Search Results - subject:"” systemic risk"

Large and Complex Financial Institutions: Challenges and Policy Responses; Lessons from Sweden

Johnston, R. B.; Horváth, Balázs; Errico, Luca; Chai, … - International Monetary Fund (IMF) - 2003

This paper examines the regulatory and supervisory implications stemming from the dominance of large and complex financial institutions, drawing on the recent Financial Sector Assessment Program (FSAP) mission work on Sweden. The analysis highlights the importance of consolidated supervision, of...

Persistent link: https://www.econbiz.de/10005771369

Former Yugoslav Republic of Macedonia; Financial System Stability Assessment, including Reports on the Observance of Standards and Codes on the following topics: Banking Supervision, Payment Systems, Monetary and Financial Policy Transparency, and Anti-Money Laundering and Combating the Financing of Terrorism

International Monetary Fund (IMF); International … - 2003

The financial system remains vulnerable to weak governance in smaller banks and also to weaknesses in banksâ€™ balance sheets. Banking is characterized by high real interest rates, large spreads, and a limited appetite for lending. Stress tests indicate that the banking system is relatively...

Persistent link: https://www.econbiz.de/10005598795

Uganda; Financial System Stability Assessment, including Reports on the Observance of Standards and Codes on the following topics: Monetary and Financial Policy Transparency, Banking Supervision, Securities Regulation, and Payment Systems

International Monetary Fund (IMF); International … - 2003

This paper presents findings of Ugandaâ€™s Financial System Stability Assessment, including Reports on the Observance of Standards and Codes on Monetary and Financial Policy Transparency, Banking Supervision, Securities Regulation, Insurance Regulation, Corporate Governance, and Payment...

Persistent link: https://www.econbiz.de/10005598972

Degrees Of Integration In International Portfolio Diversification: Effective Systemic Risk

Thalassinos, El.; Kiriazidis, Th. - In: European Research Studies Journal VI (2003) 1-2, pp. 119-130

selection in international portfolio diversification. It develops methodology measuring effective systemic risk as a proxy of …

Persistent link: https://www.econbiz.de/10008487486

Towards a macroprudential framework for financial supervision and regulation?

Borio, Claudio E. V. - Bank for International Settlements (BIS) - 2003

Over the last decade or so, addressing financial instability has risen to the top of the policy agenda. This essay argues that in order to improve the safeguards against financial instability, it may be desirable to strengthen further the macroprudential orientation of current prudential...

Persistent link: https://www.econbiz.de/10005127706

People's Republic of Chinaâ€”Hong Kong Special Administrative Region; Financial System Stability Assessment, including Reports on the Observance of Standards and Codes on the following topics: Banking Supervision, Securities Regulation, Insurance Supervision, Payment Systems, Securities Settlement Systems, Monetary and Financial Policy Transparency, Corporate Governance, and Anti-Money Laundering ...

International Monetary Fund (IMF); International … - 2003

This paper evaluates key findings of the Financial System Stability Assessment for Hong Kong Special Administrative Region (SAR), including Reports on the Observance of Standards and Codes on Banking Supervision, Securities Regulation, Insurance Supervision, Payment Systems, Securities...

Persistent link: https://www.econbiz.de/10005252607

How do banking supervisors deal with Europe-wide systemic risk?

Schüler, Martin - 2003

The systemic risk potential in the European banking market has increased. Hence, the following questions emerge: Is … the EU with respect to the increased Europe-wide systemic risk. We argue that cooperation between national supervisors … of a European observatory of systemic risk. …

Persistent link: https://www.econbiz.de/10011448175

Systemic risk in European banking : evidence from bivariate GARCH models

Schröder, Michael; Schüler, Martin - 2003

This paper attempts to assess the Europe-wide systemic risk in banking. We employ a bivariate GARCH model to estimate … interdependencies amongst the banking business in Europe and hence for the systemic risk potential. We employ several tests to assess … the development of systemic risk: a non-parametric test of constancy of the correlation, a test of parallel shifts in the …

Persistent link: https://www.econbiz.de/10011448270

How do banking supervisors deal with Europe wide systemic risk?

Schüler, Martin - 2003

Persistent link: https://www.econbiz.de/10013428537

Global Market Conditions and Systemic Risk

González-Hermosillo, Brenda; Hesse, Heiko - In: Journal of Emerging Market Finance 10 (2011) 2, pp. 227-252

, it shows that the Lehman Brothers failure was a watershed event in the crisis, although signs of heightened systemic risk …

Persistent link: https://www.econbiz.de/10011137861