Monte karlo parinkčių modelis


monte karlo parinkčių modelis

Banking stress scenarios for public debt projections ES leidiniai Leidinio metaduomenys The latest economic monte karlo parinkčių modelis financial crisis has shown how quickly vulnerabilities on the financial side of the economy can turn into a strong deterioration of monte karlo parinkčių modelis accounts, thus highlighting the importance to monitor fiscal risks arising outside the realm of public finances.

This is particularly the case for the building up of risks in the banking sector, due to its central role in financial Rodyti daugiau stability.

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In this spirit, this paper presents banking stress-test scenarios monte karlo parinkčių modelis public debt projections based on SYMBOL, a Monte Carlo micro-simulation model that allows obtaining losses from simulated bank defaults, using actual bank balance-sheet information.

The estimated bank losses are used to assess the size of the potential impact on government deficit and gross public debt that feed into a debt projection model, allowing drawing conclusions in terms of projected public debt dynamics.

The methodology for the stress tests proposed here has three major advantages.

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First, it allows distinguishing between simulated bank losses and bank recapitalisation needs particularly relevant in that public funds used to cover the monte karlo parinkčių modelis could be recouped later by selling the financial assets acquired. Secondly, through the use of bank-level balance-sheet data, country-specific features of national banking systems are accounted for, while remaining within a common conceptual framework.

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Thirdly, the approach allows reflecting in the designed stress tests the institutional changes bail-in, elements of Basel III, the resolution fund along the path leading to the full implementation of the banking union legislation. Results for a monte karlo parinkčių modelis group of EU countries are presented in the paper based on end bank balance-sheet data.

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