금융 | Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR | 한국금융연구원

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2013-10-29 일자  [제 13-83 호]

Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR
IMF (2013-10-28)

The purpose of this paper is to develop a model framework for the analysis of interactions between banking sector risk, sovereign risk, corporate sector risk, real economic activity, and credit growth for 15 European countries and ..  more

Comprehensive assessment in advance of the Single Supervisory Mechanism
ECB (2013-10-28)

The ECB and the participating national competent authorities (NCAs) responsible for conducting banking supervision will carry out a comprehensive assessment, in line with the provisions of the Regulation on the single supervisory ..  more

Market volatility and foreign exchange intervention in EMEs: what has changed?
BIS (2013-10-28)

Huge swings in capital flows to and from emerging market economies (EMEs) over the past five years have led many countries to re-examine their foreign exchange market intervention strategies. Quite unlike their experiences in the ..  more

제 목	발행기관	발행일자
Incentive compensation for risk managers when effort is unobservable	AEI	13-10-28
Innovation Focus on Mobile and Online	BAI	13-10-28
Preparing for Rising Interest Rates	BAI	13-10-28
Serendipitous Innovation	BAI	13-10-28
Two Marketing Paths, Same Revenue Destination	BAI	13-10-28
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility	Bank of Canada	13-10-28
Effects of Monetary Policy Shocks across Time and across Sectors	FRB	13-10-28
Unemployment and Business Cycles	FRB	13-10-28
The Effect of Unemployment Duration on Future Earnings and Other Outcomes	FRB of Boston	13-10-28
Disastrous Disappointments: Asset-Pricing with Disaster Risk and Disappointment Aversion	FRB of Dallas	13-10-28
Countercyclical Policy and the Speed of Recovery After Recessions	FRB of St. Louis	13-10-28
Financing Growth: Foreign Aid vs. Foreign Loans	FRB of St. Louis	13-10-28
Monetary Policy with Asset-Backed Money	FRB of St. Louis	13-10-28
Europe's Fiscal Crisis Revealed: In-Depth Analysis of Spending, Austerity, and Growth	Heritage	13-10-28
Heritage Employment Report: Status-Quo September in Sluggish Recovery	Heritage	13-10-28
Asian and European Financial Crises Compared	IIE	13-10-28
Financial Services in the Transatlantic Trade and Investment Partnership	IIE	13-10-28
US Employment Deindustrialization: Insights from History and the International Experience	IIE	13-10-28
How B2B companies talk past their customers	McKinsey	13-10-28
How retailers can keep up with consumers	McKinsey	13-10-28
Bayesian Variable Selection for Nowcasting Economic Time Series	NBER	13-10-29
Constructing a PCE-Weighted Consumer Price Index	NBER	13-10-29
Consumption and Cash-Flow Taxes in an International Setting	NBER	13-10-29
Does Expansionary Monetary Policy Cause Asset Price Booms; Some Historical and Empirical Evidence	NBER	13-10-29
Home Bias and Local Contagion: Evidence from Funds of Hedge Funds	NBER	13-10-29
Market Thickness and the Impact of Unemployment on Housing Market Outcomes	NBER	13-10-29
Shadow Insurance	NBER	13-10-29
The Mother of All Sudden Stops: Capital Flows and Reversals in Europe, 1919-32	NBER	13-10-29
The Redistributive Effects of Financial Deregulation	NBER	13-10-29
To Hold Out or Not to Hold Out	NBER	13-10-29
What Explains House Price Booms?: History and Empirical Evidence.	NBER	13-10-29

제 목	발행기관	발행일자
Pricing Default Events: Surprise, Exogeneity and Contagion.	Bank of France	13-10-28
Regime Switching and Bond Pricing.	Bank of France	13-10-28
Securitization, Competition and Monitoring	Bank of France	13-10-28
The Dragon awakes: Is Chinese competition policy a cause for concern?	Bruegel	13-10-28
Is There any Rebalancing in the Euro Area?	CEPII	13-10-28
A Century of Firm - Bank Relationships: Did Banking Sector Deregulation Spur Firms to Add Banks and Borrow More?	CEPR	13-10-28
Asset Market Participation and Portfolio Choice over the Life Cycle	CEPR	13-10-28
Generalized Method of Moments with Latent Variables	CEPR	13-10-28
Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market	CEPR	13-10-28
Policy Uncertainty and Aggregate Fluctuations	CEPR	13-10-28
EU-GCC Trade and Investment Relations: What Prospect of an FTA between the Two Regions?	CEPS	13-10-28
Inflation and Output Comovement in the Euro Area: Love at Second Sight?	Czech National Bank	13-10-28
Germany: Coalition talks commenced	DB Research	13-10-28
How stressed are banks in the interbank market?	Deutsche Bundesbank	13-10-28
Uncertainty and bank wholesale funding	Deutsche Bundesbank	13-10-28
Comprehensive assessment in advance of the Single Supervisory Mechanism	ECB	13-10-28
Fiscal consolidations and spillovers in the Euro area periphery and core	EUROPA	13-10-28

제 목	발행기관	발행일자
Plurilateral Agreements: A Viable Alternative to the World Trade Organization?	ADBI	13-10-28
The ASEAN Economic Community: Progress, Challenges, and Prospects	ADBI	13-10-28
Financial System Report (October 2013)	Bank of Japan	13-10-28
Corporate Pricing Power, Inflation and IIP Growth: An Empirical Investigation	Reserve Bank of India	13-10-28
Net Interest Margin, Financial Crisis and Bank Behavior: Experience of Indian Banks	Reserve Bank of India	13-10-28

제 목	발행기관	발행일자
Asian Economic Integration Monitor	ADB	13-10-28
Corporate Cash Holding in Asia	ADB	13-10-28
Monetary and Fiscal Operations in the People's Republic of China: An Alternative View of the Options Available	ADB	13-10-28
Liquidity stress testing: a survey of theory, empirics and current industry and supervisory practices	BIS	13-10-28
Market volatility and foreign exchange intervention in EMEs: what has changed?	BIS	13-10-28
Fiscal Discipline in WAEMU: Rules, Institutions, and Markets	IMF	13-10-28
Growth Following Investment and Consumption-Driven Current Account Crises	IMF	13-10-28
Inclusive Growth and Inequality in Senegal	IMF	13-10-28
Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR	IMF	13-10-28
Shining a Light on the Mysteries of State: The Origins of Fiscal Transparency in Western Europe	IMF	13-10-28
The Economic Performance Index (EPI): an Intuitive Indicator for Assessing a Country's Economic Performance Dynamics in an Historical Perspective	IMF	13-10-28
Dissecting foreign bank lending behavior during the 2008-2009 crisis	World Bank	13-10-29

제 목	발행기관	발행일자
Abe Says Japan Ready to Counter China's Power	AWSJ	13-10-28
J.P. Morgan Settlement Puts U.S. in Tight Spot	AWSJ	13-10-28
ECB to Start Review of Bank Balance Sheets	AWSJ	13-10-24
Rabobank Poised to Pay $1 Billion Libor Settlement	AWSJ	13-10-23
SEC Expected to Propose 'Crowdfunding' Rules	AWSJ	13-10-23
Fed Seen Avoiding Historic Loss by Holding Mortgage Debt	Bloomberg	13-10-29
Russia Leads BRICS at Improving Business Rules, World Bank Says	Bloomberg	13-10-29
Norway's Sovereign Wealth Fund Shuns Stocks on Reversal Bet	Bloomberg	13-10-28
Abe's Farmers Fight Fat as TPP Means Tariff Cuts in Japan	Bloomberg	13-10-25
Volcker Rule Hedging Exemption Said Disputed by Gensler, Stein	Bloomberg	13-10-24
ECB Said to Use 8% Capital Buffer on Biggest Banks	Bloomberg	13-10-23
Finance in America : Subterranean capitalist blues	Economist	13-10-25
South Korea's education system : The great decompression	Economist	13-10-25
The euro zone : Europe's other debt crisis	Economist	13-10-25
Taxpayers to lose out over 'Crossrail effect' on property values	Financial Times	13-10-29
Barack Obama mounts big push to bolster FDI in US	Financial Times	13-10-28
Fed probes banks' exposure to mortgage vehicles	Financial Times	13-10-28
France central bank chief says Robin Hood tax is 'enormous risk'	Financial Times	13-10-28
Bitcoin endorsed by top hedge fund manager	Financial Times	13-10-25
Draghi's blunt warning on bank stress test	Financial Times	13-10-24
US task force probes nine banks on mortgage-backed securities	Financial Times	13-10-24
The reality of America's fiscal future	Financial Times	13-10-23