Bank liquidity-stress testing and Basel III implementation in Indonesia
Economic Journal of Emerging Markets, 2016 This study analyzes the possibility of the implementation of the Basel III, namely the rules of banking sector. The population analyzed in this study comprises the 120 banks in Indonesia.
Mohamad Adam +2 more
doaj +13 more sources
La literatura sobre la interacción del riesgo fiscal y la estabilidad financiera: una revisión [PDF]
, 2016 This article presents a review of the literature on aspects of fiscal and financial crises. Firstly, an analysis is made on how fiscal policy may become unsustainable, whether it is due to a worsening of the fundamentals of a country, or to increasing ...
Echevarria Icaza, Victor
core +2 more sources
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II [PDF]
, 2019 The entry into force of the Solvency II regulatory regime is pushing insurance companies in engaging into market consistence evaluation of their balance sheet, mainly with reference to financial options and guarantees embedded in life with-profit funds ...
Casalini, R. +3 more
core +2 more sources
Repayment capacity, debt service ratios and mortgage default: An exploration in crisis and non-crisis periods. ESRI Working Paper No. 652 February 2020 [PDF]
, 2020 In this paper, we explore the impact of current household repayment capacity on mortgage default using household-level panel data over the period 2004-2017 for Ireland.
O'Toole, Conor, Slaymaker, Rachel
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Measuring the Behavioural Component of the S&P 500 and its Relationship to Financial Stress and Aggregated Earnings Surprises [PDF]
, 2018 Scholars in management and economics have shown increasing interest in isolating the behavioural dimension of market evolution. Indeed, by improving forecast accuracy and precision, this exercise would certainly help firms to anticipate economic ...
Andreou +59 more
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Market microstructure, bank's behaviour and interbank spreads [PDF]
, 2012 We present an empirical analysis of the European electronic interbank market of overnight lending (e-MID) during the years 1999–2009. The main goal of the paper is to explain the observed changes of the cross-sectional dispersion of lending/borrowing ...
Gabbi, G. +4 more
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Placing the Czech shadow banking sector under the light [PDF]
, 2020 The size of the shadow banking sector (SBS) has more than doubled in the Czech Republic over the last decade. This places a potential burden on policy makers.
Bakk-Simon, Beck, COM, EC, Hampl, Pozsar
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“Publicness” in Contemporary Securities Regulation after the JOBS Act [PDF]
, 2013 The JOBS Act of 2012 reflects the largest deregulatory change to the Securities Exchange Act of 1934 over its more than 75 year history. It contracts the coverage of those companies subject to the obligations of ‘publicness” and it introduces an “on ramp”
Langevoort, Donald C +1 more
core +1 more source
An international survey of stress tests [PDF]
In the summer of 2000, central banks from the Group of Ten countries surveyed large international banks about their use of stress tests_a risk management tool that measures a firm's exposure to extreme movements in asset prices.
Ingo Fender +2 more
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Financial stress: what is it, how can it be measured, and why does it matter? [PDF]
The U.S. economy is currently experiencing a period of significant financial stress. This stress has contributed to the downturn in the economy by boosting the cost of credit and making businesses, households, and financial institutions highly cautious ...
Craig S. Hakkio, William R. Keeton
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