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Paradox of financial instability and credit risk formation

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F26138077%3A_____%2F14%3A%230000694" target="_blank" >RIV/26138077:_____/14:#0000694 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Paradox of financial instability and credit risk formation

  • Original language description

    This paper focuses on the identification of sources of systematic risk which is one of the key tasks in conducting macroprudential policy in central banks. To succeed, the macroprudential analyses must be focused primarily on the identification of latentrisks being generated in the balance sheets of financial intermediaries and their clients. It may be rather difficult to distinguish normal cycle fluctuations and long-term trends from a dangerous financial cycle. In addition, the early identification of emerging systematic risk may be a complex issue since the analysts can be trapped into the paradox of financial instability. It means that sources of systematic risk may be increasing exactly when actual indicators of potential credit losses seem to bethe lowest. To explore the importance of the financial instability paradox, we estimate on historical data the sensitivity of banks´ balance sheets to adverse changes in macro fundamentals applying panel data methods to selected European

  • Czech name

  • Czech description

Classification

  • Type

    O - Miscellaneous

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GA13-08549S" target="_blank" >GA13-08549S: Post-crisis regulation of banks and its impact on economic activity in a small export-oriented economy</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2014

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů