financial stability report - Banka Qendrore e Republikës së Kosovës

financial stability report - Banka Qendrore e Republikës së Kosovës financial stability report - Banka Qendrore e Republikës së Kosovës

15.04.2015 Views

Number 3 Financial Stability Report FSB, IMF, BIS (2009) Guidance to Assess the Systemic Importance of Financial Institutions, Markets and Instruments: Initial Considerations, Report to G20 Finance Ministers and Governors, October FSB, IMF, BIS (2009): Guidance to Assess the Systemic Importance of Financial Institutions, Markets and Instruments: Initial Considerations, Financial Stability Board, International Monetary Fund and Bank for International Settlements, Report to G20 Finance Ministers and Governors, October 2009. Hellman, T., Murdock, K., and Stiglitz, J. (2000), Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough?, American Economic Review, Vol. 90: 147-165. Iazzetta, C. and Mana, M. (2009) The Topology of Interbank Market: Developments in Italy since 1990 Banca d’Italia Eurosistema Working Paper No. 711 International Monetary Fund (2009e), CESE Bank Loss Projections and Stress-Test Exercise, notë e papublikuar. International Monetary Fund (2012): World Economic Outlook, WOE Database; International Monetary Fund (2012): World Economic Outlook, WOE Report; International Monetary Fund: Fiscal Monitor – Addressing Fiscal Challenges to Reduce Fiscal Risks, October 2012. International Monetary Fund: Global Financial Stability Report, October 2011; Jayaratne, J. and Strahan, P. (1998), Entry Restrictions, Industry Evolution and Dynamic Efficiency: Evidence from Commercial Banking, Journal of Law and Economics, Vol. 41: 239- 274. Keeley, M. (1990), Deposit Insurance, Risk, and Market Power in Banking, The American Economic Review, Vol. 80: 1183-1200. Komarkova, Z., Gersl, A. and Komarek, L. (2011) Models for Stress Testing Czech Banks´ Liquidity Risk Czech National Bank Working Paper Series No.11 Manove, M., Padilla, A., and Pagano, M. (2001), Collateral vs. Project Screening: A Model of Lazy Banks, CSEF Working Papers, No. 10. Marquez, R. (2002), Competition, Adverse Selection, and Information Dispersion in the Banking Industry, The Review of Financial Studies, Vol. 15: 901-926. Ministria e Financave (2012): Raporti gjashtëmujor i të hyrave dhe shpenzimeve; Moore, M. and Zhou, C. (2012) Identifying Systemically Important Financial Institutions: Size and Other Determinants Netherlands Central Bank Working Papers No. 347, Research Department Morina and Toçi (2007). Cost of Intermediation in the Kosovo Banking Sector, CBAK Bulletin NLB Group: Annual reports (2011, 2010, 2009, 2008). Nova Ljubljanska Banka d.d., Slovenia. NLB Group: Semi-annual report 2012. Nova Ljubljanska Banka d.d., Slovenia. No. 5, Central Banking Authority of Kosovo, Prishtinë: CBAK. Panzar, C. and Rosse, J. (1987), Testing for ‘Monopoly’ Equilibrium, Journal of Industrial Economics, Vol. 35: 443-456. 112 |

Financial Stability Report Number 3 ProCredit Holding: Annual reports (2011, 2010, 2009, 2008). ProCredit Holding AG & Co. KGaA, Germany. ProCredit Holding: Condensed Consolidated Interim Financial Statements Quarter 2/2012. ProCredit Holding AG & Co. KGaA, Germany. Raiffeisen Bank International: Annual report 2011. Raiffeisen Bank International AG, Austria. Raiffeisen Bank International: Semi-Annual Financial Report as of 30 June 2012. Raiffeisen Bank International AG, Austria. Repullo, R. (2003), Capital Requirements, Market Power and Risk-Taking in Banking, CEPR Discussion Papers, No. 3721. Salas, V. and Saurina, J. (2003), Deregulation, Market Power and Risk Behaviour in Spanish Banks, European Economic Review, Vol. 47: 1061-1075. Schaeck, K. and Čihák, M. (2007), Banking Competition and Capital Ratios, IMF Working Paper, WP/07/216. Schaeck, K., Čihák, M., and Wolfe, S. (2006), Are more Competitive Banking Systems more Stable?, IMF Working Paper, WP/06/143. Schwaab, B., Koopman, B. and Lucas, A. (2011) Systemic Risk Diagnostics Coincident Indicators and Early Warning Signals ECB Working Paper Series No. 1327 Slovik, P. (2010) Systematically Important Banks and Capital Regulations Challenges OECD Economics Department Working Papers No. 916 Tarashev, N., Borio, C. and Tsatsaronis, K. (2010) Attributing systemic risk to individual institutions BIS Working Papers No. 308 Thomson, J. (2009) On Systemically Important Financial Institutions and Progressive Systemic Mitigation Policy Discussion Papers No. 27 Federal Reserve Bank of Cleveland Upper, C. (2010) Simulation methods to assess the danger of contagion in interbank markets BIS Financial Stability Weistroffer, C. (2011) Identifying Systemically Important Financial Institutions (SIFIs) Deutsche Bank research Working Papers Working Papers, August | 113

Financial Stability Report<br />

Number 3<br />

ProCredit Holding: Annual <strong>report</strong>s (2011, 2010, 2009, 2008). ProCredit Holding AG & Co.<br />

KGaA, Germany.<br />

ProCredit Holding: Condensed Consolidated Interim Financial Statements Quarter 2/2012.<br />

ProCredit Holding AG & Co. KGaA, Germany.<br />

Raiffeisen Bank International: Annual <strong>report</strong> 2011. Raiffeisen Bank International AG, Austria.<br />

Raiffeisen Bank International: Semi-Annual Financial Report as of 30 June 2012. Raiffeisen<br />

Bank International AG, Austria.<br />

Repullo, R. (2003), Capital Requirements, Market Power and Risk-Taking in Banking, CEPR<br />

Discussion Papers, No. 3721.<br />

Salas, V. and Saurina, J. (2003), Deregulation, Market Power and Risk Behaviour in Spanish<br />

Banks, European Economic Review, Vol. 47: 1061-1075.<br />

Schaeck, K. and Čihák, M. (2007), Banking Competition and Capital Ratios, IMF Working<br />

Paper, WP/07/216.<br />

Schaeck, K., Čihák, M., and Wolfe, S. (2006), Are more Competitive Banking Systems more<br />

Stable?, IMF Working Paper, WP/06/143.<br />

Schwaab, B., Koopman, B. and Lucas, A. (2011) Systemic Risk Diagnostics Coincident<br />

Indicators and Early Warning Signals ECB Working Paper Series No. 1327<br />

Slovik, P. (2010) Systematically Important Banks and Capital Regulations Challenges OECD<br />

Economics Department Working Papers No. 916<br />

Tarashev, N., Borio, C. and Tsatsaronis, K. (2010) Attributing systemic risk to individual<br />

institutions BIS Working Papers No. 308<br />

Thomson, J. (2009) On Systemically Important Financial Institutions and Progressive Systemic<br />

Mitigation Policy Discussion Papers No. 27 Federal Reserve Bank of Cleveland<br />

Upper, C. (2010) Simulation methods to assess the danger of contagion in interbank markets<br />

BIS Financial Stability<br />

Weistroffer, C. (2011) Identifying Systemically Important Financial Institutions (SIFIs) Deutsche<br />

Bank research Working Papers Working Papers, August<br />

| 113

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