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Economic Review 2002:4 article 2 The IRB approach in the Basel Committee´s proposal for new capital adequacy rules: some simulation-based illustration

202 kB -

The Internal Ratings Based (IRB) approach for determining banks’ capital adequacy is one of the cornerstones of the Basel Committee’s proposed revision of the Basel Accord for banking regulation. This article presents the ideas behind the IRB...

Nyberg: Prices and Costs in the Swedish Payment Market

25/01/2005 -

Prices and Costs in the Swedish Payment Market...

Economic commentaries: Understanding Productivity Growth

04/02/2009 -

Economic commentaries: Understanding Productivity Growth...

Swedish portfolio holdings 2003

17/12/2004 -

Swedish portfolio holdings 2003...

Memo 7 – Consequences of an increased loan-to-value ratio

1264 kB -

PM SVERIGES RIKSBANK SE-103 37 Stockholm (Brunkebergstorg 11) Tel +46 8 787 00 00 Fax +46 8 21 05 31 registratorn@riksbank.se www.riksbank.se DATE: 27 January 2014 AUTHOR: Lisa Marklund DNR [Diarienummer] 1 [14] Memorandum 7 – Consequences of an...

Economic commentary: Why haven't companies raised their prices?

24/09/2014 -

The survey confirms the Riksbank's earlier theory: That companies have experienced difficulty in passing on their higher costs to consumers and that their…...

Smaller, lighter and nickel-free - why we are replacing our coins

30/11/2016 -

The new 1, 2 and 5-krona coins that we began issuing on 3 October are smaller and lighter, which makes handling coins more efficient. The new 2-krona coin…...

‘Big Data’: a panacea or chimera for economic policy?

2692 kB -

Advanced Analytics at the Bank of England Presentation to the Riksbank conference on Big Data: Building Strategies for Central Banks in Light of the Data Revolution 9 September 2015 Outline • Why are we interested? • What are we interested in? –...

Response by Swedish authorities to the Consultation by the Commission services on Credit Rating Agencies (CRAs)

166 kB -

Ministry of Finance Financial Markets Department Dnr: Fi2015/04660/FMA/B Banking Dnr: 15-13707 Financial Stability Department Dnr: 2015-00579 European Commission DG Financial Stability Financial Services and Capital Markets Union Unit D1 Bank...

Speculation, trading and bubbles

335 kB -

Speculation, trading and bubbles Jose´ A. Scheinkman Introduction Stylized Facts Model Remark on leverage Additional evidence References Speculation, trading and bubbles Jose´ A. Scheinkman∗ ∗Columbia University and NBER Sveriges Riksbank,...