Decomposing financial risks and vulnerabilities in eastern Europe /

Decomposing financial risks and vulnerabilities in eastern Europe /

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Bibliographic Details
Author / Creator:	Maechler, Andrea M., author.
Imprint:	[Washington, D.C.?] : International Monetary Fund, Monetary and Capital Markets Dept., 2007.
Description:	1 online resource (33 pages) : illustrations
Language:	English
Series:	IMF working paper ; WP/07/248 IMF working paper ; WP/07/248.
Subject:	Banks and banking -- Risk management -- Europe, Eastern -- Econometric models. Banks and banking -- State supervision -- Europe, Eastern -- Econometric models. Credit -- Europe, Eastern -- Econometric models. Credit -- Econometric models. Eastern Europe.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/12496585

Hidden Bibliographic Details
Other authors / contributors:	Mitra, Srobona, author. Worrell, DeLisle, author. International Monetary Fund. Monetary and Capital Markets Department, issuing body.
ISBN:	1283516446 9781283516440
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.
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.
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

Description
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.
Physical Description:	1 online resource (33 pages) : illustrations
Format:	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.
Bibliography:	Includes bibliographical references (pages 30-33).
ISBN:	1283516446 9781283516440