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Author : Craig H. Furfine
Publisher :
ISBN 13 :
Total Pages : 26 pages
Book Rating : 4.3/5 ( download)
Download or read book Interbank Exposures written by Craig H. Furfine and published by . This book was released on 1999 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher : Lulu.com
ISBN 13 : 9291316695
Total Pages : 294 pages
Book Rating : 4.2/5 (913 download)
Download or read book International Convergence of Capital Measurement and Capital Standards written by and published by Lulu.com. This book was released on 2004 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : F. R. Liedorp
Publisher :
ISBN 13 :
Total Pages : 33 pages
Book Rating : 4.:/5 (641 download)
Download or read book Peer Monitoring Or Contagion? written by F. R. Liedorp and published by . This book was released on 2010 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Christian Upper
Publisher :
ISBN 13 :
Total Pages : 37 pages
Book Rating : 4.:/5 (13 download)
Download or read book Estimating Bilateral Exposures in the German Interbank Market written by Christian Upper and published by . This book was released on 2016 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt: Credit risk associated with interbank lending may lead to domino effects, where the failureKreditrisiken aus Interbankbeziehungen können zu Dominoeffekten führen indem der.
Author : Hans Degryse
Publisher :
ISBN 13 :
Total Pages : 53 pages
Book Rating : 4.:/5 (129 download)
Download or read book Interbank Exposure written by Hans Degryse and published by . This book was released on 2004 with total page 53 pages. Available in PDF, EPUB and Kindle. Book excerpt: Robust (cross-border) interbank markets are important for the well functioning of modern financial systems. Yet, a network of interbank exposures may lead to domino effects following the event of an initial bank failure. The structure of the interbank market is a potential important driving factor in the risk and impact of interbank contagion. We investigate the evolution of contagion risk for the Belgian banking system over the period 1993-2002 using detailed information on aggregate interbank exposures of individual banks and on large bilateral interbank exposures. We find that a change from a complete structure (where all banks have symmetric links) towards a multiple money centre structure (where the money centres are symmetrically linked to some banks, which are themselves not linked together), as well as a more concentrated banking market have decreased the risk and impact of contagion. Moreover, an increase in the proportion of cross-border interbank assets has lowered the risk and impact of local contagion. Yet, this reduction was probably accompanied by an increase in contagion risk generated by foreign banks, although even here the contagion risk appears fairly limited.
Author : Jens Krause
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (974 download)
Download or read book The Emergence of Interbank Exposure Networks written by Jens Krause and published by . This book was released on 2015 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Hennie van Greuning
Publisher : World Bank Publications
ISBN 13 : 0821378988
Total Pages : 442 pages
Book Rating : 4.8/5 (213 download)
Download or read book Analyzing Banking Risk written by Hennie van Greuning and published by World Bank Publications. This book was released on 2009-03-31 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive overview of topics focusing on assessment, analysis, and management of financial risks in banking. The publication emphasizes risk-management principles and stresses that key players in the corporate governance process are accountable for managing the different dimensions of financial risk. This third edition remains faithful to the objectives of the original publication. A significant new edition is the inclusion of chapters on the management of the treasury function. Advances made by the Basel Committee on Banking Supervision are reflected in the chapters on capital adequacy, transparency, and banking supervision. This publication should be of interest to a wide body of users of bank financial data. The target audience includes persons responsible for the analysis of banks and for the senior management or organizations directing their efforts.
Author : Anthony Saunders
Publisher :
ISBN 13 :
Total Pages : 80 pages
Book Rating : 4.X/5 (1 download)
Download or read book The Interbank Market, Contagion Effects and International Financial Crises written by Anthony Saunders and published by . This book was released on 1986 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mehmet Ziya Gorpe
Publisher : International Monetary Fund
ISBN 13 : 1498312071
Total Pages : 63 pages
Book Rating : 4.4/5 (983 download)
Download or read book CoMap: Mapping Contagion in the Euro Area Banking Sector written by Mehmet Ziya Gorpe and published by International Monetary Fund. This book was released on 2019-05-10 with total page 63 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper presents a novel approach to investigate and model the network of euro area banks’ large exposures within the global banking system. Drawing on a unique dataset, the paper documents the degree of interconnectedness and systemic risk of the euro area banking system based on bilateral linkages. We develop a Contagion Mapping model fully calibrated with bank-level data to study the contagion potential of an exogenous shock via credit and funding risks. We find that tipping points shifting the euro area banking system from a less vulnerable state to a highly vulnerable state are a non-linear function of the combination of network structures and bank-specific characteristics.
Author : Mr.Giovanni Dell'Ariccia
Publisher : International Monetary Fund
ISBN 13 : 1484359623
Total Pages : 54 pages
Book Rating : 4.4/5 (843 download)
Download or read book Managing the Sovereign-Bank Nexus written by Mr.Giovanni Dell'Ariccia and published by International Monetary Fund. This book was released on 2018-09-07 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper reviews empirical and theoretical work on the links between banks and their governments (the bank-sovereign nexus). How significant is this nexus? What do we know about it? To what extent is it a source of concern? What is the role of policy intervention? The paper concludes with a review of recent policy proposals.
Author : International Monetary Fund. Monetary and Capital Markets Department
Publisher : International Monetary Fund
ISBN 13 :
Total Pages : 163 pages
Book Rating : 4.4/5 (2 download)
Download or read book Ireland written by International Monetary Fund. Monetary and Capital Markets Department and published by International Monetary Fund. This book was released on 2022-11-09 with total page 163 pages. Available in PDF, EPUB and Kindle. Book excerpt: The FSAP took place against the background of a fast-evolving financial sector in Ireland and heightened uncertainty in the global economy. The Irish financial landscape has undergone significant changes since the global financial crisis with increasing divergence between an innovative and fast-growing international finance sector and the retail banking sector that has been consolidating and faces post-GFC operating restrictions and increasing competition from non-bank players. In the meantime, both the global pandemic and Brexit have left uneven marks across the economy, while there are risks from the unwinding of public support that has softened COVID-19 shock’s impact on the economy. Going forward, various ongoing and emerging risks, such as persistent inflationary pressures, fueled by supply bottlenecks, and the war in Ukraine, may impede recovery, and magnify vulnerabilities to downside shocks.
Author : Ms. Edda R Karlsdóttir
Publisher : International Monetary Fund
ISBN 13 :
Total Pages : 49 pages
Book Rating : 4.4/5 (2 download)
Download or read book Resolving Opaque Bank Ownership and Related-Party Exposures written by Ms. Edda R Karlsdóttir and published by International Monetary Fund. This book was released on 2024-01-26 with total page 49 pages. Available in PDF, EPUB and Kindle. Book excerpt: This note intends to provide advice to bank supervision and resolution authorities and policymakers seeking to deal with opaque bank ownership or significant overhang of related-party exposures.
Author : International Monetary Fund
Publisher : International Monetary Fund
ISBN 13 : 1455208388
Total Pages : 58 pages
Book Rating : 4.4/5 (552 download)
Download or read book Chile written by International Monetary Fund and published by International Monetary Fund. This book was released on 2010-09-29 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt: The cornerstone of Chile’s impressive fiscal performance and strong fiscal system has been its structural balance rule. It has helped to insulate public spending from copper price cycles and improve the government’s net financial position. Chile should adopt a full-fledged medium-term fiscal framework to improve fiscal planning and provide a framework for addressing temporary deviations from the fiscal rule. Publishing additional fiscal indicators in the budget, such as the non-copper structural balance, could provide more comprehensive information on the impact of fiscal policy on the domestic demand.
Author : Christian Upper
Publisher :
ISBN 13 : 9783935821063
Total Pages : 30 pages
Book Rating : 4.8/5 (21 download)
Download or read book Estimating Bilateral Exposures in the German Interbank Market written by Christian Upper and published by . This book was released on 2002 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : International Monetary Fund. Monetary and Capital Markets Department
Publisher : International Monetary Fund
ISBN 13 : 1513516507
Total Pages : 136 pages
Book Rating : 4.5/5 (135 download)
Download or read book Thailand written by International Monetary Fund. Monetary and Capital Markets Department and published by International Monetary Fund. This book was released on 2019-10-07 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Financial System Stability Assessment paper on Thailand highlights that assets of the insurance and mutual fund sectors have doubled as a share of gross domestic product over the last decade, and capital markets are largely on par with regional peers. The report discusses significant slowdown in China and advanced economies, a sharp rise in risk premia, and entrenched low inflation would adversely impact the financial system. Stress tests results suggest that the banking sector is resilient to severe shocks and that systemic and contagion risks stemming from interlinkages are limited. Financial system oversight is generally strong, but the operational independence of supervisory agencies can be strengthened further. The operational independence of supervisory agencies can be strengthened further by reducing the involvement of the Ministry of Finance in prudential issues and ensuring that each agency has full control over decisions that lie within its areas of responsibility.
Author : Shu-Heng Chen
Publisher : Springer
ISBN 13 : 4431548475
Total Pages : 365 pages
Book Rating : 4.4/5 (315 download)
Download or read book Advances in Computational Social Science written by Shu-Heng Chen and published by Springer. This book was released on 2014-05-22 with total page 365 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a post-conference publication of the 4th World Congress on Social Simulation (WCSS), with contents selected from among the 80 papers originally presented at the conference. WCSS is a biennial event, jointly organized by three scientific communities in computational social science, namely, the Pacific-Asian Association for Agent-Based Approach in Social Systems Sciences (PAAA), the European Social Simulation Association (ESSA), and the Computational Social Science Society of the Americas (CSSSA). It is, therefore, currently the most prominent conference in the area of agent-based social simulation. The papers selected for this volume give a holistic view of the current development of social simulation, indicating the directions for future research and creating an important archival document and milestone in the history of computational social science. Specifically, the papers included here cover substantial progress in artificial financial markets, macroeconomic forecasting, supply chain management, bank networks, social networks, urban planning, social norms and group formation, cross-cultural studies, political party competition, voting behavior, computational demography, computational anthropology, evolution of languages, public health and epidemics, AIDS, security and terrorism, methodological and epistemological issues, empirical-based agent-based modeling, modeling of experimental social science, gaming simulation, cognitive agents, and participatory simulation. Furthermore, pioneering studies in some new research areas, such as the theoretical foundations of social simulation and categorical social science, also are included in the volume.
Author : Stefano Zedda
Publisher : John Wiley & Sons
ISBN 13 : 111919590X
Total Pages : 272 pages
Book Rating : 4.1/5 (191 download)
Download or read book Banking Systems Simulation written by Stefano Zedda and published by John Wiley & Sons. This book was released on 2017-03-15 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents information sources and methodologies for modeling and simulating banking system stability Combining both academic and institutional knowledge and experience, Banking Systems Simulation: Theory, Practice, and Application of Modeling Shocks, Losses, and Contagion presents banking system risk modeling clearly within a theoretical framework. Written from the global financial perspective, the book explores single bank risk, common bank exposures, and contagion, and how these apply on a systemic level. Zedda approaches these simulation methods logically by providing the basic building blocks of modeling and simulation, and then delving further into the individual techniques that make up a systems model. In addition, the author provides clear and detailed explanations of the foundational research into the mathematical and legal concepts used to analyze banking risk problems, measures and data for representing the main banking risk sources, and the major problems researchers are likely to encounter. There are numerous software descriptions throughout, with references and tools to help readers gain a proper understanding of the presented techniques and possibly develop new applications and research. The book concludes with an appendix that features real-world datasets and models. In addition, this book: • Provides a comprehensive overview of methods for analyzing models and simulating risk for banking and financial systems • Provides a clear presentation of the technical and legal concepts used in banking regulation • Presents unique insights from an expert’s perspective, with specific coverage of assessing risks and developing what-if analyses at the systems level • Concludes with a discussion of applications, including banking systems regulation what-if tests, cost-benefit analysis, evaluations of banking systems stability effects on public finances, dimensioning, and risk-based contributions for Deposit Guarantee Schemes (DGS) and Resolution Funds Banking Systems Simulation: Theory, Practice, and Application of Modeling Shocks, Losses, and Contagion is ideal for banking researchers focusing on computational methods of analysis as well as an appropriate reference for graduate-level students in banking, finance, and computational methods. Stefano Zedda is Researcher in Financial Mathematics at the University of Cagliari in Italy and qualified as associate professor in banking and corporate finance. His research is mainly focused on quantitative analyses for banking and finance, with a particular focus on banking systems modeling and simulation. In 2008, Zedda developed the mathematical modeling and software implementation of the Systemic Model for Banking Originated Losses (SYMBOL), further developed during his activity at the European Commission. The Commission subsequently adopted it as a standard tool for testing banking regulation proposals. Stefano Zedda’s research interests include banking, financial mathematics, and statistics, specifically simulation of banking and financial systems stability, banking regulation impact assessment, and interactive agent simulation.
