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On 1 April the Riksbank offers new SEK loans, maturity 84 days, against commercial paper
25/03/2009 -On 1 April the Riksbank offers new SEK loans, maturity 84 days, against commercial paper...
MPR 2007:2
514 kB -MPR 2007:2 070620 Figure 1. Repo rate with uncertainty bands Per cent, quarterly averages Source: The Riksbank Figure 2. GDP with uncertainty bands Annual percentage change Sources: Statistics Sweden and the Riksbank Figure 3. CPI with...
No. 162. Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?
01/04/2004 -by Tor Jacobson, Jesper Lindé and Kasper Roszbach Abstract: The new Basel II regulation contains a number of new regulatory features. Most importantly,…...
tobitroszbach.dvi
1622 kB -SVERIGES RIKSBANK WORKING PAPER SERIES 154 Bank Lending Policy, Credit Scoring and the Survival of Loans Kasper Roszbach NOVEMBER 2003 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm Fax...
The Swedish Money Market Risk Premium – Experiences from, Economic Review 2009:3
743 kB -E C O N O M I C R E V I E W 3 / 2 0 0 9 n The Swedish Money Market Risk Premium – Experiences from the Crisis By AlBinA SoultAnAevA And MAriA StröMqviSt Albina Soultanaeva is studying for a PhD in economics at Umeå University. She works in the...
Economic Review 2002:2 article 2 Inter-bank exposures and systemic risk
139 kB -Systemic risk is the primary reason for public interest in the financial sector. Al- though an essential part of the public interest, little has been done to assess the risk of contagion in banking systems. Since June the Riksbank have the...
No. 175. The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis
01/12/2004 -by Mattias Villani and Rolf LarssonAbstract: The multivariate split normal distribution extends the usual multivariatenormal distribution by a set of parameters…...
swp0000.dvi
1506 kB -SVERIGES RIKSBANK WORKING PAPER SERIES 157 Indicator Accuracy and Monetary Policy: Is Ignorance Bliss? Kristoffer P. Nimark DECEMBER 2003 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm Fax...
No. 161. The Effects of Permanent Technology Shocks on Labor Productivity and Hours in the RBC model
01/04/2004 -by Jesper Lindé Abstract: Recent work on the effects of permanent technology shocks argue that the basic RBC model cannot account for a negative correlation…...
No. 173. Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets
01/12/2004 -by Meredith BeecheyAbstract: Asymmetric information between the central bank and bond markets creates an inference problem that affects the behaviour of…...