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THE CONCEPTUAL FOUNDATIONS, PRINCIPLES AND CRITERIA FOR STABILITY OF BANKS IN THE CONTEXT OF THEIR FINANCIAL SECURITY
MĂRGINEANU, Dina - In: ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal (2014) 1, pp. 148-154
Financial systems in our contemporary stage undergo significant changes, but in fact as economy in general, due to a number of factors among which we can mention: technological and financial innovations, intense liberalization of both the real and financial flows, intensification of the process...
Persistent link: https://www.econbiz.de/10011007640
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Liquidity Stress-Tester : Do Basel III and Unconventional Monetary Policy Work?
van den End, Jan Willem - 2011
This paper presents a macro stress-testing model for liquidity risks of banks, incorporating the proposed Basel III … liquidity regulation, unconventional monetary policy and credit supply effects. First and second round (feedback) effects of … shocks are simulated by a Monte Carlo approach. Banks react according to the Basel III standards, endogenising liquidity risk …
Persistent link: https://www.econbiz.de/10013119113
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Identifying and tracking global, EU and Eurozone systemically important banks with public data
Masciantonio, Sergio - Banca d'Italia - 2013
banks in the sample, according to their systemic importance scores. The methodology is then applied to EU and Eurozone … samples of banks to obtain their systemic importance ranking and SIFI lists. This is one of the first methodologies capable of … identifying systemically relevant banks at the European level. A statistical analysis and some geographical and historical …
Persistent link: https://www.econbiz.de/10011099597
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Identifying, ranking and tracking systemically important financial institutions (SIFIs), from a global, EU and Eurozone perspective
Masciantonio, Sergio - Volkswirtschaftliche Fakultät, … - 2013
between market knowledge and supervisory decisions. Moreover the results encompass a complete ranking of the banks considered …, according to their systemic importance scores. The methodology has then been applied to EU and Eurozone samples of banks to …
Persistent link: https://www.econbiz.de/10011113924
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Stress scenarios from the tails of historical distributions of macro-financial risk factors in Denmark
Abildgren, Kim - 2013
The paper puts the outcome during the most recent financial crisis in a historical perspective by taking a closer look at the frequency of extreme events in the economic history of Denmark, in some cases based on time series back to the late 1600s. We focus on the frequency distribution of a...
Persistent link: https://www.econbiz.de/10010464535
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Stress scenarios from the tails of historical distributions of macro-financial risk factors in Denmark
Abildgren, Kim - 2013
The paper puts the outcome during the most recent financial crisis in a historical perspective by taking a closer look at the frequency of extreme events in the economic history of Denmark, in some cases based on time series back to the late 1600s. We focus on the frequency distribution of a...
Persistent link: https://www.econbiz.de/10010199517
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The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
College) gave the SUERF 2015 Annual Lecture on Capital and Banks. The conference focused on core aspects of banking reform … regulation, recovery and resolution, and risk culture. …
Persistent link: https://www.econbiz.de/10011557140
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Modelling bank asset quality and profitability: An empirical assessment
Swamy, Vighneswara - 2015
The determinants of default risk of banks in emerging economies have so far received inadequate attention in the … the economy. Public sector banks have shown significant performance in containing bad debts. Private banks have continued … banks, apart from other accepted determinants of profitability, asset size has no significant impact on profitability. …
Persistent link: https://www.econbiz.de/10010507444
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Modelling bank asset quality and profitability : an empirical assessment
Swamy, Vighneswara - 2015
The determinants of default risk of banks in emerging economies have so far received inadequate attention in the … the economy. Public sector banks have shown significant performance in containing bad debts. Private banks have continued … banks, apart from other accepted determinants of profitability, asset size has no significant impact on profitability. …
Persistent link: https://www.econbiz.de/10010507831
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Modelling bank asset quality and profitability: An empirical assessment
Swamy, Vighneswara - Institut für Weltwirtschaft (IfW) - 2015
The determinants of default risk of banks in emerging economies have so far received inadequate attention in the … the economy. Public sector banks have shown significant performance in containing bad debts. Private banks have continued … banks, apart from other accepted determinants of profitability, asset size has no significant impact on profitability. …
Persistent link: https://www.econbiz.de/10011263002