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Quantifying contagion risk in funding markets : a model-based stress-testing approach
Anand, Kartik; Gauthier, Céline; Souissi, Moez - 2015
We propose a tractable, model-based stress-testing framework where the solvency risks, funding liquidity risks and market risks of banks are intertwined. We highlight how coordination failure between a bank's creditors and adverse selection in the secondary market for the bank's assets interact,...
Persistent link: https://www.econbiz.de/10011304764
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Financial system review
Bank of Canada - Ottawa - 2002,Dez. - 2016,Juni
Persistent link: https://www.econbiz.de/10001727899
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The impact of the bank business transformation
Lu, Yu; Lin Lin - 2009
Persistent link: https://www.econbiz.de/10003856587
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Incorporating risk in the efficiency and productivity analysis of banking systems
Weyman-Jones, Thomas G.; Boucinha, Miguel; … - In: New issues in financial institutions management, (pp. 91-105). 2010
Persistent link: https://www.econbiz.de/10008772814
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Stress-Testing of Liquidity Risk in Target2
Papsdorf, Patrick - 2017
The paper reports the outcome of the stress-testing of liquidity risk in the TARGET2 payment system, with the study …
Persistent link: https://www.econbiz.de/10012962520
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Climate-related risk and financial stability
ECB/ESRB Project Team on Climate Risk Monitoring - 2021
Persistent link: https://www.econbiz.de/10012654987
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The Reduction of Systemic Risk in the United States Financial System
Scott, Hal S. - 2010
The central problem for financial regulation is reducing systemic risk. Systemic risk is the risk that the failure of … paper addresses the five most important policies for dealing with systemic risk: the imposition of capital requirements, the … related limitations on bank size would not reduce systemic risk …
Persistent link: https://www.econbiz.de/10013143703
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World experience in the introduction of modern innovation and information technologies in the functioning of financial institutions
Popelo, Olha; Dubyna, Maksym; Kholiavko, Nataliia - In: Baltic Journal of Economic Studies 7 (2021) 2, pp. 188-199
Persistent link: https://www.econbiz.de/10012587098
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Determinants of lending rates and interest rate spreads in Macedonia
Georgievska, Ljupka; Kabashi, Rilind; … - Narodna Banka na Republika Makedonija - 2010
This paper focuses on investigating the determinants of lending rates and interest rate spreads in Macedonia. In order to quantify the effect of various factors on lending rates and interest rate spreads during the 2001-2009 period, we use panel estimation techniques on a sample of commercial...
Persistent link: https://www.econbiz.de/10011623362
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Establishing the financial rating of the banking system : a European perspective
Bistriceanu, Gabriel - In: Journal of economics and business research 20 (2014) 2, pp. 115-123
Persistent link: https://www.econbiz.de/10010440709