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This paper considers the issue of forecasting financial fragility of banks and insurances using a panel data set of … are important in the performance of banks and insurances, analyze the influences of a number of observable factors on … banking and insurance performance, and evaluate the forecasts from our model. We find that taking unobserved common factors …
Persistent link: https://www.econbiz.de/10004963890
This paper considers the issue of forecasting financial fragility of banks and insurances using a panel data set of … important in the performance of banks and insurances, analyze the influences of a number of observable factors on banking and …
Persistent link: https://www.econbiz.de/10005101843
linkages ; banking ; insurances ; unobserved common factors ; forecasting …This paper considers the issue of forecasting financial fragility of banks and insurances using a panel data set of … are important in the performance of banks and insurances, analyze the influences of a number of observable factors on …
Persistent link: https://www.econbiz.de/10003832732
This paper considers the issue of forecasting financial fragility of banks and insurances using a panel data set of … important in the performance of banks and insurances, analyze the influences of a number of observable factors on banking and …
Persistent link: https://www.econbiz.de/10013134544
The macroprudential market risk stress test presented in this paper proposes a framework to assess the vulnerability of the German financial system with respect to market price shocks, focusing on banks, insurers and investment funds in a consistent manner. A common market risk scenario is...
Persistent link: https://www.econbiz.de/10014476270
The ongoing COVID-19 pandemic risks wiping out years of progress made in reducing global poverty. In this paper, we explore to what extent financial inclusion could help mitigate the increase in poverty using cross-country data across 79 low- and lower-middle-income countries. Unlike other...
Persistent link: https://www.econbiz.de/10013310189
constrained efficient when supplemented with the same government liquidity regulation that is required to make a banking system …
Persistent link: https://www.econbiz.de/10011327337
On 11 March 2015, SUERF jointly organised a conference with the Oesterreichische Nationalbank and the Austrian Society for Bank Research (Bankwissenschaftliche Gesellschaft - BWG). The present SUERF Study 2015/2 includes a selection of papers based on the authors' contributions to the Vienna...
Persistent link: https://www.econbiz.de/10011413495
This paper introduces a new transmission channel of banking crises where sizable cross-border bank claims on foreign … that see banking crises originating from either domestic credit booms or from cross-border borrowing. I propose a combined … model that predicts banking crises using both domestic and foreign factors. For developed economies, the channel is …
Persistent link: https://www.econbiz.de/10012242495
We review heterogeneous agent-based models of financial stability and their application in stress tests. In contrast to the mainstream approach, which relies heavily on the rational expectations assumption and focuses on situations where it is possible to compute an equilibrium, this approach...
Persistent link: https://www.econbiz.de/10011906282