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1
eBook
“...The paper presents a framework to integrate liquidity and solvency stress tests. An empirical study based on European bond trading data finds that asset sales...”
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2
eBook
“...Household financial fragility has received considerable attention following the global financial crisis, but substantial gaps remain in the analytical...”
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3
eBook
by Mindaugas Leika Marco Gross Mr.Marco Gross Dimitrios Laliotis Pavel Lukyantsau Dimitrios Laliotis Mindaugas Leika Pavel Lukyantsa“...The objective of this paper is to present an integrated tool suite for IFRS 9- and CECL-compatible estimation in top-down solvency stress tests. The tool suite...”
03.07.2020
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5
eBook
by Mindaugas Leika Hector Perez-Saiz Torsten Wezel Ms.Olga Ilinichna Stankova Hector Perez-Saiz Olga Ilinichna Stankova Torsten Weze“...The paper finds that supervisory stress tests are conducted in more than half of sub-Saharan African countries, particularly in western and southern Africa,...”
11.05.2020
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6
Publication
“...The paper presents a framework to integrate liquidity and solvency stress tests. An empirical study based on European bond trading data finds that asset sales...”
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7
Paper
by Leika, Mindaugas Published in IMF working paper (2017)“...JEL Classification Numbers: C15, D31...”
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8
Publication
by Groß, Marco Published in IMF working paper (2020)“...The objective of this paper is to present an integrated tool suite for IFRS 9- and CECL-compatible estimation in top-down solvency stress tests. The tool suite...”
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9
Publication
by Leika, Mindaugas Published in Departmental Papers / Policy Papers (2020)“...The paper finds that supervisory stress tests are conducted in more than half of sub-Saharan African countries, particularly in western and southern Africa,...”
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10
Journal Article
by Leika, Mindaugas Published in Pinigų studijos (01.01.2008)“...For a long time financial stability has deserved special attention from central banks. A long history of financial crises confirms the importance of the...”
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11
Dissertation
“...Thesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management, 2013. Cataloged from PDF version of thesis. Includes bibliographical...”
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12
Journal Article
“...Dynamics of real estate prices in Central and Eastern European (CEE) countries attained much attention in the recent years. In this paper we try to evaluate...”
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