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...

詳細記述

書誌詳細
第一著者: Worrell, Rupert
その他の著者: Maechler, Andrea, Mitra, Srobona
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2007.
シリーズ:IMF Working Papers; Working Paper ; No. 2007/248
オンライン・アクセス:Full text available on IMF
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245 1 0 |a Decomposing Financial Risks and Vulnerabilities in Eastern Europe /  |c Rupert Worrell, Andrea Maechler, Srobona Mitra. 
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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