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

Facets (new session)
Description
Metadata
Settings
- owl:sameAs
- Inference Rule:

About: Financial Stability and Stress Testing : Risk Identification and Assessment within the Macroprudential Framework Goto Sponge NotDistinct Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

Attributes	Values
rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	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. 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. (en)
Title	Financial Stability and Stress Testing : Risk Identification and Assessment within the Macroprudential Framework Financial Stability and Stress Testing : Risk Identification and Assessment within the Macroprudential Framework (en)
skos:prefLabel	Financial Stability and Stress Testing : Risk Identification and Assessment within the Macroprudential Framework Financial Stability and Stress Testing : Risk Identification and Assessment within the Macroprudential Framework (en)
skos:notation	RIV/00216208:11230/14:10294037!RIV15-GA0-11230___
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GA14-02108S)
http://linked.open...vai/riv/dodaniDat	2015
http://linked.open...aciTvurceVysledku	Jakubík, Petr
http://linked.open.../riv/druhVysledku	B - Odborná kniha
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Univerzita Karlova v Praze / Fakulta sociálních věd
http://linked.open...dnocenehoVysledku	16820
http://linked.open...ai/riv/idVysledku	RIV/00216208:11230/14:10294037
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	macroprudential framework; risk identification; stress testing; financial stability (en)
http://linked.open.../riv/klicoveSlovo	risk identification stress testing financial stability macroprudential framework
http://linked.open...ontrolniKodProRIV	[DB1F723BBE24]
http://linked.open...i/riv/mistoVydani	Saarbrücken
http://linked.open...i/riv/nazevZdroje	Financial Stability and Stress Testing : Risk Identification and Assessment within the Macroprudential Framework
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...v/pocetStranKnihy	144 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	The nexus between sovereign and bank crises
http://linked.open...UplatneniVysledku	2014
http://linked.open...iv/tvurceVysledku	Jakubík, Petr
number of pages	144 (xsd:int)
http://purl.org/ne...btex#hasPublisher	LAP - Lambert Academic Publishing
https://schema.org/isbn	978-3-659-54698-3
http://localhost/t...ganizacniJednotka	11230

Faceted Search & Find service v1.16.118 as of Jun 21 2024

Alternative Linked Data Documents: ODE Content Formats:

RDF

ODATA

Microdata

About

OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 48 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software