Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs |
0 |
1 |
1 |
74 |
0 |
1 |
2 |
185 |
A Strategy for Resolving Europe's Problem Loans |
0 |
0 |
2 |
88 |
0 |
1 |
11 |
242 |
An Investigation of Some Macro-Financial Linkages of Securitization |
0 |
0 |
0 |
103 |
0 |
0 |
0 |
268 |
Asean Bond Market Development: Where Does it Stand? Where is it Going? |
0 |
0 |
1 |
54 |
0 |
0 |
5 |
151 |
Asian Equity Markets: Growth, Opportunities, and Challenges |
0 |
0 |
0 |
318 |
0 |
0 |
1 |
1,274 |
COVID-19: How Will European Banks Fare? |
0 |
0 |
1 |
32 |
0 |
0 |
6 |
85 |
Collateralised loan obligations (CLOs): A primer |
0 |
0 |
0 |
80 |
0 |
3 |
3 |
418 |
Collateralized Loan Obligations (CLOs) – A Primer |
0 |
0 |
1 |
2,966 |
1 |
5 |
10 |
7,237 |
Consistent Quantitative Operational Risk Measurement and Regulation: Challenges of Model Specification, Data Collection and Loss Reporting |
0 |
0 |
0 |
152 |
0 |
1 |
1 |
327 |
Credit Risk Dynamics of Infrastructure Investment |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
Credit risk dynamics of infrastructure investment: considerations for financial regulators |
1 |
1 |
3 |
13 |
1 |
1 |
4 |
47 |
Developing Asean5 Bond Markets: What Still Needs to Be Done? |
0 |
0 |
1 |
32 |
0 |
0 |
2 |
89 |
European Securitisation: A GARCH Model of CDO, MBS and Pfandbrief Spreads |
0 |
0 |
0 |
299 |
1 |
1 |
1 |
609 |
Infrastructure in Central, Eastern, and Southeastern Europe: Benchmarking, Macroeconomic Impact, and Policy Issues |
0 |
0 |
2 |
17 |
0 |
0 |
9 |
48 |
Islamic Bond Issuance: What Sovereign Debt Managers Need to Know |
0 |
0 |
2 |
43 |
0 |
0 |
2 |
149 |
Loan Securitisation: Default Term Structure and Asset Pricing Based on Loss Prioritisation |
0 |
0 |
0 |
230 |
0 |
0 |
1 |
670 |
Loan securitisation: default term structure and asset pricing based on loss prioritisation |
0 |
0 |
0 |
10 |
0 |
1 |
4 |
79 |
Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems |
0 |
0 |
1 |
51 |
0 |
0 |
3 |
101 |
Macroprudential Solvency Stress Testing of the Insurance Sector |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
100 |
Market Response to Policy Initiatives during the Global Financial Crisis |
0 |
0 |
0 |
213 |
0 |
1 |
6 |
648 |
Market-implied systemic risk and shadow capital adequacy |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
79 |
Measuring Systemic Risk-Adjusted Liquidity (SRL): A Model Approach |
0 |
0 |
0 |
74 |
0 |
0 |
1 |
219 |
Negative Interest Rate Policy (NIRP): Implications for Monetary Transmission and Bank Profitability in the Euro Area |
0 |
0 |
2 |
192 |
0 |
1 |
10 |
427 |
Operational Risk: The Sting is Still in the Tail But the Poison Dependson the Dose |
0 |
0 |
0 |
137 |
0 |
0 |
0 |
292 |
Operative Principles of Islamic Derivatives: Towards a Coherent Theory |
1 |
1 |
1 |
107 |
1 |
1 |
3 |
207 |
Profitability and Balance Sheet Repair of Italian Banks |
0 |
0 |
0 |
68 |
0 |
0 |
0 |
94 |
Public Debt Markets in Central America, Panama, and the Dominican Republic |
0 |
0 |
0 |
84 |
0 |
0 |
0 |
306 |
Revitalizing Securitization for Small and Medium-Sized Enterprises in Europe |
0 |
0 |
0 |
39 |
0 |
1 |
3 |
93 |
Sectoral Policies for Climate Change Mitigation in the EU |
0 |
0 |
0 |
9 |
1 |
1 |
3 |
38 |
Sovereign Risk in Macroprudential Solvency Stress Testing |
0 |
0 |
0 |
38 |
0 |
2 |
3 |
59 |
Systemic Contingent Claims Analysis: Estimating Market-Implied Systemic Risk |
1 |
3 |
6 |
85 |
1 |
4 |
18 |
299 |
The Basle scuritisation framework explained: The regulatory treatment of asset securitisation |
1 |
1 |
1 |
592 |
1 |
1 |
1 |
1,404 |
The Economics of Islamic Finance and Securitization |
0 |
0 |
2 |
513 |
0 |
1 |
6 |
1,073 |
The Nature of Islamic Banking and Solvency Stress Testing - Conceptual Considerations |
0 |
0 |
0 |
8 |
0 |
1 |
6 |
132 |
The Pricing puzzle: The default term structure of collateralised loan obligations |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
84 |
Verbriefung und ihre Auswirkung auf die Finanzmarktstabilität |
0 |
0 |
0 |
235 |
0 |
0 |
3 |
569 |
Total Working Papers |
5 |
8 |
28 |
7,059 |
8 |
29 |
131 |
18,103 |