Hidden Bibliographic Details
Other authors / contributors: | Mitra, Srobona, author.
Worrell, DeLisle, author.
International Monetary Fund. Monetary and Capital Markets Department, issuing body.
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ISBN: | 1283516446 9781283516440
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Notes: | Includes bibliographical references (pages 30-33). Restrictions unspecified Electronic reproduction. [Place of publication not identified] : HathiTrust Digital Library, 2010. Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 digitized 2010 HathiTrust Digital Library committed to preserve Print version record.
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Summary: | 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.
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Other form: | Print version: Maechler, Andrea M. Decomposing financial risks and vulnerabilities in eastern Europe. [Washington, D.C.?] : International Monetary Fund, Monetary and Capital Markets Dept., 2007
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