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How we view risk and uncertainty – prospect theory
10/04/2024 -How we view risk and uncertainty – prospect theory An important part of behavioural economics is how we view risk and uncertainty. In a 1979 article, Daniel Kahneman, together with Amos Tversky, launched the so-called prospect theory, which...
Behind the trend in long-term interest rates...
23/04/2024 -Behind the trend in long-term interest rates... One of the more prominent macroeconomic trends in recent decades has been the prolonged negative trend in nominal and real interest rates (see Figure 1).[3] The real interest rate is approximately...
The effects of the asset purchases
04/07/2022 -The effects of the asset purchases The Riksbank, like several other central banks, has made purchases of securities to be able to conduct a more expansionary monetary policy in a situation where the policy rate is close to its effective lower...
Scenario for results and capital
04/07/2022 -Scenario for results and capital The Riksbank's financial results, and ultimately its equity, are thus affected by the composition of the balance sheet and the pricing of interest rates and exchange rates on the market. It is important to...
Why is liquidity risk regulated?
09/05/2022 -Why is liquidity risk regulated? According to the Basel Committee, it is the liquidity risk in internationally active banks that should be regulated.[4] See inter alia Basel Committee on Banking Supervision (2013). Note that the Basel...
Introduction
09/05/2022 -Introduction Turbulence on financial markets can make banks reluctant to assume counterparty risk and hence avoid lending to each other. This can lead to a liquidity shortage at one or several banks, which might then find it difficult to meet...
The Riksbank’s bank balance sheet has grown
04/07/2022 -The Riksbank’s bank balance sheet has grown Since the financial crisis in 2008-2009, many central banks have kept their policy rates close to or even just below zero to stimulate the economy and inflation. As further reductions in the policy...
Appendix – Assumptions in the scenario
04/07/2022 -Appendix – Assumptions in the scenario In the scenario, it is assumed that Swedish government bond rates are compatible with the expected policy rate (according to the so-called expectations hypothesis) and that maturity premiums are in line...
Summary
09/05/2022 -Summary In this study, we show that the banks optimise their liquidity position at the points in time on which the international liquidity metrics LCR and NSFR are focused. At other times, the banks demonstrate higher liquidity risks. To...
Could the banks cope with large deposit outflows? Assessment according to a new liquidity metric
09/05/2022 -Could the banks cope with large deposit outflows? Assessment according to a new liquidity metric...