examine the effects of these policies on broad financial market conditions,...

Persistent link: https://www.econbiz.de/10009010671

Rethinking Financial Stability

Aikman, David - 2018

since the start of the reforms paint an ambiguous picture on whether the current level of bank capital should be higher or …

Persistent link: https://www.econbiz.de/10012926536

Federal Reserve Policies and Financial Market Conditions during the Crisis

Brave, Scott A. - 2011

Persistent link: https://www.econbiz.de/10013124947

Financial Markets and Financial Institutions in Russia in 2016

Abramov, Alexander E. - 2017

In 2016, Russia's stock market, in terms of its rates of return, set a world record among all the other stock markets. Over that year, the RTS Index gained 52.3%, and the MICEX Index –26.8% (Fig. 1). The faster growth rate of the RTS Index, which reflects the price of shares in US dollar...

Persistent link: https://www.econbiz.de/10012952699

Financial Markets and Financial Institutes in 2010

Abramov, Alexander E. - 2013

This paper deals with Russian financial markets and financial institutions in 2010. The author focuses on the Russian stock market, bond market. The author analyzes key risks in financial markets, ruble devaluation risks and repo transactions risks

Persistent link: https://www.econbiz.de/10013085767

Instabile Finanzmärkte

Franke, Günter; Krahnen, Jan Pieter - 2009

Die Vorstellung selbst-stabilisierender, zum Gleichgewicht tendierender Finanzmärkte, lange Zeit als Selbstverständlichkeit angesehen, ist durch die aktuelle Banken- und Kreditkrise in Frage gestellt. Trotz ausgefeilten Risikomanagements der Banken und einer an Basel II orientierten Aufsicht...

Persistent link: https://www.econbiz.de/10003864312

Capturing information contagion in a stress-testing framework

Anand, Kartik; Gauthier, Céline; Gai, Prasanna; … - 2016

assets by secondary market investors. This hampers a troubled bank's recourse to liquidity and increases the incidence of … bank runs, potentially unleashing a wave of investor pessimism that can drive otherwise solvent banks into illiquidity. We … quantify this contagion channel in the context of the Bank of Canada's model of the Canadian banking system and a stress …

Persistent link: https://www.econbiz.de/10011520642

A Macro Stress Testing Framework for Assessing Financial Stability : Evidence from Malaysia

Taskinsoy, John - 2018

.52 billion (or 3.55% of 2015 GDP). The important conclusion of the macro stress testing is that no bank failed, faced a …

Persistent link: https://www.econbiz.de/10012908841

Financial Nexus : Efficiency and Soundness in Banking and Capital Markets

Dima, Bogdan - 2014

Based on a modified version of a model used in Corvoisier and Gropp (2002) and de Guevara et al (2005), we argue that banks' soundness, the structural characteristics and efficiency of the banking sector and the development of the capital markets are forming a financial nexus. For a data set of...

Persistent link: https://www.econbiz.de/10013054889

Limits of Stress-Test Based Bank Regulation

Agarwal, Isha; Goel, Tirupam - 2021

inaccuracies. Without stress-tests, the regulator cannot observe bank’s type, and sets the same requirement across banks. Stress …-testing provides a noisy signal about the banks’ types, and enables bank specific surcharges, which can improve welfare. Yet, when …

Persistent link: https://www.econbiz.de/10013250928