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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…...