Browsing Norges Banks vitenarkiv by Author "Syed, Haseeb"
Now showing items 1-6 of 6
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A Model for Predicting Aggregated Corporate Credit Risk
Nordal, Kjell Bjørn; Syed, Haseeb (Journal article, 2010)For many financial institutions credit risk, and in particular credit risk on loans to corporate borrowers, is the major source of risk. Good estimates of credit risk are important both for pricing individual loans and ... -
A Model for Predicting Aggregated Corporate Credit Risk
Nordal, Kjell Bjørn; Syed, Haseeb (Journal article, 2010)We present a model linking macroeconomic variables directly to an aggregate measure of credit risk in selected industries. The model is an alternative to an approach where firm-specific credit risk is predicted and then ... -
Det norske markedet for statspapirer og obligasjoner med fortrinnsrett i lys av nye krav til bankenes likviditetsbuffer
Syed, Haseeb (Aktuell Kommentar;7/2010, Others, 2010)I denne kommentaren ser vi nærmere på norske bankers investeringsalternativer for å oppfylle forslag til nye internasjonale krav til likviditetsbuffer. Endelige anbefalinger om likviditetskrav fra Basel-komiteen ventes i ... -
Markeder for norske bankers langsiktige finansiering – betydningen av endringer i markedsforhold og regelverk
Syed, Haseeb (Journal article, 2011)Norske banker finansierer seg i større grad enn tidligere i markedene. Obligasjonsmarkedene i Norge og utlandet er viktige finansieringskilder for bankene. Sammensetningen av bankenes markedsfinansiering påvirkes av endringer ... -
Markets for Norwegian Banks’ Long-Term Funding – Implications of Changes in Market Conditions and the Regulatory Framework
Syed, Haseeb (Journal article, 2011)Norwegian banks rely on market funding to a further extent than they did previously. Bond markets in Norway and abroad are important sources of bank funding. The composition of banks’ wholesale funding is affected by changes ... -
The Norwegian Market for Government Securities and Covered Bonds in View of New Liquidity Buffer Requirements for Banks
Syed, Haseeb (Economic Commentaries;7/2010, Others, 2010)In this commentary we look more closely at Norwegian banks’ investment alternatives for meeting proposed new international liquidity buffer requirements. The Basel Committee’s final recommendations for liquidity standards ...