CHARACTERISTICS OF MODELS FOR ASSESSING THE FINANCIAL STABILITY OF BANKS: DOMESTIC AND FOREIGN EXPERIENCE
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Notice bibliographique
Résumé
The article notes that the world's central banks implement macroprudential policies with an orientation towards financial stability. It is proven that the variety of models reflects the different relationships between types of crises, their forecasting capabilities and impact on the financial stability of the banking system. It is revealed that methods and models are used to implement macroprudential policies that allow identifying sources of instability within the entire system, assessing potential losses for the real sector of the economy in the event of a crisis, and determining the level of impact of destructive factors on the entire banking system. To assess financial stability, the NBU uses the IMF recommended indicators that reflect capital adequacy, asset quality, profit, profitability, liquidity, risk sensitivity, etc. The methods and models used by the ECB, the Bank of England, the Bank of Canada, and the Bank for International Settlements in the context of studying the impact on financial stability are systematized. The Bank of England's use of the RAMSI stress test has provided an applied toolkit for studying shocks to individual institutions and their impact on the spread of the crisis in the banking system as a whole. It is noted that the Bank of Canada's macrofinancial risk assessment framework (MFRAF) is based on taking into account the risks associated with the solvency, liquidity and capital overflow risk of individual institutions. It is noted that the comprehensive indicator of systemic stress developed by the ECB consists of five segments: money, bond, stock and foreign exchange markets, as well as financial intermediaries. The main models of macroprudential supervision of the ECB are: early warning models, macrostress testing models, crisis spread models, and models that reflect the state of systemic instability. The practice of using the Composite Indicator of Systemic Stress (CISS) is based on the assessment of systemic risk and the level of its impact on financial stability, which characterize: real, corporate, financial, external sectors, the state of household finances and financial markets. It has been proven that in the crisis and post-crisis periods, central banks around the world most often used DSGE (development of dynamic stochastic general equilibrium) models.
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Prédiction distillée sur la base complète
Imitation des enseignantsNi prévalence calibrée, ni vérité terrain. Validation humaine à venir. Apprise à partir de 10 348 étiquettes directes de Codex et de 10 348 étiquettes directes de Gemma. Le mode candidate est l'union des têtes enseignantes seuillées; le consensus est leur intersection. Ces sorties portent le statut machine_predicted_unvalidated et ne sont ni des étiquettes humaines ni des étiquettes directes de modèles de pointe.
Scores Codex et Gemma par catégorie
| Catégorie | Codex | Gemma |
|---|---|---|
| Métarecherche | 0,001 | 0,002 |
| Méta-épidémiologie (sens strict) | 0,000 | 0,000 |
| Méta-épidémiologie (sens large) | 0,001 | 0,000 |
| Bibliométrie | 0,000 | 0,001 |
| Études des sciences et des technologies | 0,000 | 0,001 |
| Communication savante | 0,000 | 0,000 |
| Science ouverte | 0,001 | 0,000 |
| Intégrité de la recherche | 0,000 | 0,000 |
| Charge utile insuffisante (le modèle a refusé de juger) | 0,001 | 0,000 |
Scores machine (provisoires)
Les deux têtes enseignantes du modèle étudiant, lues sur ce travail. Un score ordonne la base pour la relecture; il n'affirme jamais une catégorie, et le statut de validation accompagne chaque rangée tel quel.
Scores de référence d'un modèle non mature (critères de maturité non atteints, 7 itérations). Un score ordonne; il n'affirme jamais une catégorie.
score_only:v0-immature-baseline · tel quel depuis la passe de notation : score_only signifie que le nombre peut ordonner les travaux, et qu'aucune étiquette de catégorie n'en découle