Financial Stability Challenges in Emerging Europe

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F13%3A10209825" target="_blank" >RIV/00216208:11230/13:10209825 - isvavai.cz</a>

Výsledek na webu

<a href="http://www.bivs.cz/images/stories/BIVS/veda_vyzkum/SEHS/casopis_shs_01_2013_web.pdf" target="_blank" >http://www.bivs.cz/images/stories/BIVS/veda_vyzkum/SEHS/casopis_shs_01_2013_web.pdf</a>

DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Financial Stability Challenges in Emerging Europe

Popis výsledku v původním jazyce

The importance of assessing financial stability in emerging Europe has increased rapidly since the recent financial crisis. This article elaborates on economic development and financial stability issues and challenges in Central, Eastern and South-eastern Europe. It discusses some common features in the region and focus mainly on credit risk as a key risk on banks' balance sheets. Finally, it looks at assessment of banking sector resilience through stress testing and argues such analyses are valuable even in emerging economies that suffer from limited data availability, short time series and structural breaks. A top-down stress test methodology that employs relatively limited information to overcome this data problem is employed. Moreover, as credit growth in emerging economies tends to be rather volatile, a dynamic approach projecting key balance sheet items is more appropriate.

Název v anglickém jazyce

Financial Stability Challenges in Emerging Europe

Popis výsledku anglicky

The importance of assessing financial stability in emerging Europe has increased rapidly since the recent financial crisis. This article elaborates on economic development and financial stability issues and challenges in Central, Eastern and South-eastern Europe. It discusses some common features in the region and focus mainly on credit risk as a key risk on banks' balance sheets. Finally, it looks at assessment of banking sector resilience through stress testing and argues such analyses are valuable even in emerging economies that suffer from limited data availability, short time series and structural breaks. A top-down stress test methodology that employs relatively limited information to overcome this data problem is employed. Moreover, as credit growth in emerging economies tends to be rather volatile, a dynamic approach projecting key balance sheet items is more appropriate.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

<a href="/cs/project/GAP403%2F10%2F1235" target="_blank" >GAP403/10/1235: Institucionální reakce na selhání finančních trhů</a><br>

Návaznosti

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

Rok uplatnění

2013

Kód důvěrnosti údajů

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

Název periodika

Socioekonomické a humanitní studie

ISSN

1804-6797

e-ISSN

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Svazek periodika

3

Číslo periodika v rámci svazku

1

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

9

Strana od-do

44-52

Kód UT WoS článku

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EID výsledku v databázi Scopus

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