Decomposing Financial Risks and Vulnerabilities in Eastern Europe /

This paper assesses how various types of financial risk such as credit risk, market risk, and liquidity risk affect banking stability in the ten countries that joined the European Union most recently, and eight neighboring countries. It also examines how the quality of supervisory standards may have...

Descripción completa

Detalles Bibliográficos
Autor principal: Worrell, Rupert
Otros Autores: Maechler, Andrea, Mitra, Srobona
Formato: Revista
Lenguaje:English
Publicado: Washington, D.C. : International Monetary Fund, 2007.
Colección:IMF Working Papers; Working Paper ; No. 2007/248
Acceso en línea:Full text available on IMF
LEADER 01813cas a2200265 a 4500
001 AALejournalIMF009647
008 230101c9999 xx r poo 0 0eng d
020 |c 5.00 USD 
020 |z 9781451868111 
022 |a 1018-5941 
040 |a BD-DhAAL  |c BD-DhAAL 
100 1 |a Worrell, Rupert. 
245 1 0 |a Decomposing Financial Risks and Vulnerabilities in Eastern Europe /  |c Rupert Worrell, Andrea Maechler, Srobona Mitra. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2007. 
300 |a 1 online resource (33 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper assesses how various types of financial risk such as credit risk, market risk, and liquidity risk affect banking stability in the ten countries that joined the European Union most recently, and eight neighboring countries. It also examines how the quality of supervisory standards may have mitigated the vulnerabilities arising from these risk factors. Using panel data, the study finds substantial variation in the impacts of financial risks, the macroeconomic environment, and supervisory standards on banks' risk profile across different country clusters. Credit quality is of general concern especially in circumstances where credit growth is accelerating. 
538 |a Mode of access: Internet 
700 1 |a Maechler, Andrea. 
700 1 |a Mitra, Srobona. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2007/248 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2007/248/001.2007.issue-248-en.xml  |z IMF e-Library