Search Results - subject:"loss allocation"

Central Counterparty Loss Allocation and Transmission of Financial Stress

Heath, Alexandra; Kelly, Gerard; Manning, Mark - Reserve Bank of Australia - 2015

methodolgy to consider in greater depth the implications of loss allocation by CCPs to meet obligations once pre-funded financial …

Persistent link: https://www.econbiz.de/10011202988

Central counterparty loss allocation and transmission of financial stress

Heath, Alexandra; Kelly, Gerard; Manning, Mark - 2015

Persistent link: https://www.econbiz.de/10012497636

Systemic Banking Crises; A New Database

Valencia, Fabian; Laeven, Luc - International Monetary Fund (IMF) - 2008

This paper presents a new database on the timing of systemic banking crises and policy responses to resolve them. The database covers the universe of systemic banking crises for the period 1970-2007, with detailed data on crisis containment and resolution policies for 42 crisis episodes, and...

Persistent link: https://www.econbiz.de/10005599378

How Compatible is Perfect Competition with Transmission Loss Allocation Methods?

Dai, Jing; Phulpin, Yannick; Rious, Vincent; Ernst, Damien - HAL - 2008

This paper addresses the problem of transmission loss allocation in a power system where the generators, the demands … allocated costs. Under those assumptions, we simulate the market dynamics for different types of transmission loss allocation … methods. The results show that the transmission loss allocation scheme can lead to a poorly efficient market in terms of …

Persistent link: https://www.econbiz.de/10008790441

Managing Systemic Banking Crises

Quintyn, Marc; Hoelscher, David S. - International Monetary Fund (IMF) - 2003

Recent financial sector crises and their resolution have raised new issues and provided additional experiences to draw on in the future. Banking sector problems in Russia, Turkey, and a few Latin American countries occurred within the context of highly dollarized economies, high levels of...

Persistent link: https://www.econbiz.de/10005590869