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Measuring Financial Stability: Applying the MfRisk Model to the Netherlands

End, Jan Willem van den; Tabbae, Mostafa - de Nederlandsche Bank - 2005

Models which integrate various financial stability risks are still in an early stage of development. In this paper we … options of the banking, insurance and pension sectors. This measure approximates the probability and the potential loss of …

Persistent link: https://www.econbiz.de/10005106687

The Prediction of Corporate Bankruptcy and Czech Economy’s Financial Stability through Logit Analysis

Teply, Petr; Jakubík, Petr - Institut ekonomických studií, Univerzita Karlova v Praze - 2008

constructed and its evolution over time is shown. This indicator aids the estimation of the risks of this sector going forward and …

Persistent link: https://www.econbiz.de/10005698670

How to Measure Financial (In)Stability in Emerging Europe?

Jakubik, Petr; Slacik, Tomas - Institut ekonomických studií, Univerzita Karlova v Praze - 2013

The importance of assessing financial stability in emerging Europe has increased rapidly since the recent financial crisis. Against this background, in the present paper we contribute to the existing literature in a twofold way: First, by using a broad range of indicators from money, bond,...

Persistent link: https://www.econbiz.de/10010827805

States, Banks, and the Financing of the Economy: Fiscal Policy and Sovereign Risk Perspectives

Egger, Peter H.; Afonso, Antonio; Jalles, Joao Tovar; … - SUERF - The European Money and Finance Forum

On 5-6 September 2012 SUERF held its 30th Colloquium “States, Banks, and the Financing of the Economy” at the University of Zürich, Switzerland. The papers included in this SUERF Study are based on contributions to the Colloquium. All the chapters in this publication discuss from different...

Persistent link: https://www.econbiz.de/10011070908

Credit risk assessment is a crucial part of macroprudential analysis, with the aggregate nonperforming loan (NPL) ratio serving as a proxy for the economy-wide probability of defau...

Jakubík, Petr; Reininger, Thomas - Institut ekonomických studií, Univerzita Karlova v Praze - 2014

Persistent link: https://www.econbiz.de/10011078528

Wybrane problemy polityki monetarnej i fiskalnej (Selected problems of monetary and fiscal policy)

Gorski, Marian (contributor); Gorka, Jakub (contributor) - Wydział Zarządzania, Uniwersytet Warszawski

risks associated with payment backlogs. The book analyzes as well selected fiscal policy problems associated with budgetary …

Persistent link: https://www.econbiz.de/10011100522

Are counterparty arrangements in reinsurance a threat to financial stability?

Davison, Matt; Leadbetter, Darrell; Lu, Bin; Voll, Jane - 2016

banking literature to the insurance industry; (ii) assessing the interconnections among reinsurers through potential claims … rather than premiums; and (iii) investigating the most opaque part of the global insurance market, namely, counterparty … in the insurance sector and promote financial stability. …

Persistent link: https://www.econbiz.de/10011564719

Accounting for financial stability: Lessons from the financial crisis and future challenges

Bischof, Jannis; Laux, Christian; Leuz, Christian - 2020

This paper examines banks' disclosures and loss recognition in the financial crisis and identifies several core issues for the link between accounting and financial stability. Our analysis suggests that, going into the financial crisis, banks' disclosures about relevant risk exposures were...

Persistent link: https://www.econbiz.de/10012290508

Insurers' investment behaviour and the coronavirus (COVID-19) pandemic

Fay, Constanze; Ghiselli, Angelica - 2023

the European insurance market with differences across issuer and holder countries of domicile. …

Persistent link: https://www.econbiz.de/10014476138

How is the low-interest-rate environment affecting the solvency of German life insurers?

Kablau, Anke; Weiß, Matthias - 2014

Life insurance companies are affected directly by the impact of the low-interestrate environment. To fulfil promised … funds requirements. This points to a potential solvency risk in the life insurance industry. …

Persistent link: https://www.econbiz.de/10010435197