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Bank insolvencies, regulatory forbearance and ambiguity

Vinogradov, Dmitri V. - 2006 - This version: September 14, 2006

stochastic policy mix lead to suboptimal allocations if banks do not internalize insolvency costs. The policy of forbearance may … make banks internalizing such costs and improves the efficiency of intermediation. …

Persistent link: https://www.econbiz.de/10003393906

Modelling metadata in central banks

Bholat, David - 2016

This article discusses a small scale pilot to harmonise three Bank of England statistical and regulatory data forms. The primary purpose of the pilot was to assess opportunities for improved operational efficiency in regulatory reporting. The broader purpose was to demonstrate how common data...

Persistent link: https://www.econbiz.de/10011664045

Supervisory and statistical granular data modelling at the Croatian National Bank

Bašić, Ines - 2017

entities and non-residents (see the ECB MFI list2 or Annex 4 of the Banks' Integrated Reporting Dictionary of the Croatian … National Bank (CNB) and credit institutions. One of the most important deliverables of the project was the CNB Banks …, described and explained, and where examples and the methodologies used are provided. In Croatia, the CNB Banks' Integrated …

Persistent link: https://www.econbiz.de/10011745807

Google econometrics : nowcasting euro area car sales and big data quality requirements

Nymand-Andersen, Per; Pantelidis, Emmanouil - 2018

"Big data" is becoming an increasingly important aspect of our daily lives as the digital sources of information and intelligence that it encompasses become more structured and more publicly available. These sources may enable the generation of new datasets providing high-frequency and timely...

Persistent link: https://www.econbiz.de/10011936143

Discovering new plausibility checks for supervisory data : a machine learning approach

Romano, Stefania; Martinez-Heras, Jose; Natalini … - 2021

In carrying out its banking supervision tasks as part of the Single Supervisory Mechanism (SSM), the European Central Bank (ECB) collects and disseminates data on significant and less significant institutions. To ensure harmonised supervisory reporting standards, the data are represented through...

Persistent link: https://www.econbiz.de/10012649034

A novel high-frequency indicator of financial integration for monitoring the impact of COVID-19

Borgioli, Stefano; Kochanska, Urszula; Mongelli, … - 2023

In early 2020, the rapid spread of the coronavirus (COVID-19) quickly developed into a pandemic. This was followed by a sharp global economic downturn that was extraordinary in its speed, reach and scale. Within days of the first reported COVID-19 cases, the ECB daily Composite Indicator of...

Persistent link: https://www.econbiz.de/10014299598

The statistical classification of cash pooling activities

Colangelo, Antonio - 2016

their global liquidity effectively with lower costs. Although there is little quantitative information on the significance … on banks' deposits, corporate groups started to maximise their use of internal sources of financing. In particular, cash …

Persistent link: https://www.econbiz.de/10011664048

The journey from micro supervisory data to aggregate macroprudential statictics

Barbic, Gaia; Borgioli, Stefano; Klacso, Jan - 2017

The Consolidated Banking Data (CBD) are a key component of the ECB/ESCB statistical toolbox for financial stability analysis. This dataset, which contains all the relevant dimensions of systemic risk stemming from and affecting national banking systems, is compiled from firm-level supervisory...

Persistent link: https://www.econbiz.de/10011664052

Macroeconomic evolution after a production shock : the role for financial intermediation

Vinogradov, Dmitri V. - 2006 - This version: August 29, 2006

Financial intermediaries may increase economic efficiency through intertemporal risk smoothing. However without an adequate regulation, intermediation may fail to do this. This paper studies the effects of a production shock in a closed economy and compares abilities of market-based and...

Persistent link: https://www.econbiz.de/10003393903

Quarterly business failures

New York, NY - Nachgewiesen 35.1993 - 40.1998,3; damit Ersch. eingest.

Persistent link: https://www.econbiz.de/10000535638