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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
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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
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The role of state intervention in the financial sector : crisis prevention, containment, and resolution
Cho, Yun-je - 2010
This paper discusses the role of state intervention for prevention, containment, and resolution of financial crises based mainly on the Korean experience during the 1997 Asian financial crisis. Crises in emerging market and developing economies tend to be more complicated than those faced by...
Persistent link: https://www.econbiz.de/10003982933
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Does Financial Tranquility Call for Stringent Regulation?
Basak, Deepal - 2018
Consistent with the Minsky hypothesis and the 'volatility paradox' (Brunnermeier and Sannikov,2014), recent empirical evidence suggests that financial crises tend to follow prolonged periods of financial stability and investor optimism. But does financial tranquility always call for more...
Persistent link: https://www.econbiz.de/10012913903
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Advancements in stress-testing methodologies for financial stability applications
Budnik, Katarzyna; Marques, Aurea Ponte; Ben Hadj, … - 2024
This paper provides an overview of stress-testing methodologies in Europe, with a focus on the advancements made by the European Central Bank's Financial Stability Committee Working Group on Stress Testing (WGST). Over a four-year period, the WGST played a pivotal role in refining stress-testing...
Persistent link: https://www.econbiz.de/10014530302
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Measuring and stress-testing market-implied bank capital
Indergand, Martin; Jondeau, Eric; Fuster, Andreas - 2022
We propose a methodology for measuring the market-implied capital of banks by subtracting from the market value of equity (market capitalization) a credit-spread-based correction for the value of shareholders' default option. We show that without such a correction, the estimated impact of a...
Persistent link: https://www.econbiz.de/10013168743
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Institutional diversity in domestic banking sectors and bank stability : a cross-country study
Baum, Christopher F.; Grazzini, Caterina Forti; … - 2020 - This version: May 9, 2020
This paper analyzes the causal relationship between institutional diversity in domestic banking sectors and bank … stability. We use a large bank- and country-level unbalanced panel data set covering the EU member states' banking sectors … of institutional diversity in the domestic banking sector positively affects bank stability. The positive relationship …
Persistent link: https://www.econbiz.de/10012215264
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Systemic Risk in the European Banking Sector
Borri, Nicola - 2012
banking system tend to contribute more to European wide systemic risk, even after controlling for their size. Therefore, any …
Persistent link: https://www.econbiz.de/10013103612
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Systemic Risk in the Chinese Banking Sector
Nivorozhkin, Eugene; Chondrogiannis, Ilias - 2021
We examine the evolution and factors of systemic risk in the Chinese banking sector over the last decade from the … institutions that captures 50-60% of total banking assets and utilize the Granger-causality network-based approach to demonstrate … housing prices, economic policy uncertainty and shadow banking towards systemic risk and causality from shadow banking to …
Persistent link: https://www.econbiz.de/10013249777
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Systemic Risk and the COVID Challenge in the European Banking Sector
Borri, Nicola; Di Giorgio, Giorgio - 2021
calm in the European banking sector …
Persistent link: https://www.econbiz.de/10013250405