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In this Preface, we offer some analysis of the 2008-2009 financial crisis and its implications for financial industry reform and research. We primarily focus on issues relating to transparency and the measurement of risk and how these are affected by management incentives that are often...
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We review heterogeneous agent-based models of financial stability and their application in stress tests. In contrast to the mainstream approach, which relies heavily on the rational expectations assumption and focuses on situations where it is possible to compute an equilibrium, this approach...
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regression model, with bank fixed effects and year fixed effects. The moderator variables considered for the study include bank …-performing loans to net advances for which the systemic risk is non-positive. The results of the study indicate that bank size, capital … for individual banks with estimates or projections of the bank's characteristics …
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In order to address the weaknesses of the financial system revealed by the recent financial crisis, Basel Committee introduced a series of changes in the international regulatory framework. Basel III is a set of proposed modifications to international rules on capital adequacy and liquidity of...
Persistent link: https://www.econbiz.de/10013242866
' reporting incentives played a key role, which has important implications for bank supervision and the new expected loss model …
Persistent link: https://www.econbiz.de/10012241734
With the Great Recession and the regulatory reform that followed, the search for reliable means to capture systemic risk and to detect macrofinancial problems has become a central concern. In the United States, this concern has been institutionalized through the Financial Stability Oversight...
Persistent link: https://www.econbiz.de/10008906569