Basel Committee on Banking Supervision Working Paper No 15 Studies on credit risk concentration docx
Basel Committee on Banking Supervision Working Paper No. 15 Studies on credit risk concentration docx
... providers of credit protection.
Studies on credit risk concentration
11
Basel Committee
on Banking Supervision
Working Paper No. 15
Studies on credit risk
concentration
An overview ... risk assessment; (ii) the definition of a “benchmark” for concentration risk
correction; and (iii) data-related issues.
2
Studies on credit risk...
WORKING PAPER NO. 08-5 CENTRAL BANK INSTITUTIONAL STRUCTURE AND EFFECTIVE CENTRAL BANKING: CROSS-COUNTRY EMPIRICAL EVIDENCE pot
... transition
economies experienced a more volatile economic environment during the second half of the 1990s, the
time period of study, than did other economies.
14
In terms of organizational ... transitional economies, developing economies, and developed
countries. One might expect that there would be more similarity between the transition and developing
countries in terms of economic...
WORKING PAPER NO 13 CREDIT RISK TRANSFER AND FINANCIAL SECTOR PERFORMANCE Wolf Wagner & Ian Marsh potx
... The paper should be
considered preliminary in nature and may require substantial revision. Accordingly, a
Working Paper should not be quoted nor the data referred to without the written consent ...
34
WORKING PAPER NO 13
CREDIT RISK TRANSFER
AND
FINANCIAL SECTOR PERFORMANCE
Wolf Wagner & Ian Marsh
The Working Paper is i...
Working Paper No. 400 Liquidity-saving mechanisms and bank behaviour pot
...
Leinonen, H (2005) (ed), ‘Liquidity, risks and speed in payment and settlement systems – a
simulation approach’, Bank of Finland Studies, E: 31.
Leinonen, H (2007) (ed), ‘Simulation studies ... Bank’s working paper series can be found at
www.bankofengland.co.uk/publications/workingpapers/index.htm
Publications Group, Bank of England, Threadneedle Street, London, EC2R 8AH
T
elepho...
WORKING PAPER NO. 40 FINANCIAL STRUCTURE AND THE INTEREST RATE CHANNEL OF ECB MONETARY POLICY pptx
... monetary policy”,
Economics Department Working Papers No. 188, February, OECD.
Kieler M. and T. Saarenheimo (1998): “Differences in monetary policy transmission? A case not
closed”, Economic papers ... the Monetary Policy Transmission”, C. B. 394, Basel, March.
Boone L., C. Giorno and P. Richardson (1998): “Stock market fluctuation and consumption
behaviour: Some recent evidence”, Economi...
WORKING PAPER NO. 72 BANK CONCENTRATION AND RETAIL INTEREST RATES pptx
... of concentration and the relatively short time series dimension of our data did not
ECB • Working Paper No 72 • July 2001
25
permit us to conduct tests of the effect of concentration on monetary ... in the levels of concentration among products
suggest considerable specialisation in banking markets.
ECB • Working Paper No 72 • July 2001
18
The main question that thi...
WORKING PAPER NO. 136 RETAIL BANK INTEREST RATE PASS-THROUGH: NEW EVIDENCE AT THE EURO AREA LEVEL docx
... estimations.
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ECB • Working Paper No 136 • April 2002
Chart B.1b Impulse response of bank lending rate to a one standard-deviation innovation to
market interest rate
(dotted lines denote 95% confidence ... estimations.
ECB • Working Paper No 136 • April 2002
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Chart B.1a Impulse response of bank deposit rate to a one standard-deviation innovation to market
interest rate...
WORKING PAPER NO. 192 IS THE EUROPEAN CENTRAL BANK (AND THE UNITED STATES FEDERAL RESERVE) PREDICTABLE? pptx
... information at t-j (for j=1, 2, and 3 months), the actual realisation of the one-month rate uses
information up to t. Results are available upon request.
ECB • Working Paper No 192 • November 2002
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... the one-month rate (EONIA, the one-week
and the one-month rate). PClong uses the two and three-month EONIA swap rate and the
three-month EURIBOR future. Finally, PCnoe is PCall wi...
Working Paper No. 446 The business cycle implications of banks’ maturity transformation potx
... must
8
Note that their second assumption generates heterogeneity in the banking sector and there does not exist a representative bank.
Working Paper No. 446 March 2012 18
Working Paper No. 446
The ... corresponding equation based on real contracts in (20) is the correction for inflation.
Hence, a reduction in inflation increases the real value of banks’ net worth from the previous...
NATIONAL BANK OF POLAND WORKING PAPER No . 72: Central bank’s macroeconomic projections and learning potx
... model
WORKING PAPER No. 72
13
2
where x
t
denotes the output gap, π
t
is inflation and i
t
the short-term nominal
interest rate at time t. The operator E
t
denotes rational expectations conditional
to ... Publication of a longer path
One interesting extension considers the case where the central bank announces a
longer path. The following proposition states that the longer the horizon T o...