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Risk management by the Basel Committee: Evaluating progress made from the 1988 Basel Accord to recent developments
Ojo, Marianne - In: Journal of Financial Regulation and Compliance 18 (2010) November, pp. 305-315
required particularly in relation to hedge funds, liquidity risks, and those risks attributed to non-bank financial …
Persistent link: https://www.econbiz.de/10009391941
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Humanizing finance by hedging property values
Roig Hernando, Jaume - In: Journal of risk and financial management : JRFM 9 (2016) 2, pp. 1-11
, real estate has lagged behind. Now is the time to expand the range of tools available for hedging households’ risks and …
Persistent link: https://www.econbiz.de/10011543998
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Humanizing finance by hedging property values
Roig Hernando, Jaume - In: Research in finance 34 (2018), pp. 183-204
Persistent link: https://www.econbiz.de/10011956459
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European Union; Publication of Financial Sector Assessment Program Documentation—Technical Note on Stress Testing of Banks
International Monetary Fund (IMF); International … - 2013
This article summarizes the European Union’s stress testing exercises and future priorities. The 2011 solvency stress testing was marked by methodology and data. The exercise forced banks to increase the quality and quantity of capitalization. This test has many controversial issues, but...
Persistent link: https://www.econbiz.de/10011244482
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Of Runes and Sagas; Perspectiveson Liquidity Stress Testing Using An Iceland Example
Cihák, Martin; Ong, Li L. - International Monetary Fund (IMF) - 2010
systems around the world. These failures were most evident in the area of liquidity risk, where now-obvious vulnerabilities … data from a now-defunct bank in Iceland, where liquidity shocks were immense, to demonstrate how a combination of stress … assumptions and shocks, could reveal key areas of risk to inform contingency planning. The liquidity stress test templates used in …
Persistent link: https://www.econbiz.de/10008560436
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The Development of Local Debt Markets in Asia
Goswami, Mangal; Sharma, Sunil - International Monetary Fund (IMF) - 2011
development has been limited by hurdles confronting borrowers and lenders, current and potential liquidity providers, and …
Persistent link: https://www.econbiz.de/10009151210
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Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking
Nicoló, Gianni De; Gamba, Andrea; Lucchetta, Marcella - International Monetary Fund (IMF) - 2012
liquidity risk. We find an inverted U-shaped relationship between capital requirements and bank lending, efficiency, and welfare …, with their benefits turning into costs beyond a certain requirement threshold. By contrast, liquidity requirements reduce … lending, efficiency and welfare significantly. The costs of high capital and liquidity requirements represent a lower bound on …
Persistent link: https://www.econbiz.de/10011142059
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Liquidity, hedging and the survival of North German dairy farms
Hoehl, Stephan; Hess, Sebastian - In: European review of agricultural economics 49 (2022) 1, pp. 208-236
Persistent link: https://www.econbiz.de/10012798764
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From Wall Street to Main Street : how banks can offload their asset risk onto retail investors
Crummenerl, Marc; Koziol, Christian - In: Schmalenbach business review : sbr 67 (2015) 3, pp. 290-332
Persistent link: https://www.econbiz.de/10011296283
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South Africa; Detailed Assessment of Implementation on IOSCO Principles-Securities Markets
International Monetary Fund (IMF); International … - 2010
South Africa has made substantial progress in addressing the recommendations of the Financial Sector Assessment Program and is continuing to build upon these accomplishments. The Financial Services Board and Department of Trade and Industry both are organizations with the legal authority to...
Persistent link: https://www.econbiz.de/10011245358