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Asian equity markets : growth, opportunities, and challenges
Purfield, Catriona; Oura, Hiroko; Kramer, Charles; … - In: Macroeconomics and finance in emerging market economies 1 (2008) 2, pp. 227-248
Persistent link: https://www.econbiz.de/10003943219
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Macro-financial stress testing : principles and practices
Oura, Hiroko; Schumacher, Liliana; Chan-Lau, Jorge A.; … - In: Stress testing : principles, concepts, and frameworks, (pp. 11-54). 2020
Persistent link: https://www.econbiz.de/10012372929
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Sovereign risk in macroprudential solvency stress testing
Jobst, Andreas A.; Oura, Hiroko - 2019
This paper explains the treatment of sovereign risk in macroprudential solvency stress testing, based on the experiences in the Financial Sector Assessment Program (FSAP). We discuss four essential steps in assessing the system-wide impact of sovereign risk: scope, loss estimation, shock...
Persistent link: https://www.econbiz.de/10012154975
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The development of equity derivative markets : an examination of current standards and challenges in emerging Asia
Jobst, Andreas A. - In: International journal of emerging markets 3 (2008) 2, pp. 163-180
Persistent link: https://www.econbiz.de/10003743808
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The treatment of operational risk under the New Basel framework : critical issues
Jobst, Andreas A. - In: Journal of banking regulation 8 (2007) 4, pp. 316-352
Persistent link: https://www.econbiz.de/10003773161
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Secondary market behavior of European securitization
Jobst, Andreas A. - 2009
Persistent link: https://www.econbiz.de/10003835629
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The evolution of public sector securitization in emerging markets
Jobst, Andreas A. - In: Expansion and diversification of securitization : yearbook (2007), pp. 405-426
Persistent link: https://www.econbiz.de/10003837274
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The economics of Islamic finance and securitization
Jobst, Andreas A. - In: The journal of structured finance 13 (2007/08) 1, pp. 6-27
Persistent link: https://www.econbiz.de/10003861978
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Islamic derivatives
Jobst, Andreas A. - In: International journal of monetary economics and finance 2 (2009) 3/4, pp. 254-260
Persistent link: https://www.econbiz.de/10003907723
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Islamic securitisation : an ethical remedy to incentive problems?
Jobst, Andreas A. - In: International journal of monetary economics and finance 2 (2009) 3/4, pp. 348-365
Persistent link: https://www.econbiz.de/10003907836