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Portfolio credit risk and the Basel Accord

Lyn C. Thomas

in Consumer Credit Models: Pricing, Profit and Portfolios

Published in print:
2009
Published Online:
May 2009
ISBN:
9780199232130
eISBN:
9780191715914
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199232130.003.0005
Subject:
Mathematics, Applied Mathematics, Mathematical Finance

The previous chapters in the book have concentrated on modelling decisions and uncertainties on one consumer loan. This chapter concentrates on models related to portfolios of such loans. In ... More


Psychobiological processes linking socio-economic position with health

Andrew Steptoe

in Social Inequalities in Health: New evidence and policy implications

Published in print:
2006
Published Online:
September 2009
ISBN:
9780198568162
eISBN:
9780191724107
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198568162.003.0005
Subject:
Public Health and Epidemiology, Public Health, Epidemiology

This chapter is concerned with how variations in socio-economic position affect physical disease. It begins by describing the pathways that theoretically link socio-economic position with physical ... More


Innovation in the Plastic Industry 2: Upcycle of Plastic Waste: Natural Fiber–Reinforced Plastics

Irene Fahim and Salah M. El-Haggar

in Sustainability and Innovation

Published in print:
2016
Published Online:
January 2017
ISBN:
9789774166471
eISBN:
9781617976803
Item type:
chapter
Publisher:
American University in Cairo Press
DOI:
10.5743/cairo/9789774166471.003.0005
Subject:
Economics and Finance, Development, Growth, and Environmental

This chapter begins by discussing the plastic industry, types of plastic, and plastic waste. It then turns to the chemical or thermal treatment of natural fibers for use in different applications as ... More


Banking Sector Stress Tests: United States Versus the European Union

Padma Desai

in From Financial Crisis to Global Recovery

Published in print:
2011
Published Online:
November 2015
ISBN:
9780231157865
eISBN:
9780231527743
Item type:
chapter
Publisher:
Columbia University Press
DOI:
10.7312/columbia/9780231157865.003.0002
Subject:
Economics and Finance, Public and Welfare

This chapter discusses the reforms for the banking sector in the United States. In 2008, the Troubled Asset Relief Program (TARP) was initiated to advance a cash buffer to affected banks. But before ... More


Systemic Risk: The Dynamics of Modern Financial Systems

Prasanna Gai

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199544493
eISBN:
9780191747175
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199544493.001.0001
Subject:
Economics and Finance, Financial Economics

This book opens new ground in the study of financial crises. It treats the financial system as a complex adaptive system and shows how lessons from network disciplines—such as ecology, epidemiology, ... More


Stress Testing

Martin Čihák

in Investment Risk Management

Published in print:
2015
Published Online:
January 2015
ISBN:
9780199331963
eISBN:
9780190214098
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199331963.003.0016
Subject:
Economics and Finance, Financial Economics

Stress testing is a useful and popular but sometimes misunderstood method of analyzing the resilience of financial institutions to adverse events. This chapter aims to further demystify stress tests ... More


The Global Economy: Aligning Reforms to Reality

Barbara Keys and Til Schuermann

in Fourteen Points for the Twenty-First Century: A Renewed Appeal for Cooperative Internationalism

Published in print:
2020
Published Online:
January 2021
ISBN:
9780813179001
eISBN:
9780813179018
Item type:
chapter
Publisher:
University Press of Kentucky
DOI:
10.5810/kentucky/9780813179001.003.0010
Subject:
Political Science, International Relations and Politics

This chapter begins by exploring some of the most upsetting financial crises in recent memory and then proposes potential “shock absorbers” for the global financial system. Greater globalization and ... More


Risk

Paul Langley

in Liquidity Lost: The Governance of the Global Financial Crisis

Published in print:
2014
Published Online:
January 2015
ISBN:
9780199683789
eISBN:
9780191763366
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199683789.003.0006
Subject:
Business and Management, Finance, Accounting, and Banking

This chapter analyses how the global financial crisis was governed as a problem of risk, and of micro-prudential, probabilistic risk management in particular. It focuses on the Supervisory Capital ... More


Macroprudential applications of the GVAR

Alexander Al-Haschimi and Stéphane Dées

in The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199670086
eISBN:
9780191749469
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199670086.003.0010
Subject:
Economics and Finance, Macro- and Monetary Economics

The financial crisis has renewed interest in the development of macro stress testing models that can measure the impact of an adverse macroeconomic shock on the financial stability of one or more ... More


Nonperforming Loans and Financial Stability

Raphael Espinoza, Ghada Fayad, and Ananthakrishnan Prasad

in The Macroeconomics of the Arab States of the Gulf

Published in print:
2013
Published Online:
January 2014
ISBN:
9780199683796
eISBN:
9780191763373
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199683796.003.0007
Subject:
Economics and Finance, Macro- and Monetary Economics

According to a dynamic panel estimated over 1995–2008 on around 80 banks in the GCC region, the NPL ratio worsens as economic growth becomes lower and interest rates and risk aversion increase. Our ... More


Quantifying Systemic Risk

Prasanna Gai

in Systemic Risk: The Dynamics of Modern Financial Systems

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199544493
eISBN:
9780191747175
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199544493.003.0006
Subject:
Economics and Finance, Financial Economics

This chapter describes work at the Bank of England to develop a quantitative framework to guide macroprudential analysis and bank stress-testing work. The Risk Assessment Model for Systemic ... More


Financial System Resilience

Prasanna Gai

in Systemic Risk: The Dynamics of Modern Financial Systems

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199544493
eISBN:
9780191747175
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199544493.003.0007
Subject:
Economics and Finance, Financial Economics

This chapter develops a statistical model for assessing financial system resilience that includes fire sale effects, network effects, and the feedback effects to/from the macroeconomy. An important ... More


The Macroprudential Approach

John Armour, Dan Awrey, Paul Davies, Luca Enriques, Jeffrey N. Gordon, Colin Mayer, and Jennifer Payne

in Principles of Financial Regulation

Published in print:
2016
Published Online:
October 2016
ISBN:
9780198786474
eISBN:
9780191828782
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198786474.003.0019
Subject:
Law, Constitutional and Administrative Law, Company and Commercial Law

One of the most significant post-crisis innovations has been the advent of a distinct ‘macroprudential’ approach to safeguarding financial stability. In contrast to microprudential regulation, which ... More


A Practical Approach to the Regulation of Risk

John Eatwell and Murray Milgate

in The Fall and Rise of Keynesian Economics

Published in print:
2011
Published Online:
April 2015
ISBN:
9780199777693
eISBN:
9780190261344
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:osobl/9780199777693.003.0003
Subject:
Economics and Finance, Macro- and Monetary Economics

This chapter talks about the practical steps to be taken toward the regulation of systemic risk. It focuses on three measures proposed by Willem Buiter, Charles Goodhart, and Avinash Persaud. The ... More


Conclusions and Where Next

Radu S. Tunaru

in Real-Estate Derivatives: From Econometrics to Financial Engineering

Published in print:
2017
Published Online:
May 2017
ISBN:
9780198742920
eISBN:
9780191802874
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198742920.003.0009
Subject:
Economics and Finance, Econometrics, Financial Economics

This chapter gathers the main findings in the book and highlights the principal ideas surrounding real-estate derivatives as an emerging necessary asset class. It also sketches future directions of ... More


Contractual Networks in Socio-economic Perspective: The Case of the European Financial Crisis (2009–2010)

Richard Swedberg

in Contract Governance: Dimensions in Law and Interdisciplinary Research

Published in print:
2015
Published Online:
September 2015
ISBN:
9780198723202
eISBN:
9780191790294
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198723202.003.0010
Subject:
Law, Company and Commercial Law, Comparative Law

Contractual networks emerge when contracts of a financial nature are entered among actors such as firms, states, and individuals. Under certain conditions losses in one part of such networks may ... More


Understanding Asset and Liability Management (ALM)

Philippe-N. Marcaillou

in Defined Benefit Pension Schemes in the United Kingdom: Asset and Liability Management

Published in print:
2016
Published Online:
May 2016
ISBN:
9780198738794
eISBN:
9780191802003
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198738794.003.0002
Subject:
Economics and Finance, Financial Economics

Chapter 2 demonstrates the author’s pragmatic approach regarding ALM and funding ratio maximization as well as his processes. It gives an overview of ALM risk management and shows how to build an ALM ... More


Introduction

Samuel L. Popkin

in Crackup: The Republican Implosion and the Future of Presidential Politics

Published in print:
2021
Published Online:
April 2021
ISBN:
9780190913823
eISBN:
9780197520307
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190913823.003.0001
Subject:
Political Science, American Politics

In 2016, a businessman so discredited that he could no longer get a casino license or borrow money from an American bank was elected president of the United States of America. How did this happen? It ... More


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