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Incentive Pay and Performance: Insider Econometrics in a Multi-Unit Firm
Bogaard, Hein; Svejnar, Jan - Institute for the Study of Labor (IZA) - 2013
We exploit organizational reforms in a foreign-owned bank in Central-East Europe to study the implementation of modern HRM policies in an emerging market context. We have branch-level data and use our knowledge of the process that led to the adoption of the reforms to implement two estimators...
Persistent link: https://www.econbiz.de/10010721622
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When liquidity risk becomes a macro-prudential issue: Empirical evidence of bank behaviour
End, Jan Willem van den; Tabbae, Mostafa - de Nederlandsche Bank - 2009
tolerance and limited flexibility in risk management. Regression analysis confirms that their behaviour contributed to financial …
Persistent link: https://www.econbiz.de/10008500697
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Modelling Scenario Analysis and Macro Stress-testing
End, Jan Willem van den; Hoeberichts, Marco; Tabbae, Mostafa - de Nederlandsche Bank - 2006
Macro stress-testing has become an important tool to assess financial stability. This paper describes a tool kit for scenario analysis and macro stress-testing. It is based on a model which maps multivariate scenarios to banks' credit and interest rate risks by deterministic and stochastic...
Persistent link: https://www.econbiz.de/10005101857
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Liquidity Stress-Tester: A macro model for stress-testing banks' liquidity risk
End, Jan Willem van den - de Nederlandsche Bank - 2008
to enhance banks' liquidity buffers and liquidity risk management, which could also contribute to prevent financial …
Persistent link: https://www.econbiz.de/10005030214
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Liquidity Stress-Tester: Do Basel III and Unconventional Monetary Policy Work?
End, Jan Willem van den - de Nederlandsche Bank - 2010
This paper presents a macro stress-testing model for liquidity risks of banks, incorporating the proposed Basel III liquidity regulation, unconventional monetary policy and credit supply effects. First and second round (feedback) effects of shocks are simulated by a Monte Carlo approach. Banks...
Persistent link: https://www.econbiz.de/10008763231
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Incentives in the Public Sector: Evidence from a Government Agency
Burgess, Simon; Propper, Carol; Ratto, Marisa; Tominey, Emma - Institute for the Study of Labor (IZA) - 2012
targets, measured with varying degrees of precision. We use data from the agency's performance management system and personnel …This paper addresses a lack of evidence on the impact of performance pay in the public sector by evaluating a pilot … records plus matched labour market data. We focus on three main issues: whether performance pay matters for public service …
Persistent link: https://www.econbiz.de/10010559801