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Asian Miracle, Asian Tiger, or Asian Myth? Financial Sector and Risk Assessment through FSAP Experience : Enhancing Bank Supervision in Thailand
Taskinsoy, John - 2019
From free people to a unified Thai kingdom in the mid-14th century (Siam until 1939), and from that to Asian Tiger (or Dragon). Although Thailand saw Japanese's brief invasion in 1941, it has never been colonized by a European power. Nevertheless, Thailand has witnessed repeated political...
Persistent link: https://www.econbiz.de/10012870897
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The Transmission Channels between Financial Sector and Real Economy in Light of the Current Financial Crisis : A Critical Survey of the Literature
Vousinas, Georgios - 2017
The present study undertakes a critical review of the research around the major issue of the transmission channels between financial sector and real economy. The aim of the study is to shed light on the interaction between the financial system and the economy, in the shadow of the current...
Persistent link: https://www.econbiz.de/10012974918
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Impact of Financial Stability on Economic Growth : Evidence from Nigeria
Amali, Ebele; Igwe, Gloria U.; Oballum, Chikelu E. - 2022
This study investigates the impact of financial stability on economic growth in Nigeria by employingthe Autoregressive … limited to the banking sector and the capital market, which dominate the financial sector in Nigeria. The study contributes to … growth in Nigeria considering that few studies have been carried out in this area. It established a negative relationship …
Persistent link: https://www.econbiz.de/10014083498
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Banking system stability and economic growth in Nigeria : a bounds test to cointegration
Eweke, Gamaliel Oghenerugba - In: EuroEconomica 38 (2019) 1, pp. 174-187
Persistent link: https://www.econbiz.de/10012061441
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Integration of Financial Markets in Post Global Financial Crises and Implications for British Financial Sector : Analysis Based on a Panel VAR Model
Nasir, Muhammad Ali - 2017
This study analyses the dynamics of integration among global financial markets in the context of Global Financial Crisis (2008) by employing a Panel Vector Autoregressive (VAR) model on the monthly data of nine countries and three markets from Jan 2003 to Oct 2015. It was found that there has...
Persistent link: https://www.econbiz.de/10012955640
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CISS - A Composite Indicator of Systemic Stress in the Financial System
Hollo, Daniel - 2015
This paper introduces a new indicator of contemporaneous stress in the financial system named Composite Indicator of Systemic Stress (CISS). Its specific statistical design is shaped according to standard definitions of systemic risk. The main methodological innovation of the CISS is the...
Persistent link: https://www.econbiz.de/10013038816
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Extreme Yet Plausible : Choosing Scenarios to Stress Test Financial Institutions
Arora, Rohit; Gao, Rui; Tompaidis, Stathis - 2021
Since the 2008 Financial Crisis, stress tests based on extreme-yet-plausible scenarios have become a preferred method of assessing risk for large financial institutions, yet scenario choice has largely been ad-hoc. We propose a principled methodology to choose scenarios by minimizing the...
Persistent link: https://www.econbiz.de/10013238231
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A Leverage-Based Measure of Financial Stability
Adrian, Tobias; Borowiecki, Karol Jan; Tepper, Alexander - 2021
The size and the leverage of financial market investors and the elasticity of demand of unlevered investors define MinMaSS, the smallest market size that can support a given degree of leverage. The financial system's potential for financial crises can be measured by the stability ratio, the...
Persistent link: https://www.econbiz.de/10013238403
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A Financial Systemic Stress Index for Greece
Vouldis, Angelos T.; Louzis, Dimitrios P. - 2022
The paper develops a financial systemic stress index (FSSI) for Greece. We present a methodology for constructing and evaluating a systemic stress index which: i) adopts the suggestion of Hollo et al. (2012) [Hollo, Kremer, and Duca (2012) “CISS – A ‘Composite Indicator of Systemic...
Persistent link: https://www.econbiz.de/10014030257
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On the Origins of the BIS Macro-Prudential Approach to Financial Stability : Alexandre Lamfalussy and Financial Fragility
Maes, Ivo - 2010
Among the international policy institutions, the Bank for International Settlements (BIS) is known for its sensitivity to financial stability issues. Attention to the "macro-prudential" dimension of financial stability is very typical for the BIS. The Bank's macro-prudential approach first came...
Persistent link: https://www.econbiz.de/10013137756