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The financial stability implications of digital assets
Azar, Pablo D.; Baughman, Garth; Carapella, Francesca; … - 2022
The value of assets in the digital ecosystem has grown rapidly amid periods of high volatility. Does the digital financial system create new potential challenges to financial stability? This paper explores this question using the Federal Reserve's framework for analyzing vulnerabilities in the...
Persistent link: https://www.econbiz.de/10013401861
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Financial Regulation in the EU – Cross-Border Capital Flows, Systemic Risk and the European Banking Union as Reference Points for EU Financial Market Integration
Haar, Brigitte - 2016
This is a chapter for a forthcoming volume Oxford Handbook of Financial Regulation (Oxford University Press 2014) (eds. Eilís Ferran, Niamh Moloney, and Jennifer Payne). It provides an overview of EU financial regulation from the first banking directive up until its most recent developments in...
Persistent link: https://www.econbiz.de/10013006258
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Difficult Issues in Financial Regulation for Financial Stability
Ozili, Peterson K - 2022
This article explores some of the difficult issues in financial regulation for financial stability. Noting the lack of prior academic work in the topic, this article presents a discussion of some difficult issues in financial regulation for financial stability. Some of the difficult issues...
Persistent link: https://www.econbiz.de/10013298304
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A sentiment-based risk indicator for the Mexican financial sector
Fernandez, Raul; Palma Guizar, Brenda; Rho, Caterina - In: Latin American journal of central banking : LAJCB 2 (2021) 3, pp. 1-27
We apply sentiment analysis to Twitter messages in Spanish to build a sentiment risk index for the financial sector in Mexico. We classify a sample of tweets from 2006-2019 to identify messages in response to a positive or negative shock to the Mexican financial sector, relative to merely...
Persistent link: https://www.econbiz.de/10012659015
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A sentiment-based risk indicator for the Mexican financial sector
Rho, Caterina; Fernández, Raúl; Palma, Brenda - 2021
We apply text analysis to Twitter messages in Spanish to build a sentiment- based risk index for the financial sector in Mexico. We classify a sample of tweets for the period 2006-2019 to identify messages in response to positive or negative shocks to the Mexican financial sector. We use a...
Persistent link: https://www.econbiz.de/10012520221
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Measuring Systemic Risk in the Korean Banking Sector via Dynamic Conditional Correlation Models
Yun, Jaeho - 2015
across banks. Second, we find that systemic risk contributions are closely related to certain bank characteristic variables …
Persistent link: https://www.econbiz.de/10013026041
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Macro-prudential regulation of the financial stability of the banking system of the Republic of Kazakhstan : the practical application and the ways of improvement
Abisheva, Dinara - 2022
as "stability of the banking system", “systemically important bank” and "systemic risk" in the system of relations … the National Bank of the Republic of Kazakhstan and its committee in the system of macro-prudential regulation on banking … system of Kazakhstan. The paper concludes that the main factors are (i) poor quality of bank management, (ii) the growth of …
Persistent link: https://www.econbiz.de/10014238811
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Asset encumbrance, bank funding and financial fragility
Ahnert, Toni; Anand, Kartik; Gai, Prasanna; Chapman, James - 2016
bank issues covered bonds backed by a pool of assets that is bankruptcy remote and replenished following losses …. Encumbering assets allows a bank to raise cheap secured debt and expand profitable investment, but it also concentrates risk on …
Persistent link: https://www.econbiz.de/10011451099
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Financial Market Regulation in Germany - Capital Requirements of Financial Institutions
Detzer, Daniel - 2015
This paper examines capital adequacy regulation in Germany. The first part reviews capital adequacy regulation from the …
Persistent link: https://www.econbiz.de/10013015169
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Toward a Framework for Macroprudential Regulation and Supervision of Systemically Important Financial Institutions (SIFI)
Nacaskul, PhD, DIC, CFA, Poomjai - 2010
One of the key features of regulatory-supervisory reform thinking post 2006-2007 Global Financial (nee US Subprime Mortgage) Crisis is emergence and popularisation of the ‘systemic' theme. In a similar vein, talks of ‘too interconnected to fail' superseding ‘too big to fail' widely...
Persistent link: https://www.econbiz.de/10013134888