Risk Assessment and Financial Regulation in Emerging Markets' Banking

Risk Assessment and Financial Regulation in Emerging Markets' Banking

Trends and Prospects

Karminsky, Alexander M.; Shi, Yong; Mistrulli, Paolo Emilio; Stolbov, Mikhail I.

Springer Nature Switzerland AG

05/2022

396

Mole

Inglês

9783030697501

15 a 20 dias

629

Descrição não disponível.
Part I: Banks in Emerging Markets.- Peculiarities and Trends of Banking Systems Development.- Regulation of Financial Risks in Emerging Markets: Past, Present and Future.- Part II: Ratings and Risk Measuring.- Principles of Rating Estimation in Emerging Countries.- Aggregation of Rating Systems for Emerging Financial Markets.- Part III: Estimating and Modeling Credit and Market Risks in Banking.- Bank Credit Risk Modeling in Emerging Capital Markets.- Loss Given Default Estimations in Emerging Capital Markets .- Comparing Bankruptcy Prediction Models in Emerging Markets.- Measures and Assessment of ALM-Risks in Banks: Case of Russia.- Forecasting and Back-Testing of Market Risks in Emerging Markets.- Integrated Risk Measurement System in Commercial Bank.- Economic Capital Structure and Banking Financial Risks Aggregation.- Part IV: Systemic Risks Modeling and Stress Testing.- Exploring the Interplay between Early Warning Systems' Usefulness and Basel III Regulation.- Does Only Volume Matter? A Stress-test for the Adequacy of International Currency Reserves for Russia.- Regulatory Measures Against Systemic Risk in Banking Sector: The Evidence for the Republic of Belarus.- Real Effects of Financial Shocks in Russia.- Part V: Estimating and Managing Financial Risks: Actual Trends in Emerging Capital Markets.- Innovation in Developing Countries Risk Estimation and Management.- Dynamic Fractal Asset Pricing Model for Financial Risk Evaluation.- Network Effects in Retail Payments Market: Evidence From Individuals.- Conclusion: Instruments of Financial Sustainability in Emerging Markets.
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Belarus;Finance;Banking;Capital Management;Financial Services