 | The Financial Performance and Macrofinancial Implications of Large State-Owned Enterprises in Sub-Saharan Africa Author/Editor: Torsten Wezel, Naly Carvalho. Release Date:March, 2022 Using a newly-compiled dataset of state-owned enterprises in Sub-Saharan Africa, we present aggregate information about profitability, liquidity and leverage. We find that 40 percent of the close to more...
| Price: $5.00
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 | Stress Testing in Sub-Saharan Africa : Practices, Communications, and Capacity Development Author/Editor: Mindaugas Leika, Hector Perez-Saiz, Olga Ilinichna Stankova, Torsten Wezel. Release Date:May, 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, and that the number of individual stress more...
| Price: $20.00
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| Conceptual Issues in Calibrating the Basel III Countercyclical Capital Buffer Author/Editor: Torsten Wezel. Release Date:May, 2019 This paper discusses issues in calibrating the countercyclical capital buffer (CCB) based on a sample of EU countries. It argues that the main indicator for buffer decisions under the Basel III more...
| Price: $18.00
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| Assessing Liquidity Buffers in the Panamanian Banking Sector Author/Editor: Andras Komaromi, Metodij Hadzi-Vaskov, Torsten Wezel. Release Date:October, 2016 This paper assesses the resilience of Panamanian banks to (i) a very severe short-term, and
(ii) a significant long-lasting liquidity shock scenario. Short-term liquidity buffers are
more...
| Price: $18.00
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| Dynamic Loan Loss Provisioning : Simulations on Effectiveness and Guide to Implementation Author/Editor: Torsten Wezel, Jorge A. Chan-Lau, Francesco Columba. Release Date:May, 2012 This simulation-based paper investigates the impact of different methods of dynamic provisioning on bank soundness and shows that this increasingly popular macroprudential tool can smooth more...
| Price: $18.00
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| Dynamic Loan Loss Provisions in Uruguay : Properties, Shock Absorption Capacity and Simulations Using Alternative Formulas Author/Editor: Torsten Wezel. Release Date:May, 2010 This paper assesses the merits of countercyclical loan loss provisioning in Uruguay. Using a stress test methodology, it quantifies the protection against macroeconomic shocks provided by the stock more...
| Price: $18.00
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| Bank Efficiency amid Foreign Entry : Evidence from the Central American Region Author/Editor: Torsten Wezel. Release Date:April, 2010 This paper investigates the efficiency of domestic and foreign banks in the Central American region during 2002-07. Using two main empirical approaches, Data Envelopment Analysis and Stochastic more...
| Price: $18.00
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| Modernizing Bank Regulation in Support of Financial Deepening : The Case of Uruguay Author/Editor: Torsten Wezel, Mario Mansilla, Gustavo Adler. Release Date:September, 2009 This paper studies how Uruguay's regulatory framework was gradually strengthened to address shortcomings identified during the 2002-03 crisis, to align with international standards and, more more...
| Price: $18.00
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