Relevant bibliographies by topics / Zone of financial stability

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  2. Dissertations / Theses
  3. Books
  4. Book chapters
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Academic literature on the topic 'Zone of financial stability'

Author: Grafiati
Published: 30 May 2022
Last updated: 31 May 2022

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Journal articles on the topic "Zone of financial stability"

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Chandio, Peeral, and Arifa Bano Talpur. "An Assessment of Financial Stability of Textile Sector of Pakistan: An Altman Z Score Approach." Sustainable Business and Society in Emerging Economies 3, no. 3 (September 30, 2021): 309–18. http://dx.doi.org/10.26710/sbsee.v3i3.1957.

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Purpose: The study purpose is to examine the financial stability of Pakistani textile enterprises. Investment towards textile is crucial to boost the textile sector’s financial performance, which can be analyzed by adopting the model of Altman Z-score. Design/Methodology/Approach: The Altman Z-score approach is a method, applied to analyze the financial stability of textile firms for seven years from 2013-2014 to 2019-2020 through the annual reports of textile firms which were taken from companies’ website and PSX links. Quantitative analysis is done by MS-Excel using simple random sampling technique of secondary data of 10 firms taken from 5% listed companies. Findings:Finding of the study shows that financial performance of textile sector lies in all three zones of safe, grey and distress zones. 30% of textile sector falls in safe zone, 40% falls in grey while only 30% of textile sector of Pakistan falls in distress zone. Average result of textile sector of Pakistan is in grey zone, which shows the companies can get safe zone if they control required ratios. Implications/Originality/Value: Result shows that textile firms of Pakistan may improve financial performance and stability because it lies in grey zone by controlling their financial ratios which are the part of Altman Z-Score model.
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Ngakosso, Antoine. "Monetary Policy and Financial Stability: A CEMAC Zone Case Study." International Journal of Economics and Finance 8, no. 7 (June 23, 2016): 244. http://dx.doi.org/10.5539/ijef.v8n7p244.

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This article scrutinizes the relation between the monetary policy and the financial stability driving data from CEMAC zone countries. Furthermore, it aims to know if in addition to its mandate about price stability, the BEAC bank integrates the financial stability in its monetary policy. My method is based on the Taylor Increased Rule estimation of the financial price assets and the econometric test. The results show that the separated policy-mix better fits for CEMAC zone countries. Furthermore, it comes out that the adapted monetary policy practiced by BEAC bank currently ensures the price stability.
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Gospodarchuk, Galina, and Nataliya Amosova. "Geo-financial stability of the global banking system." Banks and Bank Systems 15, no. 4 (December 18, 2020): 164–78. http://dx.doi.org/10.21511/bbs.15(4).2020.14.

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The development of globalization creates a need for diagnosis of financial stability at the global level. This study aims to analyze the financial stability of the global banking system and identify threats to stability at the level of geographic regions and countries. The study uses the methods of a structured system, comparative and cluster analysis. The empirical study is based on World Bank data for 126 countries for the period 1998–2017. One of the key results of the study is the development of quantitative indicators of the financial stability of the world banking system. These indicators differ from the existing ones due to the predictive nature of the former. The study also proposes criteria of qualitative assessment of the level of financial stability of the world banking system and its individual elements in the form of regional and national banking systems. In addition, appropriate algorithms were developed to calculate the proposed indicators and criteria. The results helped to form clusters of countries in terms of the level of their banking system stability, compile maps of financial stability risks at the global level, and identify countries that are sources of potential threats to financial stability. The empirical part of the study confirms the practical applicability of the proposed analytical tools. The study shows that in 2017, the banking system of Asian countries moved to the high-risk zone. Potential threats to the financial stability of the global banking system come from the European and Asian banking systems, as well as from the Australian banking system. AcknowledgmentThe study was funded by the RFBR according to the research project No 18 010 00232 “A methodology of multilevel system of diagnostics and regulation of financial stability” year 2018–2020.
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Chea, Ashford C. "The Euro Zone Financial Meltdown and Sub-Saharan Africa’s Financial Sector: Analysis and The Way Forward for Financial Development and Economic Growth." International Journal of Regional Development 3, no. 1 (January 23, 2016): 81. http://dx.doi.org/10.5296/ijrd.v3i1.8925.

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<p>The purpose of the paper was to assess the effects of the euro zone financial crisis on sub-Saharan Africa’s (SSA) financial sector. The evidence showed that the euro zone crisis had limited negative effects on SSA financial sector as a whole. However, individual countries were impacted negatively based on their relative integration into the global financial system and the idiosyncratic responses by policy makers to the crisis. The article begins with a historical perspective and underpinning of the euro zone financial crisis. Next, it presents a brief overview of the euro zone financial sector. This is followed by an analysis of SSA’s financial sector and its exposure to the euro zone crisis. The paper then continues with a discussion of the transmission mechanisms of the crisis to SSA’s financial sector. The article ends with an outline of policy lessons learned from the euro debt crisis, policy implications for SSA’s financial sector, and recommendations for the way forward for financial development and stability in SSA.</p>
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Salova, Lyubov V. "Diagnostic Analysis of Factors for the Financial Stability of a Power Supply Company." REICE: Revista Electrónica de Investigación en Ciencias Económicas 8, no. 16 (December 30, 2020): 490–501. http://dx.doi.org/10.5377/reice.v8i16.10712.

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The paper discloses the approach and results of the study of the electric power market (electricity market) related to the II non-price zone on the basis of the formulation of indicators that make it possible to highlight its specificity. The results of a study devoted to the solvency of electricity consumers - individuals are revealed by comparing the level of average income in the regions of the Russian Federation and the conditional maximum amount of electricity that can be paid for from these incomes. It has been established that despite the opportunities for timely payment, there remains a low payment discipline for a number of consumers, which is reflected in the growth of receivables and, as a result, leads to cash gaps. During the review of the dynamics of debt, the scope of cash gaps was determined, which in 2018 amounted to more than 169 billion rubles. Power supply companies attract loans for timely settlements, what entails additional costs and worsens financial results. The impact of the identified factors on the main indicators of power supply companies being last resort providers of electricity in Russia, including the power supply company under study, was assessed. The results obtained will be further used to develop methods for the diagnostic analysis of critical risk zones, which determine the financial stability of the power supply company being a single purchaser and last resort provider of the 2nd non-price zone.
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Kornіvska, V. O. "Banking system stability in the context of the relationship between banks and the state." Problems of Economy 3, no. 45 (2020): 155–66. http://dx.doi.org/10.32983/2222-0712-2020-3-155-166.

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The article presents the results of a study of the banking system stability under the conditions of increased financial support from the state during the financial and economic destabilization. The banking system stability in the euro zone has been analyzed to assess the prospects for monetary and financial development in Ukraine. The European experience proves that strengthening relations between banks and the state amidst the financialization process is harmful. The author of the article treats this relationship as a closed-loop problem of public and financial liquidity circulation, which leads to financial bleeding in the real economy and destabilization of the financial system, as a whole. This problem requires to be fixed by reducing banking transactions with government securities. The article gives facts proving that the search for solutions to this problem made in the European financial space has become one of the factors of financial and institutional transformations in the euro zone and the EU, in general, and has led to the creation of a banking union. The newly introduced legal framework has manifested itself as unable to stimulate efficient financial distribution. It has also been demonstrated that due to the public and financial liquidity circulation the banking system becomes subject to profound redesigning, thus losing its ability to conduct effective financial distribution in the real sector of economy.
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LU, CHIN-SHAN, and CHING-CHIAO YANG. "Comparison of Investment Preferences for International Logistics Zones in Kaohsiung, Hong Kong, and Shanghai Ports from a Taiwanese Manufacturer's Perspective." Transportation Journal 45, no. 1 (January 1, 2006): 30–51. http://dx.doi.org/10.5325/transportationj.45.1.0030.

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Abstract This research empirically evaluates international logistics zones in Kaoshiung, Hong Kong, and Shanghai ports based on the importance of investment criteria from the perspective of investors in Taiwanese manufacturing firms. Results suggest respondents viewed political stability as the most important investment criterion, followed by corporate tax incentives, government administration efficiency, labor cost, and energy cost. Shanghai Port's industrial logistics zone has a very strong competitive edge in cost, market, and industrial related criteria. The international logistics zones in Hong Kong and Kaohsiung ports have advantages in infrastructure, political, and financial related investment criteria. Respondents preferred to invest in the international logistics zone in Shanghai Port rather than that in Kaohsiung or Hong Kong Ports. Leasing factory buildings to operate their business in an international logistics zone was the preferred entry mode. Theoretical and practical implications of the research findings are discussed.
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Martin, Vesna. "INTEREST RATE BENCHMARK REFORMS IN EURO ZONE AND UNITED STATES." Ekonomske ideje i praksa, no. 44 (March 31, 2022): 1–15. http://dx.doi.org/10.54318/eip.2022.vm.313.

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The aim of this paper is to analyze the process of implementing reforms in the bank lending market and its consequences. During the global financial crisis of 2007/2008, there was a decrease in confidence and thus a decline in the turnover in the bank lending market. Consequently, the benchmark interest rates did not present the conditions for lending funds between banks, but were a reflection of manipulative actions by participants. This reduced liquidity in the bank lending market, as well as the unreliability of the methods of calculating benchmark interest rates, became a source of financial vulnerability and endangering the stability and security of operations for all participants in the financial market. For this reason, in 2012, the process of reforming benchmark interest rates at the global level began, which represents the most significant change in the global financial market in recent history. The reforms were implemented with the aim of increasing transparency in the calculation of benchmark interest rates, which increases their reliability of calculation and prevents the possibility of manipulation while protecting investors and users of all financial services. Of great importance is the analysis of the consequences of benchmark reforms and the impact on all participants in the financial market.
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Zakharova, N. Y. "The Approaches to the Formation and Assessment of the Financial Stability of Enterprise." Business Inform 10, no. 513 (2020): 307–15. http://dx.doi.org/10.32983/2222-4459-2020-10-307-315.

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The article is aimed at allocating approaches to determining the essence of financial stability, factors that cause it and substantiating the basic methodical approaches to its assessment. The approaches to determining the essence of financial stability are systematized, namely: as the status of both enterprise and its financial resources; as both ability and capacity of the enterprise to fulfill certain obligations and achieve results; both as an integrated and generalizing characteristic of the enterprise in general or as its financial position in particular; as solvency ensured in a certain time period and under certain conditions. The author substantiates the importance of assessing financial stability, the purpose of which is to determine the degree of dependence of the enterprise on external sources of financing, the level of financial risk, the ability to fulfill financing at the expense of the own financial resources, setting the zone and reserve of financial stability. The main features of financial stability of the enterprise and approaches to its assessment are singled out. The need to analyze the structure of financial resources is substantiated and the algorithm of grouping of the own, involved and borrowed financial resources in accordance with certain articles of balance is provided. A calculation mechanism is presented and the values of the main indicators used to assess financial stability are outlined. It is emphasized that only a balanced approach to the formation of a certain level of financial stability on the basis of its careful valuation can be the guarantee to a stable growth of business profitability, ensuring creditworthiness and investment attractiveness of the enterprise.
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Tsagkanos, Athanasios, Anastasios Evgenidis, and Konstantina Vartholomatou. "Financial and monetary stability across Euro-zone and BRICS: An exogenous threshold VAR approach." Research in International Business and Finance 44 (April 2018): 386–93. http://dx.doi.org/10.1016/j.ribaf.2017.07.108.

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Dissertations / Theses on the topic "Zone of financial stability"

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Mitchell, Tanisha Raeann. "The financial crisis and banking sector stability : the case of USA and the Euro Zone." Thesis, University of Leicester, 2017. http://hdl.handle.net/2381/39877.

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The recent financial crisis continues to draw attention in the literature given its deep impact. This dissertation investigates three main areas associated with the crisis. Firstly it focuses on bank default prediction models asking whether structural or accounting models can better predict default. In the second instance we investigate the credit rating agencies culpability in the financial crisis by attempting to trace the transmission from sovereign debt ratings to bank credit ratings, an area that is sparse in the literature. Finally we investigate the classification of bank ratings using four statistical techniques altering the independent variables with financial variables and principal components to assess which statistical method and technique is better able to classify ratings. In the first instance the analysis compares accounting and structural default prediction models using a logit analysis to predict default. The paper uses panel data on US banks from the Federal Deposit Insurance Corporation database between 1993-2015 and the analysis is developed on 536 defaulted bank years and 25,614 non-defaulted bank years. The dissertation goes on to evaluate the impact of sovereign credit ratings on the ratings assigned to banks. Using data on Euro zone countries by credit rating agencies Moody's, Standard and Poor's and Fitch between 2003-2013, I find that multiple notch sovereign downgrades do influence bank downgrades particularly in the crisis period. The study suggests that while a bank's financial fundamentals do play an important role in rating assignments the rating change of the sovereign provides stimulus for the amount of notches the bank is downgraded by. In the final chapter the empirical results suggest that the multiple discriminant analysis statistical model is the better classifier of bank credit ratings for all three rating agencies.
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Gallagher, Emily A. "Money market funds, shareholder behavior, and financial stability." Thesis, Paris 1, 2015. http://www.theses.fr/2015PA010028.

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Fonds du marché monétaire, comportement des actionnaires et stabilité financière
In the five business days following the default of Lehman Brothers in September 2008, U.S. prime money market funds (MMFs) experienced outflows totaling over 300 billion of dollars, representing 15% of their total assets. In order to generate cash to service outflows, some MMFs sold assets and stopped rolling their investments. Many have argued that these outflows exacerbated the financial crisis by contributing to a freezing of commercial paper markets. In 2010, in an effort to improve the resiliency of MMFs to withstand severe market stresses, the Securities and Exchange Commission (SEC) adopted a number of substantial reforms. Since 2010, many regulators have called for further reforms of MMFs, citing the eurozone crisis of 2011 as evidence that MMFs remain a financial stability concern. Over June, July and August 2011, MMFs experienced outflows of 162 billion of dollars, representing 10% of their total assets. Some contend that the size and timing of these outflows indicate that MMF investors continue to react to, and perhaps exacerbate, stresses in the financial markets. According to this view, yield sensitive investors incent MMFs to take risk through foreign bank investments and then cut and run once those risks escalate, resulting in a sudden loss of funding available to credit-worthy U.S. firms. Using the eurozone crisis of 2011 as an acid test, this thesis evaluates the validity of this narrative and, more broadly, the stability of U.S. MMFs after the 2008 financial crisis and resulting reforms. (...)
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Carias, Flores Marcos. "Challenges for Macroprudential Policy in the Euro Area : Cross-Border Spillovers and Governance Issues." Thesis, Bordeaux, 2019. http://www.theses.fr/2019BORD0067.

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Considérant les fragilités d’une union monétaire hétérogène, ainsi que l’incapacité de la politique monétaire unique pour stabiliser les cycles financiers nationaux, des nouveaux outils pour sauvegarder la stabilité financière sont de rigueur dans l’Union Economique et Monétaire (UEM). En réponse à la crise financière, les économies avancées ont fortifié la boite à outils avec l’approche macroprudentielle à la réglementation prudentielle ; à savoir la pratique de se servir des instruments prudentiel dans le but de protéger la santé du système financier dans sa globalité et l’économie réelle, et plus seulement la santé des banques individuellement. La politique macroprudentielle porte sur ses épaules la responsabilité de maîtriser le risque systémique dans l’Union, mais les hétérogénéités nationales qui la caractérisent entraînent des redoutables défis. Cette thèse a comme but d’enrichir le débat en examinant comment les hétérogénéités macrofinancières et institutionnelles peuvent conditionner la conduite des politiques macroprudentielles. Il s’agit d’un sujet souvent abordé dans la littérature macroéconomique d’après-crise, mais la réflexion est souvent fondée sur des prémisses ne prenant pas compte des complexités inhérentes aux concepts fondamentaux, tels que la stabilité financière elle-même. Plutôt que construire des modèles davantage sophistiqués visant à incorporer toutes les dimensions du phénomène, il est possible d’améliorer l’exercice de modélisation en portant en réévaluant les bases conceptuelles. Pour cette raison, le premier chapitre est dévoué à un survol critique de la littérature dans lequel on identifie plusieurs points de tension souvent ignorés, puis on les interprète dans le contexte de l’UEM. Sur la base des enseignements du chapitre I, le chapitre II aborde la question de s’il est souhaitable que les régulateurs se soucient de stabiliser le cycle financier national en présence d’effets de report transfrontaliers, tel que dans le régime en vigueur. Dans ce but, on se sert d’un modèle statique Néo-Keynésien à deux pays où l’utilisation du coussin de fonds propres contracyclique dans le cœur nuit à la stabilité financière de la périphérie via le marché interbancaire. En comparant une règle de stabilisation nationale à un régime où le régulateur du cœur internalise les effets de report, on cible des scénarios où le statu quo se révèle sous-optimal. Finalement, le chapitre III s’intéresse aux importantes divergences institutionnelles qui existent entre les régulateurs nationaux. En examinant l’information officielle, ainsi que les évaluations du FMI et du FSB, on documente les différences qualitatives dans le cadre de gouvernance à travers six axes : mécanismes de coordination, complétude des instruments, indépendance, fluidité du processus de décision, force du mandat légal, degré de transparence et recours à la communication. Sachant que les caractéristiques institutionnelles affectent la vitesse de réaction, on propose un index synthétique comparatif pour capturer quantitativement comment ces divergences institutionnelles sont susceptibles d’influencer le biais à l’inaction. On trouve que les pays sont inégalement protégés contre le biais d’inaction, mais qu’il existe différentes approches possibles pour créer des cadres de gouvernance résilients
Given the fragilities of a heterogenous monetary union and the inability of the single monetary policy to lean against the wind of national financial cycles, new policies to defend financial stability in the European Monetary Union (EMU) are of the upmost importance. In response global financial crisis, advanced economies have supplemented their policy arsenal with a macroprudential approach to financial regulation, the practice of using prudential regulation to protect the health of the financial system and the economy as a whole, rather than just the health of individual institutions. Policymakers have unambiguously placed the task of containing systemic financial risk on the shoulders of macroprudential policy, but the national heterogeneities that characterize the Euro area pose significant challenges. The purpose of this thesis dissertation is to enrich the debate surrounding Euro area macroprudential policy by exploring how macrofinancial and institutional heterogeneity can condition its proper conduct. Macroprudential policy is a popular subject in post-crisis macroeconomics, but analysis is often built on premises that fail to acknowledge the complexities inherent to its most basic concepts, such as financial stability itself. Rather than building ever-more complex models that aim to incorporate all the dimensions of the phenomenon, the problem can be addressed by conducting a critical reflection on the field’s conceptual bases before formulating a model’s assumptions. In the first chapter, we conduct a critical review of the literature and identify several points of tension, interpreting their implications for the Euro area case. Based on the insights of chapter I, chapter II revisits the question of whether it is ideal for regulators to keep a narrow focus on national financial stabilization in the presence of cross-border spillovers, as is currently done. To do so, we build a static two-country New-Keynesian model where countercyclical capital regulation in the core affects financial stability in the periphery through the interbank market. By comparing national stabilization rules to a regime where the core regulator internalizes the spillover, we identify scenarios where the status quo is suboptimal. Finally, chapter III examines the significant institutional differences that exist among EMU national regulators. By reviewing official information , as well as assessment reports from the IMF and the FSB; we map the qualitative differences of national governance frameworks across six dimensions: presence of coordination mechanisms, completeness of instruments, independence, decision-making expeditiousness, strength of the legal mandate, use of communication and transparency. Given that institutional characteristics influence reactivity, we aim to quantify how this institutional heterogeneity affects the vulnerability to inaction bias through a comparative synthetic index. We find that countries are unequally protected against inaction bias, but there are several possible approaches to building robust governance frameworks
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Leroy, Aurelien. "Analyse des effets de la concurrence bancaire sur la stabilité et l'efficience : une perspective européenne." Thesis, Orléans, 2016. http://www.theses.fr/2016ORLE0503/document.

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L’expérience de la « Grande Récession » a conduit économistes et praticiens à porter une attention particulière àla stabilité financière,mais aussi, dans la perspective de sortie de crise, aux moyens de financer l’émergence d’unnouveau modèle de croissance plus durable.Dans ce contexte, notre thèse se propose d’apprécier l’influence de laconcurrence bancaire sur la stabilité et sur l’efficience, afin d’éclairer le débat sur le degré de concurrence optimalen Europe. À cet effet, on étudie, tout d’abord, les effets de la concurrence bancaire sur l’instabilité financière, ense saisissant du concept de risque systémique. Cela nous conduit à mener à bien deux études distinctes : l’uneportant sur la répartition du risque systémique entre entités financières, l’autre sur la procyclicité financière.Dansles deux cas, nous concluons à l’existence d’un lien positif entre concurrence et stabilité. Nous nous intéressonsensuite à la question de la stabilité en termes d’efficacité de la politique de stabilisationmonétaire. Dans ce cadre,on met en évidence que la concurrence bancaire améliore l’efficacité de deux canaux de transmission : le canal destaux d’intérêt et le canal du crédit bancaire. L’insuffisance de l’intégration bancaire européenne, dont témoignel’hétérogénéité de la concurrence, s’avère ainsi un facteur explicatif de la fragmentation observée de la zone euro.Finalement, nous considérons la possibilité que la croissance économique puisse être fonction de la concurrencebancaire. À cet effet, on montre d’abord que cette dernière aurait théoriquement deux effets contradictoires sur lacroissance économique, avant finalement, de faire valoir empiriquement que la concurrence bancaire exerce, enEurope, des effets négatifs sur la croissance économique, en particulier en freinant la croissance de la productivitéglobale des facteurs. Nos travaux accréditent donc l’idée que stimuler la concurrence conduit à un arbitrage entrestabilité et efficience
The experience of the “Great Recession” has led economists and policymakers to pay particular attention tofinancial stability. It also lead them to think how to get out of this recession, and particularly on the meansof financing the emergence of a new, more sustainable growth model. In this context, this thesis studies theinfluence of bank competition on stability and efficiency in order to shed light on the debate about the optimallevel of bank competition in Europe. For this purpose, we first study the effects of bank competition on financialinstability by focusing on the concept of systemic risk. This leads us to undertake two distinct studies: onefocusing on the distribution of systemic risk between financial institutions; the other on financial procyclicality.In both cases, we conclude that a positive link between competition and stability does exist.We then focus on thequestion of stability in terms of the effectiveness of the monetary stabilisation policy. In this respect, we show thatbank competition improves the efficiency of two channels of monetary transmission: the interest rate and thebank lending channels. Therefore, the lack of European banking integration, highlighted by the heterogeneity ofbank competition, is one factor that explains the fragmentation that can be observed in the Eurozone. Finally, weconsider the possibility that economic growth may be a function of bank competition. To do this, we first showhow competition could impact economic growth in theory, and find two opposing effects. We then demonstrateempirically that bank competition has negative effects on economic growth, in particular by decreasing totalfactor productivity growth. Our work hence supports the idea that stimulating competition leads to a trade-offbetween stability and efficiency
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Zábražná, Adela. "Premena menovej politiky ECB v dôsledku finančnej a dlhovej krízy." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-136318.

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The thesis analyses the change of monetary policy of the European central bank during financial and sovereign debt crisis. Main focus of the thesis is given on the analysis of non-standard measures of monetary policy of the ECB. This thesis explains in detail how the ECB has responded to the various phases of the financial and debt crisis, starting with the period of financial turmoil, continuing with the intensification of the financial crisis and the sovereign debt crisis. Finally, the thesis compares these phases and assesses the impact of these non-standard measures.
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Quincey, Sylvio. "La supervision bancaire dans l'Union Européenne : essai de contribution pour une zone de supervision optimale." Thesis, Lyon 3, 2015. http://www.theses.fr/2015LYO30063.

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Pour le superviseur, une approche historique de la banque permet de mieux assimiler ses modes de fonctionnement. Elle sert aussi à mieux comprendre pourquoi ses acteurs, toujours dotés, à raison, de la confiance indispensable au développement des affaires, font preuve parfois d’un sur-optimisme conduisant à leur ruine. La mobilisation du droit : telle est ce qui guide l’action du contrôleur de banque. La dernière crise financière a provoqué une prise de conscience en Europe : l’impossibilité pour chaque pays membre de l’Union d’exercer individuellement une surveillance efficace sans une harmonisation totale. Ainsi est née l’idée puis la construction du MSU. Centralisée à Francfort, la supervision unique est en place depuis le 4 novembre 2014. Mais sa feuille de route porte sur un champ plus diversifiable encore. Par construction, le MSU possède les qualités d’efficacité et de pérennité requises. Mais aura-t-il la volonté de contribuer à la transformation de toute l’Union européenne en zone de supervision optimale ?
For the supervisor, an historical approach of banks allows to better assimilate its ways of functioning. She also serves to better understand why her actors, always endowed of the confidence to develop business, sometimes, show an over-optimism leading to their ruin. The mobilization of the law guides the action of the banking control. The 2007-2008 crisis has provoked awareness in Europe: the impossibility for every member state of the Union to exercise individually an effective supervision without a total harmonization. So was born the construction of the MSU. Located in Frankfurt, the “supervision unique” has been working since November 4th, 2014. But the road map assigned to the supervision a new and more diversifiable field. For sure, the MSU is skilled enough, but is there a will to change the European Union into a “zone de supervision optimale”?
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Boaventura, Duarte Cristiano. "Unconventional Monetary Policies : Past, Present, and Future." Thesis, Sorbonne Paris Cité, 2019. http://www.theses.fr/2019USPCD007.

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Cette thèse aborde des aspects importants qui impliquent le passé, le présent et l’avenir des politiques monétaires non conventionnelles (PMNC) : son contexte historique et les débats conceptuels qui l’accompagnent; l’expérience des PMNC dans les économies avancées, avec le cas de la Zone Euro; les effets des PMNC dans les économies émergentes et ses liens avec la dette privée des entreprises; le processus de sortie des PMNC et l’avenir des cadres de politique monétaire. Premièrement, en rapportant plusieurs expériences historiques de la Banque d’Angleterre, de la Réserve Fédérale américaine et de la Banque du Japon, nous mettons en évidence que des politiques qui, après la crise de 2008, étaient considérées comme «non conventionnelles» avaient en fait déjà été adoptées à diverses occasions dans l’histoire. Deuxièmement, au niveau des débats conceptuels, nous analysons le cadre (objectifs, mesures, canaux de transmission, effets) des PMNC, en portant une attention plus détaillée aux taux d’intérêt nominaux négatifs, mesure qui n’a pas été appliqué avant 2008. Troisièmement, au regard de l’expérience des PMNC dans la zone euro, nous avons constaté que ces dernières étaient capables d’éviter un effondrement financier majeur après 2008 et d’apporter des améliorations partielles des indicateurs macroéconomiques. En particulier, les rendements souverains ont présenté des réponses différentes selon chaque programme d'achat d'actifs annoncé / mis en œuvre. Néanmoins, les PMNC n’ont été pas capables de résoudre touts seules les problèmes économiques de la zone euro, qui méritent le soutien de politiques supplémentaires (fiscales, industrielles, institutionnelles, de réglementation / supervision financières) pour assurer une trajectoire de croissance soutenue à moyen / long terme. Quatrièmement, en ce qui concerne les effets des PMNC dans les économies émergentes, nous avons observé le rôle important joué par les mesures d’assouplissement monétaire des principales banques centrales des économies avancées, associées à d’autres facteurs mondiaux, pour expliquer la hausse de la dette des entreprises. Ses implications pour la politique économique sont liées à la nécessité de renforcer la réglementation financière et les instruments macro et microprudentiels afin d'augmenter la résilience du système financier contre les crises. Enfin, le processus actuel de sortie des PMNC est asynchrone. Un séquençage progressif et une communication appropriée seront nécessaires pour éviter des perturbations majeures des marchés financiers internationaux. Les futurs cadres de politique monétaire pourraient tirer des leçons des expériences du passé et récentes et incorporer certaines PMNC dans leur boite à outils pour augmenter l’efficacité des politiques monétaires et réduire des préoccupations liées à stabilité financière, une fois que les défis posés par les marchés financiers sont devenus de plus en plus importants
This thesis touches upon important aspects that involve the past, present and future of unconventional monetary policies (UMPs): their historical background and conceptual debate; the experience of UMPs in advanced economies, with the Euro area case; the effects of UMPs in emerging economies, and their links with corporate debt; the process of UMPs exit and the future of monetary policy frameworks. First, by reporting several historical experiences of the Bank of England, Federal Reserve System and Bank of Japan, we have observed that policies which after the 2008 crisis were considered to be “unconventional” had already been adopted in various occasions before. Second, on the conceptual debate, we analyzed UMPs framework (objectives, measures, transmission channels, and effects), with more detailed attention on nominal negative interest rates, measure which had not been implemented before 2008. Third, on UMPs experience in the Euro area, we observed that UMPs were capable of avoiding a major financial collapse after 2008, and managed partial improvements in macroeconomic indicators. In particular, sovereign yields have presented distinct responses according to each asset purchase program announced/implemented. However, UMPs were not able alone to solve all economic problems in the Euro area, which deserve the support of additional policies (fiscal, industrial, institutional, financial regulation/supervision) to ensure a sustained growth path in the medium/long term. Fourth, on UMPs effects in emerging economies, we have observed the important role of accommodative measures of the main advanced economies central banks, together with other global factors, to explain the rise of corporate debt. Its economic policy implications are related to the need for enhancement in financial regulation, macro and microprudential instruments to increase the resilience of the financial system against crises. Finally, the current process of UMPs exit is asynchronous, and gradual sequencing and proper communication will be required to avoid major disruptions in international financial markets. Future monetary policy frameworks may take lessons from past and recent experiences and incorporate some UMPs in their toolkits, in order to increase the effectiveness of monetary policies and reduce financial stability concerns, once the challenges posed by financial markets are increasingly higher
Esta tese aborda aspectos importantes que envolvem o passado, presente e futuro das políticas monetárias não convencionais (PMNCs): seu histórico e debate conceitual; a experiência das PMNCs nas economias avançadas, com o caso da Área do Euro; os efeitos das PMNCs nas economias emergentes e suas relações com a dívida corporativa; o processo de saída das PMNCs e o futuro dos arcabouços de política monetária. Primeiro, relatando várias experiências históricas do Banco da Inglaterra, do Federal Reserve System e do Banco do Japão, observamos que as políticas que, após a crise de 2008, eram consideradas “não convencionais” já haviam sido adotadas em várias ocasiões anteriores. Em segundo lugar, no debate conceitual, analisamos o arcabouço das PMNCs (objetivos, medidas, canais de transmissão e efeitos), com atenção mais detalhada sobre as taxas de juros nominais negativas, medida que não havia sido implementada antes de 2008. Em terceiro lugar, na experiência das PMNCs na Área do Euro, observamos que as PMNCs foram capazes de evitar um grande colapso financeiro após 2008 e resultaram em melhorias parciais nos indicadores macroeconômicos. Em particular, os rendimentos soberanos apresentaram respostas distintas de acordo com cada programa de compra de ativos anunciado / implementado. No entanto, as PMNCs não foram capazes de resolver sozinhas todos os problemas econômicos da Área do Euro, que merecem o apoio de políticas adicionais (fiscal, industrial, institucional, regulação/supervisão financeira) para assegurar uma trajetória de crescimento sustentado no médio/longo prazo. Quarto, sobre os efeitos das PMNCs nas economias emergentes, observamos o importante papel das medidas de acomodação monetária dos principais bancos centrais de economias avançadas, juntamente com outros fatores globais, para explicar o aumento da dívida corporativa. Suas implicações de política econômica estão relacionadas à necessidade de aprimoramento na regulação financeira, instrumentos macro e microprudenciais para aumentar a resiliência do sistema financeiro contra crises. Finalmente, o atual processo de saída das PMNCs é assíncrono, e um sequenciamento gradual e uma comunicação apropriada serão necessários para evitar grandes distúrbios nos mercados financeiros internacionais. Os futuros arcabouços de política monetária podem tirar lições de experiências passadas e recentes e incorporar algumas PMNCs nos seus instrumentos, a fim de aumentar a eficácia das políticas monetárias e reduzir os riscos de estabilidade financeira, uma vez que os desafios impostos pelos mercados financeiros são cada vez mais elevados
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Martínez, Sepulveda Juan Francisco. "Essays in financial stability under financial frictions." Thesis, University of Oxford, 2012. http://ora.ox.ac.uk/objects/uuid:4e2a5663-c0a5-43dc-8fe7-f6fa05048e76.

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This thesis is a collection of essays where I explore and extend the study of the role of financial frictions for the determination of asset prices, financial stability, and economic resilience. The frictions included in the analysis are individual and aggregate uncertainty, agent heterogeneity, money, liquidity and default. The first essay is an empirical study that motivates my research objectives. This work starts with the exploration of the role of liquidity on asset prices, specifically on sovereign bonds of emerging countries. I present a comprehensive model where I developed a novel methodology for finding the role of liquidity in the determination of asset prices during the financial crisis. In the second essay, illuminated by the empirical findings, I apply and expand the general equilibrium theory of money, default and financial stability. The contributions at the theoretical level are the extension of two-period model with discrete state space to the infinite horizon dynamic stochastic setting, and the inclusion of liquidity restrictions. In the third essay, I further extend this framework, allowing for production technology and endogenous market liquidity. Given the theoretical setting, I have analyzed the responses of financial stability and economic performance variables to real and financial shocks. Finally, in the fourth essay I produce an empirical application of this work. I apply a novel semi-parametric financial stability metric, and evaluate its relevance for the determination of asset prices, in the presence of liquidity restrictions. As a result, this thesis suggest plausible explanations for financial and economic issues that conventional models have not dealt with adequately.
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Bakoush, Mohamed. "Essays on financial stability." Thesis, University of Southampton, 2019. https://eprints.soton.ac.uk/428060/.

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The thesis analyses dynamics of systemic risk and contagion in securitization, interbank and derivatives markets, and the subsequent implications for financial stability and macroprudential policy. In doing so, three distinctive lines of research are pursued. First, we examine the impact of securitization on bank stability and systemic risk. Following this, we analyse distress spillover from the OTC derivatives market into the interbank market, due to the interaction between margin procyclicality in OTC derivatives markets, and funding liquidity risk in the interbank market. Finally, we develop a macroprudential stress test, that explicitly links liquidity risk and solvency risk of banks, as well as account for interconnectedness among them. We provide evidence that securitization activities are destabilizing at both the individual bank level and the banking system level, and tend to increase commonality of asset returns among banks leading to increased interconnectedness and systemic risk. Moreover, we show that distress due to margin procyclicality in the OTC derivatives market can spillover to the interbank market leading to episodes of systemic liquidity risk. We also show that central clearing might increase the possibility of systemic liquidity risk due to tight margin requirements and the timing of cash flows required from banks. Further, using the proposed stress test, we effectively identify the systemic vulnerability of individual banks and the resilience of the banking system as a whole to economic shocks. The results of this thesis have far-reaching policy implications. First, given the current increasing pace in monetary policy tightening, our findings on the destabilizing effect of securitization activities are of great interest to policy makers in their attempts to revive securitization markets, as they provide a framework for regulators to think about the effects of securitization at both the bank level and the banking system level. Moreover, our findings on the negative consequences of margin requirements should inform regulators about the importance of striking the balance between limiting counterparty credit risk through tight margin requirements, and the side effect of increasing the possibility and magnitude of systemic liquidity crises. Finally, the proposed stress test provides an effective tool for the banking system supervisors to analyse the current state of the system stability and to monitor the evolution of contagion and systemic risk within the system.
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Freund, Christian [Verfasser]. "Financial System Stability / Christian Freund." Kiel : Universitätsbibliothek Kiel, 2017. http://d-nb.info/1135956936/34.

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Books on the topic "Zone of financial stability"

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Scherf, Gundbert. Financial Stability Policy in the Euro Zone. Wiesbaden: Springer Fachmedien Wiesbaden, 2014. http://dx.doi.org/10.1007/978-3-658-00983-0.

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Yokoi-Arai, Mamiko. Regional institutionalization: The creation of a "zone of law" in the context of financial stability/regulation in east Asia. London: London Institute of International Banking, Finance and Development Law, 2002.

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Sarlin, Peter. Mapping Financial Stability. Berlin, Heidelberg: Springer Berlin Heidelberg, 2014. http://dx.doi.org/10.1007/978-3-642-54956-4.

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Acharya, Viral V., and Matthew Richardson. Restoring Financial Stability. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2009. http://dx.doi.org/10.1002/9781118258163.

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Schinasi, Garry. Preserving Financial Stability. Washington, D.C.: International Monetary Fund, 2006. http://dx.doi.org/10.5089/9781589063563.051.

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Schinasi, Garry. Preserving Financial Stability. Washington, D.C.: International Monetary Fund, 2006. http://dx.doi.org/10.5089/9781589064980.051.

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Schinasi, Garry. Preserving Financial Stability. Washington, D.C.: International Monetary Fund, 2006. http://dx.doi.org/10.5089/9781589065000.051.

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Schinasi, Garry J. Defining financial stability. Washington, D.C: International Monetary Fund, International Capital Markets Dept., 2004.

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Murase, Tetsuji. A zone of Asian monetary stability. Canberra: Asia Pacific Press at The Australian National University, 2002.

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Commission of the European Communities. Directorate-General for Economic and Financial Affairs. Economic and Financial Committee. Report on financial stability. Brussels: European Commission, Directorate-General for Economic and Financial Affairs, 2000.

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Book chapters on the topic "Zone of financial stability"

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Scherf, Gundbert. "Prelude The financial crisis as a crisis of regulated capitalism." In Financial Stability Policy in the Euro Zone, 1–13. Wiesbaden: Springer Fachmedien Wiesbaden, 2014. http://dx.doi.org/10.1007/978-3-658-00983-0_1.

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Scherf, Gundbert. "Introduction." In Financial Stability Policy in the Euro Zone, 14–46. Wiesbaden: Springer Fachmedien Wiesbaden, 2014. http://dx.doi.org/10.1007/978-3-658-00983-0_2.

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Scherf, Gundbert. "Trading off financial stability: A political economy perspective on European banking regulation." In Financial Stability Policy in the Euro Zone, 47–87. Wiesbaden: Springer Fachmedien Wiesbaden, 2014. http://dx.doi.org/10.1007/978-3-658-00983-0_3.

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Scherf, Gundbert. "What drives the banking regulator? Varieties of financial systems and regulatory preferences." In Financial Stability Policy in the Euro Zone, 88–138. Wiesbaden: Springer Fachmedien Wiesbaden, 2014. http://dx.doi.org/10.1007/978-3-658-00983-0_4.

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Scherf, Gundbert. "International cooperation or race to the bottom? Banking regulation in an integrating financial market." In Financial Stability Policy in the Euro Zone, 139–68. Wiesbaden: Springer Fachmedien Wiesbaden, 2014. http://dx.doi.org/10.1007/978-3-658-00983-0_5.

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Scherf, Gundbert. "Committing to hawkishness? Time consistency problems in the interaction of banking supervision and monetary policy." In Financial Stability Policy in the Euro Zone, 169–98. Wiesbaden: Springer Fachmedien Wiesbaden, 2014. http://dx.doi.org/10.1007/978-3-658-00983-0_6.

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Scherf, Gundbert. "Conclusion." In Financial Stability Policy in the Euro Zone, 199–214. Wiesbaden: Springer Fachmedien Wiesbaden, 2014. http://dx.doi.org/10.1007/978-3-658-00983-0_7.

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Amin, Aloysius Ajab. "The Development Cost of Maintaining Price and Economic Stability in Central and West African CFA Franc Zone." In Monetary and Financial Systems in Africa, 185–216. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-96225-8_9.

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Chorafas, Dimitris N. "Financial Stability." In Financial Cycles, 25–42. New York: Palgrave Macmillan US, 2015. http://dx.doi.org/10.1057/9781137497987_2.

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Ben-Haim, Yakov. "Financial Stability." In Info-Gap Economics, 87–133. London: Palgrave Macmillan UK, 2010. http://dx.doi.org/10.1057/9780230277328_4.

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Conference papers on the topic "Zone of financial stability"

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Pantielieieva, Natalia, Sergii Krynytsia, Myroslava Khutorna, and Liudmyla Potapenko. "FinTech, Transformation of Financial Intermediation and Financial Stability." In 2018 International Scientific-Practical Conference Problems of Infocommunications. Science and Technology (PIC S&T). IEEE, 2018. http://dx.doi.org/10.1109/infocommst.2018.8632068.

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Traboulay, Vaughn Reza, Tint Htoo Aung, Cedric Manzoleloua, Balakrishnan Panamarathupalayam, Carmelo Arena, Allwyn DMello, Linus Sebelin, and Clotaire Eyaa. "A Novel Water-Based Drilling Fluid Tailored for Challenging Slanted HTHP Wells." In SPE/IADC Middle East Drilling Technology Conference and Exhibition. SPE, 2021. http://dx.doi.org/10.2118/202178-ms.

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Abstract High-temperature water-based drilling fluid systems hold several advantages over synthetic based systems from financial and environmental viewpoints. However, most conventional water-based systems start to become unstable at temperatures above 300 degF. This paper details the design and implementation of A Novel Water-Based Drilling Fluid that meet these temperature stability requirements. The newly developed high-temperature water-based system discussed in this paper utilizes a custom-made branched synthetic polymer that exhibits superior rheological properties and fluid loss control as well as long term stability above 400 degF. The branched synthetic polymer is compatible with most oilfield brines and maintains excellent low-end rheology necessary for hole cleaning and solids suspension under high-temperatures and pressures. Under static conditions, the high-temperature fluid shows no gelation resulting in lower swab surge pressures while the stability of the highly branched synthetic polymer and enhanced rheological profile minimize sag. To drill a challenging exploration well, a Middle East client required a cost-effective drilling fluid system which remains stable under static temperatures expected to exceed 375 degF. The long-term stability of the system was critical for successful wireline logging operations. In addition, the system was required to provide shale inhibition, hydrogen sulfide suppression and sufficient density (above 16.5 lbm/galUS) to maintain well integrity while drilling through anticipated high-pressure zones. The challenging intermediate (12.25-in and 8.375-in) and reservoir (6-in) sections were successfully drilled and evaluated using this new branched synthetic polymer-based system. Fluid property trends and system treatments will be detailed alongside thermal stability data for extended periods required for wireline logging (up to 9 days static). This paper will discuss how proper laboratory design of the high-temperature water-based system was translated to excellent field performance and will indicate how this technology can be utilized for future campaigns in the region and worldwide.
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Londono, Juan M., Stijn Claessens, Ricardo Correa, and Nathan Mislang. "Financial Stability Governance and Communication." In CARMA 2018 - 2nd International Conference on Advanced Research Methods and Analytics. Valencia: Universitat Politècnica València, 2018. http://dx.doi.org/10.4995/carma2018.2018.8577.

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Macklem, Tiff. "Remarks on international financial stability." In Conference on Global Economic Modeling. WORLD SCIENTIFIC, 2018. http://dx.doi.org/10.1142/9789813220447_0007.

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Ding, Wenli, and Yanwen Wu. "China-asena Financial Integration on Free Trade Zone." In 2011 International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII). IEEE, 2011. http://dx.doi.org/10.1109/iciii.2011.295.

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Yang, Lihong. "Financial situation and countermeasures of “GuanzhongᾯTianshui” economic zone." In 2013 International Conference on Services Science and Services Information Technology. Southampton, UK: WIT Press, 2014. http://dx.doi.org/10.2495/sssit130991.

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Ciğerci, İsmail, and Cem Gökce. "Financial Regulation in Achieving Financial Stability: Selected EU Countries and Turkey Comparison." In International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.01086.

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Financial stability means the stability in payment systems and also means resistance against shocks in financial markets and in foundations being active in such markets. Stability in financial markets usually brings along the financial system’s stable action, accordingly the allocation of sources in economy in a productive way and the management and distribution of risks in a suitable way. It is, however, a certain fact that financial instability causes important problems in economy. Such instabilities cause financial crisis and so, high costs of the financial crisis emphasizes the importance of financial stability. One of the most common methods used to prevent financial instability is the ‘’financial regulation’’. Financial regulations are the rules and limitations laid down by the public to the financial spies’ economic decisions and actions in order to increase its own social purpose function. Financial regulatory services are composed of three parts: to observe the actions of financial foundations, to discipline them, and to coordinating them. Since financial markets are of more importance in economy comparing to other markets, financial regulation is different from the other regulations as well. The purpose of the financial regulation implemented for the financial markets is to equalize the distribution of the data owned by individuals who are transacting in the financial system. In this research, the importance of financial regulations in achieving financial stability is being emphasized and selected-EU countries and Turkey will be compared.
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Uzhakhova, Fatima. "Integral Assessment Of Financial Stability Of Banks." In International Scientific Conference «Social and Cultural Transformations in the Context of Modern Globalism» dedicated to the 80th anniversary of Turkayev Hassan Vakhitovich. European Publisher, 2020. http://dx.doi.org/10.15405/epsbs.2020.10.05.340.

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Bolonina, Svetlana. "Algorithm For Diagnosing Financial Stability Of Corporation." In International Scientific Conference «Social and Cultural Transformations in the Context of Modern Globalism» dedicated to the 80th anniversary of Turkayev Hassan Vakhitovich. European Publisher, 2020. http://dx.doi.org/10.15405/epsbs.2020.10.05.470.

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Liu, Xiaoyu. "Research on Financial Stability and Risk Contagion." In Proceedings of the 4th International Conference on Economy, Judicature, Administration and Humanitarian Projects (JAHP 2019). Paris, France: Atlantis Press, 2019. http://dx.doi.org/10.2991/jahp-19.2019.92.

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Reports on the topic "Zone of financial stability"

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Bordo, Michael, and Christopher Meissner. Growing Up to Stability? Financial Globalization, Financial Development and Financial Crises. Cambridge, MA: National Bureau of Economic Research, June 2015. http://dx.doi.org/10.3386/w21287.

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Devereux, Michael, Ozge Senay, and Alan Sutherland. Nominal Stability and Financial Globalization. Cambridge, MA: National Bureau of Economic Research, January 2012. http://dx.doi.org/10.3386/w17796.

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Goldstein, Itay, Alexandr Kopytov, Lin Shen, and Haotian Xiang. Bank Heterogeneity and Financial Stability. Cambridge, MA: National Bureau of Economic Research, June 2020. http://dx.doi.org/10.3386/w27376.

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Bordo, Michael. Growing Up to Financial Stability. Cambridge, MA: National Bureau of Economic Research, March 2007. http://dx.doi.org/10.3386/w12993.

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Woodford, Michael. Quantitative Easing and Financial Stability. Cambridge, MA: National Bureau of Economic Research, May 2016. http://dx.doi.org/10.3386/w22285.

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Woodford, Michael. Inflation Targeting and Financial Stability. Cambridge, MA: National Bureau of Economic Research, April 2012. http://dx.doi.org/10.3386/w17967.

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Agénor, Pierre-Richard, and Luiz A. Pereira da Silva. Cyclically Adjusted Provisions and Financial Stability. Inter-American Development Bank, May 2016. http://dx.doi.org/10.18235/0000445.

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Benigno, Gianluca, Huigang Chen, Christopher Otrok, Alessandro Rebucci, and Eric R. Young. Optimal Policy for Macro-Financial Stability. Federal Reserve Bank of St. Louis, 2012. http://dx.doi.org/10.20955/wp.2012.041.

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McCallum, Bennett. Monetary Policy Rules and Financial Stability. Cambridge, MA: National Bureau of Economic Research, April 1994. http://dx.doi.org/10.3386/w4692.

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Stein, Jeremy. Monetary Policy as Financial-Stability Regulation. Cambridge, MA: National Bureau of Economic Research, March 2011. http://dx.doi.org/10.3386/w16883.

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