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EIB Working Papers 2019/11 - Macro-based asset allocation : : An empirical analysis / / European Investment Bank, Christian Schmieder, Miroslav Kollár . Volume 2019/11
| EIB Working Papers 2019/11 - Macro-based asset allocation : : An empirical analysis / / European Investment Bank, Christian Schmieder, Miroslav Kollár . Volume 2019/11 |
| Autore | Schmieder Christian |
| Pubbl/distr/stampa | 2020 |
| Descrizione fisica | 1 online resource (1 p.) |
| Collana | EIB Working Papers |
| Soggetto topico |
Business & Economics / Finance
Economics |
| ISBN |
9789286144899
928614489X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910476878703321 |
Schmieder Christian
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| 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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A New Heuristic Measure of Fragility and Tail Risks : : Application to Stress Testing / / Christian Schmieder, Tidiane Kinda, Nassim Taleb, Elena Loukoianova, Elie Canetti
| A New Heuristic Measure of Fragility and Tail Risks : : Application to Stress Testing / / Christian Schmieder, Tidiane Kinda, Nassim Taleb, Elena Loukoianova, Elie Canetti |
| Autore | Schmieder Christian |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (25 p.) |
| Altri autori (Persone) |
KindaTidiane
TalebNassim LoukoianovaElena CanettiElie |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Heuristic
Financial crises Banks and Banking Finance: General Macroeconomics Money and Monetary Policy Public Finance General Financial Markets: General (includes Measurement and Data) Financial Institutions and Services: General Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Personal Income, Wealth, and Their Distributions Debt Debt Management Sovereign Debt Monetary Policy, Central Banking, and the Supply of Money and Credit: General Finance Banking Public finance & taxation Monetary economics Stress testing Personal income Public debt Credit Financial sector policy and analysis National accounts Money Solvency stress testing Financial risk management Banks and banking Income Debts, Public |
| ISBN |
1-4755-7073-2
1-4755-1497-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Review of Concepts to Assess Fragility; A. The Current State of Stress Testing; B. A Simple Heuristic to Detect Fragility; Figures; 1. Why the Concave is Hurt by Tail Events; C. How Can the Simple Heuristic Enhance Stress Tests?; III. The Heuristic Applied to the Outcome of Stress Tests; A. Purpose for the Use of the Heuristic; 2. Illustration of the Use of the Heuristic; 3. Fragile and Antifragile Outcomes of Stress Tests; B. Case Study I: The Simple Heuristic Applied to Bank Stress Tests; Tables
1. The Heuristic Applied to the Outcome of Macroeconomic Stress Tests for the Largest U.S. BanksC. Case Study II: The Simple Heuristic Applied to Public Debt; 2. Overall Fragility of Banks; 3. Change in Net Debt Under Various Scenarios; IV. How to Apply the Simple Heuristic in IMF Stress Tests; 4. Illustration of Debt Dynamics Under Various Scenarios; 5. The Simple Heuristic as an Integral Part of Stress Test Frameworks; V. Conclusion; Appendices; I. Details on Macroeconomic Bank Stress Test; II. Details on Public Debt Stress Test; References |
| Record Nr. | UNINA-9910786486003321 |
|
Schmieder Christian
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A New Heuristic Measure of Fragility and Tail Risks : : Application to Stress Testing / / Christian Schmieder, Tidiane Kinda, Nassim Taleb, Elena Loukoianova, Elie Canetti
| A New Heuristic Measure of Fragility and Tail Risks : : Application to Stress Testing / / Christian Schmieder, Tidiane Kinda, Nassim Taleb, Elena Loukoianova, Elie Canetti |
| Autore | Schmieder Christian |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (25 p.) |
| Disciplina | 332.1 |
| Altri autori (Persone) |
CanettiElie
KindaTidiane LoukoianovaElena TalebNassim |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Heuristic
Financial crises Banking Banks and Banking Banks and banking Banks Credit Debt Management Debt Debts, Public Depository Institutions Finance Finance: General Financial Institutions and Services: General Financial Institutions and Services: Government Policy and Regulation Financial risk management Financial sector policy and analysis General Financial Markets: General (includes Measurement and Data) Income Macroeconomics Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Money Mortgages National accounts Personal income Personal Income, Wealth, and Their Distributions Public debt Public finance & taxation Public Finance Solvency stress testing Sovereign Debt Stress testing |
| ISBN |
9781475570731
1475570732 9781475514971 1475514972 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Review of Concepts to Assess Fragility; A. The Current State of Stress Testing; B. A Simple Heuristic to Detect Fragility; Figures; 1. Why the Concave is Hurt by Tail Events; C. How Can the Simple Heuristic Enhance Stress Tests?; III. The Heuristic Applied to the Outcome of Stress Tests; A. Purpose for the Use of the Heuristic; 2. Illustration of the Use of the Heuristic; 3. Fragile and Antifragile Outcomes of Stress Tests; B. Case Study I: The Simple Heuristic Applied to Bank Stress Tests; Tables
1. The Heuristic Applied to the Outcome of Macroeconomic Stress Tests for the Largest U.S. BanksC. Case Study II: The Simple Heuristic Applied to Public Debt; 2. Overall Fragility of Banks; 3. Change in Net Debt Under Various Scenarios; IV. How to Apply the Simple Heuristic in IMF Stress Tests; 4. Illustration of Debt Dynamics Under Various Scenarios; 5. The Simple Heuristic as an Integral Part of Stress Test Frameworks; V. Conclusion; Appendices; I. Details on Macroeconomic Bank Stress Test; II. Details on Public Debt Stress Test; References |
| Record Nr. | UNINA-9910961754603321 |
|
Schmieder Christian
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||