Browsing Economic and Management Sciences by Subject "Financial stability"
Now showing items 1-2 of 2
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A comprehensive stress testing model to evaluate systemic contagion and market illiquidity in banks
(2013)This dissertation presents a liquidity stress-testing model for evaluating liquidity and systemic risk in banks from developed and emerging economies respectively. The model further relies on simulations to generate ... -
Credit growth, asset prices and financial stability in South Africa : a policy perspective
(2013)The worldwide economic downturn and recession in the second half of 2008 were mainly the result of the crises that influenced the world‟s financial markets. After the financial crisis, the extended period of rapid credit ...