Showing 1 - 10 of 13,171
Purpose – The purpose of this paper is to investigate whether the bond market disciplines all banks equally, in the … sense of demanding the same relative risk premium across banks of different risk over the business cycle. Design … paper finds that the impact of recessions is not uniform across banks – it affects riskier banks more than safer ones. In …
Persistent link: https://www.econbiz.de/10008506960
risks posed by individual banks but also, importantly, those posed by nonbanks and the system as a whole. The recent …
Persistent link: https://www.econbiz.de/10011123891
This article reviews the European Systematic Risk Board (ESRB), its role, approach, outputs, and effects in the European Union. The ESRB is the reason for macroprudential oversight of financial systems. Macroprudential policy is used to identify and reduce financial risks and limit financial...
Persistent link: https://www.econbiz.de/10011245046
For almost a decade, the IMF has been using stress tests to identify vulnerabilities across institutions that could undermine the stability of a country's financial system. This working paper focuses on the IMF's experience with stress testing in the Financial Sector Assessment Program (FSAP)....
Persistent link: https://www.econbiz.de/10005599429
In South Africa, long-term insurers experienced some strains during the financial crisis, but there were no crisis-related failures. The capital markets suffered sharp declines but no systemic failures. The three standards assessments have found the regulatory system fundamentally sound. The...
Persistent link: https://www.econbiz.de/10011244153
Although progress has been made in strengthening the Swiss economy, systemic risks posed by large banks as well as …
Persistent link: https://www.econbiz.de/10011244540
, this work might benefit the Islamic banks, banking regulators and all stakeholders to manage the risks and maintain the … banks is studied. Withdrawal risk might happen because of the displaced commercial risk and bankruptcy occurs when the banks … the revenue sharing ratio, which locates Islamic banks in a proper condition of no withdrawal risk and bankruptcy risk …
Persistent link: https://www.econbiz.de/10010551567
Purpose – The purpose of this research is to examine the degree to which the UAE banks use risk management practices … between the two sets of banks. Design/methodology/approach – The authors developed a modified questionnaire, divided into two … two topics: methods of risk identification, and risks facing the sample banks. Findings – This study found that the three …
Persistent link: https://www.econbiz.de/10004966303
Purpose – The objectives of this paper are to: define business risk; identify whether economic capital could be used to mitigate this risk; and investigate business-risk measurement methodologies. Design/methodology/approach – The paper analyzes definitions used in theory and practice and...
Persistent link: https://www.econbiz.de/10004966323
its practical implementation by Swiss Private Banks. Design/methodology/approach – The paper is based on a survey … understand and apply VaR methodology in their daily business. Findings – From the banks' perspectives, VaR has both positive and … comparable risk measurement across different asset classes and business lines. Originality/value – This analysis shows how banks …
Persistent link: https://www.econbiz.de/10005002409