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have had a marked impact on the banking sector globally. The CGFS Working Group examined trends in bank business models …, performance and market structure over the past decade, and assessed their implications for the stability and efficiency of banking … markets. The report contains several key observations on structural changes in the banking sector after the crisis. First …
Persistent link: https://www.econbiz.de/10011796383
The Basel II Accord requires that banks and other Authorized Deposit-taking Institutions (ADIs) communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one or more risk models to measure Value-at-Risk (VaR). The risk estimates of...
Persistent link: https://www.econbiz.de/10011378354
The economic and financial crisis that emerged in 2008 also initiated an intense discussion on macroeconomic research and the role of economists in society. The debate focuses on three main issues. Firstly, it is argued that economists failed to predict the crisis and to design early warning...
Persistent link: https://www.econbiz.de/10010363500
analyzes the implications of the euro for cross-border banking activities. A portfolio model is used which captures the role of …
Persistent link: https://www.econbiz.de/10010260522
.S. macroeconomy with a set of factors summarizing conditions in the banking sector. We use the model to analyze bank risk, bank …
Persistent link: https://www.econbiz.de/10010270276
analyzes the implications of the euro for cross-border banking activities. A portfolio model is used which captures the role of …
Persistent link: https://www.econbiz.de/10005700501
Persistent link: https://www.econbiz.de/10000540511
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