 | South Africa: The Financial Sector-Sovereign Nexus Author/Editor: Heiko Hesse, Ken Miyajima. Release Date:March, 2022 Globally, financial institutions have increased their holdings of domestic sovereign debt, tightening the linkage between the health of the financial system and the level of sovereign debt, or the more...
| Price: $5.00
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 | Essays on the Global Financial Crisis Author/Editor: Heiko Hesse. Release Date:December, 2016 The Global Financial Crisis has been a watershed event not only for many advanced economies but also emerging markets around the world. This book brings together research and policy work over the more...
| Price: $30.00
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| Is Banks' Home Bias Good or Bad for Public Debt Sustainability? Author/Editor: Tamon Asonuma, Said Bakhache, Heiko Hesse. Release Date:February, 2015 Motivated by the recent increase in domestic banks’ holdings of domestic sovereign debt(i.e., home bias) in the European periphery, this paper analyzes implications of banks’home bias for the more...
| Price: $18.00
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| How to Capture Macro-Financial Spillover Effects in Stress Tests? Author/Editor: Heiko Hesse, Ferhan Salman, Christian Schmieder. Release Date:June, 2014 One of the challenges of financial stability analysis and bank stress testing is how to establish scenarios with meaningful macro-financial linkages, i.e., taking into account spillover effects and more...
| Price: $18.00
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| Next Generation System-Wide Liquidity Stress Testing Author/Editor: Christian Schmieder, Heiko Hesse, Benjamin Neudorfer, Claus Puhr, Stefan W. Schmitz. Release Date:January, 2012 A framework to run system-wide, balance sheet data-based liquidity stress tests is presented. The liquidity framework includes three elements: (a) a module to simulate the impact of bank run more...
| Price: $18.00
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| Recent Credit Stagnation in the Mena Region : What to Expect? What Can Be Done? Author/Editor: Ralph Chami, Raphael A Espinoza, Adolfo Barajas, Heiko Hesse. Release Date:September, 2010 This paper examines the recent credit slowdown among Middle Eastern and North African (MENA) countries from three analytical angles. First, it finds that, similar to other regions and to its past more...
| Price: $18.00
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| Oil Prices and Bank Profitability : Evidence From Major Oil-Exporting Countries in the Middle East and North Africa Author/Editor: Heiko Hesse, Tigran Poghosyan. Release Date:October, 2009 This paper analyzes the relationship between oil price shocks and bank profitability. Using data on 145 banks in 11 oil-exporting MENA countries for 1994-2008, we test hypotheses of direct and more...
| Price: $18.00
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| Global Market Conditions and Systemic Risk Author/Editor: Brenda Gonzalez-Hermosillo, Heiko Hesse. Release Date:October, 2009 This paper examines several key global market conditions, such as a proxy for market uncertainty and measures of interbank funding stress, to assess financial volatility and the likelihood of crisis. more...
| Price: $18.00
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| Sovereign Wealth Funds and Financial Stability—An Event Study Analysis Author/Editor: Heiko Hesse, Tao Sun. Release Date:October, 2009 This paper examines financial stability issues that arise from the increased presence of sovereign wealth funds (SWFs) in global financial markets by assessing whether and how stock markets react to more...
| Price: $18.00
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| Lebanon-Determinants of Commercial Bank Deposits in a Regional Financial Center Author/Editor: Harald Finger, Heiko Hesse. Release Date:September, 2009 This paper empirically examines the demand for commercial bank deposits in Lebanon, a regional financial center. With Lebanon's high fiscal deficits financed largely by domestic commercial banks that more...
| Price: $18.00
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