Financial Stability Report

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Postal: Oesterreichische Nationalbank, Documentation Management and Communications Services, Otto-Wagner Platz 3, A-1090 Vienna, Austria
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To be notified about new items in this series: The journal is also available in German as "Finanzmarktstabilitaetsbericht". See the OeNB's homepage for further details. Opinions expressed by the authors do not necessarily reflect the official viewpoint of the OeNB. (see also NEP)
Pricing information: Free subject to availability
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For technical questions regarding this series, please contact (Stefan W. Schmitz)
Series handle: repec:onb:oenbfs

• 63-84 EU Bank Packages: Objectives and Potential Conflicts of Objectives
  by Michaela Posch & Stefan W. Schmitz & Beat Weber [Downloadable!]
• 85-101 Modeling Credit Risk through the Austrian Business Cycle: An Update of the OeNB Model
  by Michael Boss & Martin Fenz & Johannes Pann & Claus Puhr & Martin Schneider & Eva Ubl [Downloadable!]
• 102-122 Direct Cross-Border Lending by Austrian Banks to Eastern Europe
  by Claus Puhr & Markus Schwaiger & Michael Sigmund [Downloadable!]
• 123-142 Banking and Financial Stability in Russia and the Euro Area amid International Financial Market Turbulences
  by Stephan Barisitz & Gernot Ebner & Mathias Lahnsteiner & Johannes Pann [Downloadable!]

• 76-95 The Refinancing Structure of Banks in Selected CESEE Countries
  by Zoltan Walko [Downloadable!]
• 96-107 ICAAP Implementation in Austria’s Major Banks
  by Elisabeth Woschnagg [Downloadable!]
• 108-121 The Austrian Carry Trade: What Are the Characteristics of Households Borrowing in Foreign Currency?
  by Christian Beer & Steven Ongena & Marcel Peter [Downloadable!]
• 122-134 An Analysis of Credit to the Household Sector in Austria
  by Friedrich Fritzer & Lukas Reiss [Downloadable!]
• 135-148 Corporate Governance and Credit Institutions
  by Birgit Sauerzopf [Downloadable!]

• 68-92 Stress Tests for the Austrian FSAP Update 2007: Methodology, Scenarios and Results
  by Michael Boss & Gerhard Fenz & Gerald Krenn & Johannes Pann & Claus Puhr & Thomas Scheiber & Stefan W. Schmitz & Martin Schneider & Eva Ubl [Downloadable!]
• 93-111 Systemically Important Accounts, Network Topology and Contagion in ARTIS
  by Michael Boss & Gerald Krenn & Valentina Metz & Claus Puhr & Stefan W. Schmitz [Downloadable!]
• 112-118 Is Current Capital Regulation Based on Conservative Risk Assessment?
  by Thomas Breuer & Martin Jandacka & Klaus Rheinberger & Martin Summer [Downloadable!]
• 119-140 Walking the Tightrope: A First Glance on the Impact of the Recent Global Financial Market Turbulence on Central, Eastern and Southeastern Europe
  by Sandor Gardo & Antje Hildebrandt & Zoltan Walko [Downloadable!]

• 68-84 Determinants of Bank Interest Margins in Central and Eastern Europe
  by Markus S. Schwaiger & David Liebeg [Downloadable!]
• 85-103 Banking in Belarus – On a Trajectory of its Own?
  by Stephan Barisitz [Downloadable!]
• 104-116 Indicators for Analyzing the Risk Exposure of Enterprises and Households
  by Christian Beer & Walter Waschiczek [Downloadable!]
• 117-125 Quantitative Validation of Rating Models for Low Default Portfolios through Benchmarking
  by Markus Ricke & Georg von Pföstl [Downloadable!]

• 68-82 Banking Efficiency and Foreign Ownership in Transition: Is There Evidence of a Cream-Skimming Effect?
  by Jaroslav Borovicka [Downloadable!]
• 83-97 The Concept of Capital within the Framework of Basel II
  by Georg von Pföstl [Downloadable!]
• 98-114 Demographic Change, Bank Strategy and Financial Stability
  by Stefan W. Schmitz [Downloadable!]
• 115-134 Stress Testing the Exposure of Austrian Banks in Central and Eastern Europe
  by Michael Boss & Gerald Krenn & Claus Puhr & Markus S. Schwaiger [Downloadable!]

• 64-78 Booming, but Risky: The Ukrainian Banking Sector - Hot Spot for Foreign Strategic Investors
  by Stefan Barisitz [Downloadable!]
• 79-91 Modeling Dependent Credit Risks for Application to Off-Site Banking Supervision
  by Evgenia Glogova & Richard Warnung [Downloadable!]
• 92-103 Austrian Banks’ Lending and Loan Pricing Strategies against the Background of Basel II
  by Johannes Jäger & Vanessa Redak [Downloadable!]
• 104-116 Determinants of the Interest Rate Margins of Austrian Banks
  by David Liebeg & Markus S. Schwaiger [Downloadable!]

• 66-82 Main Features of Recent Banking Sector Developments in Selected Southeastern European Countries A Cross-Country Perspective
  by Peter Backé & Thomas Reininger & Zoltan Walko [Downloadable!]
• 83-95 Systemic Risk Monitor: A Model for Systemic Risk Analysis and Stress Testing of Banking Systems
  by Michael Boss & Gerald Krenn & Claus Puhr & Martin Summer [Downloadable!]
• 96-113 Operational Risk and Contagion in the Austrian Large-Value Payment System ARTIS
  by Stefan W. Schmitz & Claus Puhr & Hannes Moshammer & Ulrike Elsenhuber [Downloadable!]

• 64-73 Payment Institutions - Potential Implications of the New Category of Payment Service Providers for the Austrian Financial Market
  by Ulrike Elsenhuber & Benedict Schimka [Downloadable!]
• 74-82 The Exposure of Austrian Banks to Hedge Funds: Survey Results and Regulatory Aspects
  by Eleonora Endlich & Markus S. Schwaiger & Gabriele Stöffler [Downloadable!]
• 83-94 Capital Market-Oriented Financing Prospects for Austrian SMEs
  by Michael Halling & Alexander Stomper & Josef Zechner [Downloadable!]

• 64-76 The Consistency of Self-Declared Hedge Fund Styles — A Return-Based Analysis with Self-Organizing Maps
  by Ramin Baghai-Wadj & Rami El-Berry & Stefan Klocker & Markus Schwaiger [Downloadable!]
• 77-92 Institutional Determinants of Equity Financing in Austria
  by Werner Dirschmid & Walter Waschiczek [Downloadable!]
• 93-109 Demographic Developments, Funded Pension Provision and Financial Stability
  by Stefan W. Schmitz [Downloadable!]
• 110-126 The Croatian Banking System
  by Thomas Reininger & Zoltan Walko [Downloadable!]

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This page was last updated on 2009-11-5.