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Financial Stability and Stress Testing: Risk Identification and Assessment within the Macroprudential Framework - Softcover

Jakubik, Petr

 
9783659546983: Financial Stability and Stress Testing: Risk Identification and Assessment within the Macroprudential Framework
Softcover
ISBN 10: 3659546984 ISBN 13: 9783659546983
Verlag: LAP LAMBERT Academic Publishing, 2014

Inhaltsangabe

Recent episodes of financial turmoil have intensified policy discussion and research on financial stability. This book elaborates on methodologies, which can be used to measure financial sector vulnerabilities and identify potential risks. It further focuses on the link between the real and the financial sector as well as possible implications of household financial distress on the aggregate economy. It argues in favour of stress testing methodologies covering the key risks on banks’ balance sheets. These frameworks can also be used for emerging markets where data availability is typically limited. It is shown that due to the high volatility of credit growth in emerging economies, the static approach assuming constant balance sheet items is not very appropriate. Furthermore, the feedback effect between the financial sector and the real economy might play an important role under certain assumptions, and therefore it should be taken into account by policy makers. This effect can also emerge in the real sector itself as potential instability can be related to households’ distress and have an impact on the aggregate economy via additional decrease in household consumption.

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Über die Autorin bzw. den Autor

Principal Expert on Financial Stability at the European Insurance and Occupational Pensions Authority (EIOPA), lecturing at Charles University in Prague, having extensive national and international working experience in the financial sector including financial stability, regulation, supervision, credit risk management and international economics.

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Verlag
LAP LAMBERT Academic Publishing
Erscheinungsdatum
2014
Sprache
Englisch
ISBN 10 
3659546984
ISBN 13 
9783659546983
Einband
Taschenbuch
Anzahl der Seiten
144
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Alphascript Publishing
customerservice@vdm-vsg.de

Brivibas gatve 197
Riga
1039
Lettland