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The use of macro stress tests to assess bank solvency has developed rapidly over the past few years. This development was reinforced by the financial crisis, which resulted in substantial losses for banks and created general uncertainty about the banking sector's loss-bearing capacity. Macro...
Persistent link: https://www.econbiz.de/10011606304
issues in the field of macroprudential supervision, including the integration of macro-financial elements into macroeconomic … models, the measurement and indicators of systemic risk, macroprudential tools and their effectiveness; and to identify … forthcoming challenges for the ESRB and macroprudential supervision at large. This SUERF Study forms the conference proceedings …
Persistent link: https://www.econbiz.de/10011689955
The 5th joint SUERF/Bank of Finland joint conference was held in Helsinki on 13 June 2013. The general theme of the conference was to focus on the regulatory reforms after the global financial crisis and, in particular, how structural reforms of banking ("Volcker, Vickers and Liikanen") could...
Persistent link: https://www.econbiz.de/10011689964
combination of liquidity regulation ex ante and lender of last resort policy ex post is able to implement the outcome maximizing …
Persistent link: https://www.econbiz.de/10010427588
Ideologues are quick to explain the current financial meltdown: it's the markets, stupid. Economists agree but add: it's politics too, stupid. Ideologues agree but counter: first and foremost it's capitalism, stupid. Economists agree but reply: §$%&?!, stupid. This is where this short paper...
Persistent link: https://www.econbiz.de/10011435258
remaining challenges are addressed, capital regulation can be a powerful tool for enhancing the role of banks in the economy. …
Persistent link: https://www.econbiz.de/10010286715
This paper analyzes the contagion effects associated with the failure of Silicon Valley Bank (SVB) and identifies bank-specific vulnerabilities contributing to the subsequent declines in banks' stock returns. We find that uninsured deposits, unrealized losses in held-to-maturity securities, bank...
Persistent link: https://www.econbiz.de/10014540982
regulation proposals in the Basel III framework with respect to this literature. A number of shortcomings in the current … framework are analyzed and three measures for future reform are proposed: counter-cyclical risk-weights, dynamic asset value …
Persistent link: https://www.econbiz.de/10010334491
On June 4-5, 2014, SUERF and Baffi Finlawmetrics jointly organised a Colloquium/Conference “Money, Regulation and … economic growth of monetary policy, financial regulation and structural changes in European financial institutions and markets. …
Persistent link: https://www.econbiz.de/10011689965
A macro-prudential policy maker can manage risks to financial stability only if currentand future risks can be reliably … an early warningsignal for macro-prudential policy. …
Persistent link: https://www.econbiz.de/10010325790