Blar i Norges Banks vitenarkiv på tittel
Viser treff 2260-2279 av 2795
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Risiko og vekst i finansnæringa
(Others, 2005) -
Risikoen ved bankenes utenlandsopplåning
(Journal article, 2000)Bankenes valutagjeld til utlandet har økt kraftig fra 1995. En tilsvarende vekst fant sted midt på 1980-tallet. I forhold til bankenes samlede utlån er utenlandsfinansieringen mindre nå enn den gang. Som midt på 1980- ... -
Risikoforholdene i det norske oppgjørssystemet 1995 -2000
(Journal article, 2000)I de senere år har det internasjonalt vært et sterkt fokus på risikoen i betalingssystemet, og de fleste land har satt i verk tiltak for å redusere denne risikoen. I denne artikkelen gjør vi rede for hovedtrekkene i Norges ... -
Risikopåslag på bankenes langsiktige innlån
(Staff Memo;1/2014, Working paper, 2014)Banksektoren finansierer en stor del av sin balanse med innlån fra markedet. Slike innlån består av innskudd og innlån fra andre kredittinstitusjoner og Norges Bank, utstedelse av banksertifikater og bankobligasjoner, og ... -
Risikopåslagene i Nibor og andre lands interbankrenter
(Staff Memo;20/2012, Working paper, 2012)Interbankrenter som Libor, Euribor, Stibor og Nibor spiller en viktig rolle som referanserenter i en rekke låneavtaler og for ulike typer derivater. Interbankrentene skal uttrykke prisen på et usikret utlån fra en bank til ... -
Risikopremien på norske kroner
(Staff Memo;3/2010, Working paper, 2010)I analysen av valutakursen kan størrelsen på risikopremien gi nyttig informasjon. Risikopremien på kroner uttrykker forventet meravkastning ved å plassere i kroner fremfor andre valutaer. Valutakursen drives av rentedifferansen ... -
Risikopremier i det norske rentemarkedet
(Journal article, 2005)Renteforventninger anslås ofte ved å se på terminrenter. Inneholder terminrentene risikopremier, vil det imidlertid bli et avvik fra de faktiske renteforventningene. I artikkelen vises det at terminrentene historisk har ... -
Rising Food Prices – a Driving Force Behind Inflation?
(Journal article, 2008)Global food prices have risen sharply since the beginning of 2007. In this article, we look at the factors behind the rise in food prices, both globally and in Norway. The increase in food prices in Norway, as measured in ... -
Risk and Efficiency in the Payment System
(Others, 1999) -
Risk and Growth in the Financial Industry
(Others, 2005) -
Risk and Return of Different Asset Allocations
(Discussion Note;2/2016, Others, 2016)In this note, we evaluate the risk and return characteristics of equities and government bonds, and discuss how the risk and return profile of a portfolio of these asset classes varies with the size of the equity allocation ... -
Risk in the Norwegian Settlement System
(Journal article, 2001)In recent years, there has been strong international focus on risk in the payment system and most countries have implemented measures to reduce this risk. In this article, we will discuss the main aspects of Norges Bank’s ... -
Risk Premiums in NIBOR and Other Countries’ Interbank Lending Rates
(Staff Memo;21/2012, Working paper, 2012)Interbank interest rates such as three‐ and six‐month LIBOR, EURIBOR, STIBOR and NIBOR play an important role as benchmark rates for a number of loan contracts and various types of derivatives. Interbank rates are intended ... -
Risk Taking in Selection Contests
(Working Papers;2/1999, Working paper, 1999)We study selection contests in which the strategic variable is degree of risk rather than amount of effort. The selection efficiency of such contests is examined. We show that the selection efficiency of a contest may be ... -
Risk-based pricing in competitive lending markets
(Working paper;19/2021, Working paper, 2021)We use unique data on banks' private risk assessments of corporate borrowers to quantify how competition among banks affect the risk sensitivity of interest rates in the Norwegian credit market. We show that an increase ... -
Risks and Rewards in Emerging Equity Markets
(Discussion note;6/2012, Others, 2012)We survey the literature on the risks and rewards in emerging equity markets. Drawing on theoretical and empirical arguments, we assess whether a long-term investor should have a strategic allocation to these markets that ... -
Risks and Rewards of Inflation-Linked Bonds
(Discussion note;10/2012, Others, 2012)Inflation-linked bonds are fixed-income securities whose principal and coupons are linked to price indices. They are designed to eliminate the risk of unexpected inflation to the holders of the bonds. In this discussion ... -
Robust-Satisficing Monetary Policy Under Parameter Uncertainty
(Working Papers;14/2007, Working paper, 2007)We employ the robust-satisficing approach to derive robust monetary policy when parameters of a macro model are uncertain. There is a trade-off between robustness of policies and their performance. Hence, under uncertainty, ... -
Robustifying Optimal Monetary Policy in Norway
(Staff Memo;17/2012, Working paper, 2012)Monetary policy is usually modelled as either simple rules or optimal policy. While the former are often seen as incomplete and unrealistic for practical policymaking, the latter can yield catastrophy should the policymaker ... -
Robustifying Optimal Monetary Policy Using Simple Rules as Cross-Checks
(Working Papers;22/2012, Working paper, 2012)There are two main approaches to modelling monetary policy; simple instrument rules and optimal policy. We propose an alternative that combines the two by extending the loss function with a term penalizing deviations from ...