Results 41 to 50 of about 757 (212)

Macroprudential aspects of the Banking Union

Finance, Markets and Valuation, 2019
The present document addresses the main macroprudential aspects of the Banking Union, that arose as a reply to the European sovereign debt crisis. After the Great Recession, at international level, a certain consensus was reached regarding the necessity
López Fernández, Urbano
doaj   +1 more source

The risks of operations with derivative financial instruments as a threat to the financial stability of commercial banks

Економіка, управління та адміністрування, 2023
The article discusses the risks of the operations of commercial banks with derivative financial instruments. The emergence of new types of derivatives for the Ukrainian financial market in recent years, the establishment of provisions on defining their ...
O.V. , A.O.
doaj   +1 more source

The Bank of International Settlements as a think tank for financial policy-making

Policy & Society, 2018
The Bank of International Settlements (BIS) is known to be the ‘bank of central banks’ and a confidential place where central bankers meet to discuss policies. However, this contribution shows that it is also far more. Economic research and policy-making
Carola Westermeier
doaj   +1 more source

FINANCIAL AND LEGAL ASPECTS OF ECONOMIC SECURITY OF THE STATE

Фінансово-кредитна діяльність: проблеми теорії та практики, 2021
. The problem of elaborating the comprehensive state policy on regulatory and legal provision of the financial security at all levels of economy is significantly important for Ukraine.
I. Nastasiak, O. Baik, O. Zaiats, N. Mykhalitska, M. Veresklia   +4 more
doaj   +1 more source

Macroprudential Approach to Regulation - Scope and Issues [PDF]

SSRN Electronic Journal, 2011
This paper provides an overview of the Reserve Bank of India’s approach to macroprudential regulation and systemic risk management, and reviews lessons drawn from the Indian experience. It emphasizes the need for harmonization of monetary policy and prudential objectives, which may not be possible if banking supervision is separated from central banks.
openaire   +5 more sources

A Component Expected Shortfall Approach to Systemic Risk: An Application in the South African Financial Industry

International Journal of Financial Studies, 2023
The accelerated growth and interconnectedness of financial institutions and movement towards products and activities outside the regulatory purview have been met with huge concerns.
Mathias Mandla Manguzvane, Sibusiso Blessing Ngobese   +1 more
doaj   +1 more source

Exploring the Interrelationship Between Energy, Geopolitical Risk, and Bitcoin Based Green Business Strategies

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examined how Bitcoin, energy prices, and geopolitical risk interact by examining the first four moments (mean, variance, skewness, and kurtosis) of their return distributions by using wavelet analysis. The findings reveal that the co‐movement patterns of energy index, geopolitical risk index, and Bitcoin prices are time and ...
Pooja Kumari, Amit Shankar, Rsha Alghafes, Laura Broccardo, Steven T. Walsh   +4 more
wiley   +1 more source

Systemic Credit Risk Premium: Insights From Credit Derivatives Markets

Journal of Futures Markets, EarlyView.
ABSTRACT This study examines the market‐implied premiums for bearing systemic credit risk by analyzing credit derivatives on the CDX North American Investment Grade portfolio from September 2005 to March 2021. We construct systemic credit risk premium (SCRP) as the difference between the observed prices of multiname super‐senior tranches and their ...
Kiwoong Byun, Baeho Kim, Dong Hwan Oh
wiley   +1 more source

A Reversed Early Warning Methodology for Optimal Bank Profit Retention Recommendations

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study introduces a calibration method for the newest policy instrument in prudential supervision by endogenising profit retention targets via a reversed early warning system, depending on the supervisors' risk tolerance, the exposure to the economy, and the level of financial pressure.
Petr Jakubik, Bogdan Gabriel Moinescu
wiley   +1 more source

Bank Lending and Policy Interactions—A Comprehensive Assessment for the G20 Countries

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines the joint impact from supervisory requirements, monetary policies and rescue packages on the supply of bank loans. Evidence is obtained from conceptual considerations and the empirical investigation of G20 banks over the period 1995–2021.
Dieter Gramlich, Meilan Yan, Dalu Zhang
wiley   +1 more source