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Early Warning Indicators of Banking Crises : Expanding the Family

Aldasoro, Iñaki - 2018

could eventually lead to banking crises. We explore this issue formally by assessing the performance of these debt … categories as early warning indicators (EWIs) for systemic banking crises. We find that they do contain useful information. In …

Persistent link: https://www.econbiz.de/10012925147

Assessing Systemic Risk Using Interbank Exposures in the Global Banking System

Kanno, Masayasu - 2016

This paper contributes to the literature on systemic risk by examining the network structure of bilateral exposures in the global banking system. The global interbank market constitutes a major part of the global banking system. The market has a hierarchical network structure, composed of the...

Persistent link: https://www.econbiz.de/10013004571

Multinomial Modeling Methods : Predicting Four Decades of International Banking Crises

Plessis, Emile du - 2022

This paper examines banking crises in a large sample of countries over a forty-year period. A multinomial modeling … policy makers continue to confront banking crises, leading to high economic and social costs, enhanced multinomial modeling …

Persistent link: https://www.econbiz.de/10013403254

Assessing the Risk of Banking Crises – Revisited

Borio, Claudio E. V. - 2013

Historically, unusually strong increases in credit and asset prices have tended to precede banking crises. Could the …

Persistent link: https://www.econbiz.de/10013095333

The dynamics of non-performing loans during banking crises : a new database

Ari, Anil; Chen, Sophia; Ratnovski, Lev - 2020

This paper presents a new dataset on the dynamics of non-performing loans (NPLs) during 88 banking crises since 1990 …. The data show similarities across crises during NPL build-ups but less so during NPL resolutions. We find a close … relationship between NPL problems-elevated and unresolved NPLs-and the severity of post-crisis recessions. A machine learning …

Persistent link: https://www.econbiz.de/10012206258

Causes of financial instability

Bezemer, Dirk Johan - 2011

Given the economy's complex behavior and sudden transitions as evidenced in the 2007-08 crisis, agent-based models are widely considered a promising alternative to current macroeconomic practice dominated by DSGE models. Their failure is commonly interpreted as a failure to incorporate...

Persistent link: https://www.econbiz.de/10008933468

Predictive Density Aggregation : A Model for Global GDP Growth

Caselli, Francesca - 2020

In this paper we propose a novel approach to obtain the predictive density of global GDP growth. It hinges upon a bottom-up probabilistic model that estimates and combines single countries' predictive GDP growth densities, taking into account cross-country interdependencies. Specifically,we...

Persistent link: https://www.econbiz.de/10012829696

Diminishing Dollar Hegemony : What Wars and Sanctions Failed to Accomplish, COVID-19 Has

Taskinsoy, John - 2020

The United States has turned into an anarchic Hobbesian in part triggered by; weakening dollar's natural pull as the main reserve currency; China's massive foreign reserves; fast rise of the renminbi; the failure attempts to dismantle gold and its readiness to reclaim a monetary role at the...

Persistent link: https://www.econbiz.de/10012837594

Libor Benchmark Reform : Recipes for Success & Disaster

Burgess, Nicholas - 2020

Libor is arguably the world's most important number with more than USD 350 trillion of loans and financial contracts referencing this rate. Libor benchmark interest rates are being replaced with alternative reference rates (ARRs). There is no guarantee Libor rates will continue to be quoted...

Persistent link: https://www.econbiz.de/10012839385

The Global Competitiveness Index : A Comparative Analysis between Turkey and G8 Nations

Taskinsoy, John - 2019

The Basel Committee on Banking Supervision (i.e. Basel I, II & III), the International Monetary Fund and the World Bank (i.e. Financial Sector Assessment Program), the World Trade Organization, the Bank for International Settlements, the US Federal Reserve, the European Central Bank, the...

Persistent link: https://www.econbiz.de/10012858055