Macro risk

Results: 225



#Item
181European Union / Basel II / Economy of the European Union / Euro / Economic model / Probability of default / Vector autoregression / Macroeconomic model / Credit risk / Economics / Statistics / Macroeconomics

Global macro-financial shocks and expected default frequencies in the euro area

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Source URL: www.ecb.europa.eu

Language: English - Date: 2008-02-27 09:51:46
182Finance / Financial risk / European sovereign debt crisis / Bank regulation / Banking / European Banking Authority / Basel II / European Systemic Risk Board / International Financial Reporting Standards / Financial regulation / Financial economics / Systemic risk

Micro-data for micro- and macro-prudential purposes Andrea Enria Chairperson of the European Banking Authority Paper prepared for the Sixth ECB Statistics Conference “Central bank statistics as a servant of two separat

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Source URL: www.eba.europa.eu

Language: English - Date: 2014-02-19 11:45:43
183Actuarial science / Financial crises / Financial risk / Software testing / Stress testing / Macro risk / Systemic risk / Risk / Hedge fund / Economics / Financial economics / Business

Macro-Prudential Stress Testing: Reflections on Current Practices and Future Challenges

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Source URL: www.ecb.europa.eu

Language: English - Date: 2007-08-08 10:01:11
184Financial risk / Finance / Actuarial science / United States housing bubble / Stress testing / Securitization / Risk / Financial market / Business / Ethics / Management

Accounting for Risk Transfer in Macro-Stress Testing exercises: challenges and some thoughts

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Source URL: www.ecb.europa.eu

Language: English - Date: 2007-07-18 09:25:30
185Financial risk / Financial crises / Systemic risk / Stress testing / Finance / Systemic / Economic model / Risk / Quantitative analyst / Economics / Business / Financial economics

Modelling Instability of Banking Systems and the Problem of Macro Stress Testing

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Source URL: www.ecb.europa.eu

Language: English - Date: 2007-07-18 09:24:28
186Business / Basel II / Bank / Systemic risk / Stress testing / Market liquidity / Interbank lending market / Financial markets / Financial economics / Economics

Macro Stress Testing: Methodological Challenges

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Source URL: www.ecb.europa.eu

Language: English - Date: 2007-07-18 09:26:29
187European Union legislative procedure / European Union / Political philosophy / European Systemic Risk Board / European Commission / Europe / Comitology

Position (EU) No[removed]of the Council at first reading with a view to the adoption of a Decision of the European Parliament and of the Council providing further macro-financial assistance to Georgia Adopted by the Counc

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Source URL: www.europarl.europa.eu

Language: English - Date: 2012-12-17 05:46:34
188Economic bubbles / Financial risk / Financial markets / Systemic risk / Financial crisis / Shadow banking system / Credit risk / Late-2000s financial crisis / Dynamic stochastic general equilibrium / Economics / Macroeconomics / Financial crises

20 June[removed]ESCB HEADS OF RESEARCH REPORT ON THE MACRO-PRUDENTIAL RESEARCH NETWORK (MARS)

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Source URL: www.ecb.europa.eu

Language: English - Date: 2014-06-23 03:33:06
189Financial crises / Financial risk / Stress test / Euro / Late-2000s financial crisis / Bank / Value at risk / Stress testing / Economics / Economic history / Humanities

Challenges for EU-wide macro stress-testing

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Source URL: www.ecb.europa.eu

Language: English - Date: 2007-07-18 09:32:11
190Financial markets / Banking / Financial risk / Financial crises / Economic bubbles / Liquidity risk / Credit risk / Bank / Interbank lending market / Economics / Financial economics / Finance

Bachelor Thesis A Macro-financial Model for Credit Risk Stress testing: The Case of Latvia Authors:

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Source URL: www.macroeconomics.lv

Language: English - Date: 2014-06-11 10:59:40
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