Haku
Viitteet 1-2 / 2
Measuring counterparty risk in FMIs
(15.12.2021)
BoF Economics Review 9/2021
BoF Economics Review 9/2021
This paper extends traditional payment system simulation analysis to counterparty liquidity risk exposures. The used stress test scenario corresponds to the counterparty stress scenario applied in the BCBS standard “Monitoring ...
Constructing a composite indicator to assess cyclical systemic risks : An early warning approach
(02.04.2024)
BoF Economics Review 3/2024
BoF Economics Review 3/2024
The main contribution of this paper is the construction of a cyclical systemic risk indicator from early warning indicators of banking crises (EWIs) used in Finland. Previous research has shown that combining EWIs can ...