TY - BOOK ID - 76812837 TI - Western Europe in transition: the impact of the opening up of Eastern Europe and the former Soviet Union: main papers, panel discussion AU - de Fontenay, Patrick AU - Gomel, Giorgio AU - Hochreiter, Eduard PY - 1995 SN - 1557755019 9781557755018 1475585470 1475557531 1299395201 PB - Rome Banca d'Italia DB - UniCat KW - 338.24 <4> KW - 338.24 <4-15> KW - CIS / Commonwealth Of Independant States - Gos - Cei KW - 338 (4) KW - 338.24 (4-11) KW - EEU / Central & Eastern Europe KW - EUR / Europe - Europa KW - AT / Austria - Oostenrijk - Autriche KW - CH / Switzerland - Zwitserland - Suisse KW - DE / Germany - Duitsland - Allemagne KW - IT / Italy - Italië - Italie KW - PT / Portugal KW - 382.51 KW - 338.313 KW - 330.52 KW - 331.32 KW - 380.23 KW - 337.4047 KW - 338.24 (4-11) Instrumenten van de economische politiek. Economische orde. Economisch politieke maatregelen. Stabilisering. Stimuleringsmaatregelen. Regulering. Financiele steunmaatregelen--Oost-Europa KW - Instrumenten van de economische politiek. Economische orde. Economisch politieke maatregelen. Stabilisering. Stimuleringsmaatregelen. Regulering. Financiele steunmaatregelen--Oost-Europa KW - 338 (4) Economische situatie. Economische structuur van bepaalde landen en gebieden. Economische geografie. Economische produktie.economische produkten. Economische diensten--Europa KW - Economische situatie. Economische structuur van bepaalde landen en gebieden. Economische geografie. Economische produktie.economische produkten. Economische diensten--Europa KW - 338.24 <4-15> Instrumenten van de economische politiek. Economische orde. Economisch politieke maatregelen. Stabilisering. Stimuleringsmaatregelen. Regulering. Financiele steunmaatregelen--West-Europa KW - Instrumenten van de economische politiek. Economische orde. Economisch politieke maatregelen. Stabilisering. Stimuleringsmaatregelen. Regulering. Financiele steunmaatregelen--West-Europa KW - 338.24 <4> Instrumenten van de economische politiek. Economische orde. Economisch politieke maatregelen. Stabilisering. Stimuleringsmaatregelen. Regulering. Financiele steunmaatregelen--Europa KW - Instrumenten van de economische politiek. Economische orde. Economisch politieke maatregelen. Stabilisering. Stimuleringsmaatregelen. Regulering. Financiele steunmaatregelen--Europa KW - Aard, belang en evolutie. Handelsbalans. J curve. KW - Kapitalisme. KW - Liberaal systeem. Neo-liberalisme. Theorie van de onderhandeling. KW - Structuur van de economie. KW - Vorming van internationale prijzen. Internationale gelijkheden en verschillen. Concurrentievermogen. KW - Europe KW - Europe, Eastern KW - Former Soviet republics KW - -CIS countries KW - Commonwealth of Independent States countries KW - Ex-Soviet republics KW - Ex-Soviet states KW - Former Soviet states KW - New Independent States (Former Soviet republics) KW - Newly Independent States (Former Soviet republics) KW - NIS (Former Soviet republics) KW - East Europe KW - Eastern Europe KW - Council of Europe countries KW - Eastern Hemisphere KW - Eurasia KW - Foreign economic relations KW - -Case studies KW - -Foreign economic relations KW - -Economic conditions. Economic development KW - Russia KW - Financial crises KW - Risk management KW - Insurance KW - Management KW - Crashes, Financial KW - Crises, Financial KW - Financial crashes KW - Financial panics KW - Panics (Finance) KW - Stock exchange crashes KW - Stock market panics KW - Crises KW - E-books KW - Aard, belang en evolutie. Handelsbalans. J curve KW - Kapitalisme KW - Liberaal systeem. Neo-liberalisme. Theorie van de onderhandeling KW - Structuur van de economie KW - Vorming van internationale prijzen. Internationale gelijkheden en verschillen. Concurrentievermogen KW - -Financial crises. KW - Risk management. KW - Systemic risk. KW - Economic conditions. Economic development KW - Financial crises. KW - -Eastern Hemisphere KW - CIS countries KW - -Financial crises KW - Congresses. KW - -338.24 <4> KW - Accounting KW - Exports and Imports KW - Finance: General KW - Financial Risk Management KW - Public Finance KW - Specific Distributions KW - Model Construction and Estimation KW - Financial Crises KW - Contingent Pricing KW - Futures Pricing KW - option pricing KW - Banks KW - Depository Institutions KW - Micro Finance Institutions KW - Mortgages KW - Financial Institutions and Services: Government Policy and Regulation KW - General Financial Markets: Government Policy and Regulation KW - Public Administration KW - Public Sector Accounting and Audits KW - International Lending and Debt Problems KW - International Financial Markets KW - Finance KW - Public finance & taxation KW - International economics KW - Financial reporting, financial statements KW - Systemic risk KW - Contingent liabilities KW - Debt default KW - Asset valuation KW - Financial statements KW - Financial sector policy and analysis KW - Public financial management (PFM) KW - External debt KW - Asset and liability management KW - Financial risk management KW - Fiscal policy KW - Debts, External KW - Asset-liability management KW - Finance, Public KW - United States KW - Option pricing KW - Soviet Union UR - https://www.unicat.be/uniCat?func=search&query=sysid:76812837 AB - The recent global financial crisis has forced a re-examination of risk transmission in the financial sector and how it affects financial stability. Current macroprudential policy and surveillance (MPS) efforts are aimed establishing a regulatory framework that helps mitigate the risk from systemic linkages with a view towards enhancing the resilience of the financial sector. This paper presents a forward-looking framework ("Systemic CCA") to measure systemic solvency risk based on market-implied expected losses of financial institutions with practical applications for the financial sector risk management and the system-wide capital assessment in top-down stress testing. The suggested approach uses advanced contingent claims analysis (CCA) to generate aggregate estimates of the joint default risk of multiple institutions as a conditional tail expectation using multivariate extreme value theory (EVT). In addition, the framework also helps quantify the individual contributions to systemic risk and contingent liabilities of the financial sector during times of stress. ER -