Macro-prudentiality and financial stability
نویسندگان
چکیده
منابع مشابه
Macro-prudential and financial stability statistics to improve financial analysis of exposures and risk transfers
In fact, looking only at the level of an individual bank's balance sheet, the analysis and evaluation of risk exposures have become considerably more complex. First, technology and modeling advances have added complex products to banks' traditional exposures thereby complicating risk evaluation. Second, the evolution of banking activities and business strategies has meant that the credit risk o...
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The present study aims at developing an aggregate financial stability index by using banking sector indices to assess financial stability and examine if the variable of credit-to-GDP gap corresponds to its long-term trend which represents the macro-prudential indicator has co-movement with the built financial stability index? To this end, monthly banking balance sheet data were collected from t...
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We provide a quantitative evaluation of the aggregate and distributional impact of microfinance or credit programs targeted toward small businesses. We find that the redistributive impact of microfinance is stronger in general equilibrium than in partial equilibrium, but the impact on aggregate output and capital is smaller in general equilibrium. Aggregate total factor productivity (TFP) incre...
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Competition in the Þnancial sector is more complex than in the rest of the economy. On the one hand, concentration in the banking industry reduces (static) efficiency as it does in any industry. On the other hand, concentration may also affect the stability of the banking industry in ways that have no counterpart in other industries. In this paper we consider a variety of models of competition ...
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ژورنال
عنوان ژورنال: STUDIES AND SCIENTIFIC RESEARCHES. ECONOMICS EDITION
سال: 2012
ISSN: 2344-1321,2066-561X
DOI: 10.29358/sceco.v0i16-17.79