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Stochastic optimization system for bank reverse stress testing

Montesi, Giuseppe; Papiro, Giovanni; Fazzini, Massimiliano - In: Journal of Risk and Financial Management 13 (2020) 8, pp. 1-43

The recent evolution of prudential regulation establishes a new requirement for banks and supervisors to perform reverse stress test exercises in their risk assessment processes, aimed at detecting default or near-default scenarios. We propose a reverse stress test methodology based on a...

Persistent link: https://www.econbiz.de/10012611398

Wind-down of bank trading books: Operational aspects and hidden costs

Santoni, Alessandro; Rossignol, Ghislain; Akhouen, Richard - 2023

The writing of this article predates by several months the failure of Silicon Valley Bank and the takeover of Credit Suisse which occurred in March 2023. It does not represent the views of the European Central Bank (ECB) and should not be construed as linked to or an advice for the winding down...

Persistent link: https://www.econbiz.de/10014374601

Transformation/Innovation or Patchwork? Juxtaposition of Public Policy Process and the Role of Leadership in a Chaotic Environment: Is a New Paradigm in the Make?

Zomorrodian, Asghar - In: Theoretical and Applied Economics 04(533) (2009) 04(533), pp. 3-20

Public Policymaking processes are viewed by some as intertwined relationships of offices, public leaders, and issues, all of which constantly change in a kaleidoscope-like fashion as Gerston (2002) puts it nicely. With historically unprecedented economic debacle now facing US and the world the...

Persistent link: https://www.econbiz.de/10005154627

Labour market prospects and policies to soften the impact of the financial crisis

Carone, Giuseppe; Koopman, Gert Jan; Pichelmann, Karl - Volkswirtschaftliche Fakultät, … - 2009

The global downturn is now strongly affecting EU labour markets. In light of the downward revision to the growth projections and the uncertainty created by the financial meltdown, the outlook for employment has deteriorated considerably. This would also be consistent with the experience from...

Persistent link: https://www.econbiz.de/10008642701

Economic Crisis in Croatia

Kubiszewska, Katarzyna - In: Oeconomia Copernicana 2 (2013), pp. 57-72

Croatia is becoming the 28th member of the European Union on July 1st, 2013. Croatia has gone a long way from a socialist republic to an independent country recognized as one of the economic tigers of the Western Balkans in the first decade of the 21st century. Croatia has been hit by the global...

Persistent link: https://www.econbiz.de/10010741560

Medicion de la capacidad de pesca de la flota de voraz del Estrecho de Gibralta: enfoques parametricos y no parametricos

Castilla Espino, David; Hoyo, Garcia del; Jose, Juan - In: Revista Española de Estudios Agrosociales y Pesqueros (2006) 210

techniques are compared. Results suggest that management measures applied in the fishery at the end of 1998 have had a positive … effect on the objective of reducing fishing capacity of this fleet. Nonetheless, it is worth noting that management measures … introduce measures that change the incentives of fishermen and to make further progress involving fisherman in the management of …

Persistent link: https://www.econbiz.de/10010921676

The Impact of EU Financial Crisis and the EU Member States Measures taken to Leave Recession

Poladian, Simona Moagar - In: Revista de Economie Mondiala / The Journal of Global … 1 (2009) 4

This paper is focussed on the financial packages and fiscal stimuli measures taken by EU as a group and by each EU country for supporting hard-hit sectors like automotive industry, tourism and construction. The economic crisis from 2008-2009 has led to a sharp decrease of investment climate and...

Persistent link: https://www.econbiz.de/10011145123

ECONOMIC CRISIS IN CROATIA

Kubiszewska, Katarzyna - In: Oeconomia Copernicana 4 (2013) 2, pp. 57-72

Persistent link: https://www.econbiz.de/10011273735

Stochastic optimization system for bank reverse stress testing

Montesi, Giuseppe; Papiro, Giovanni; Fazzini, Massimiliano - In: Journal of risk and financial management : JRFM 13 (2020) 8/174, pp. 1-43

Persistent link: https://www.econbiz.de/10012322078

A quantitative and simulation model for managing sudden supply delay with fuzzy demand and safety stock

Paul, Sanjoy Kumar; Rahman, Shams - In: International journal of production research 56 (2018) 13, pp. 4377-4395

Persistent link: https://www.econbiz.de/10011924650