Browsing Staff Memo by Author "Syversten, Bjørne Dyre H."
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A Cobweb Model of Financial Stability in Norway
Dahl, Geir Arne; Kloster, Thea Birkeland; Larsen, Unni; Rakkestad, Ketil Johan; Reisvaag, Rebekka; Syversten, Bjørne Dyre H.; Træe, Cathrine Bolstad (Staff Memo;15/2011, Working paper, 2011)The Staff Memo presents a cobweb model of financial stability in Norway. The model is a technical tool that incorporates both vulnerabilities in the banking sector and external risks to the banking sector. Thus, the model ... -
Bankmodellen og stresstesten i rapport om Finansiell stabilitet 2015
Syversten, Bjørne Dyre H.; Johansen, Rønnaug Melle; Lind, Øyvind Andreas; Solheim, Haakon; Stefano, Nicolas (Staff Memo;5/2015, Working paper, 2015)Norges Bank bruker stresstester til å undersøke mulige konsekvenser for bankene av alvorlige økonomiske forstyrrelser. Fra og med rapport om Finansiell stabilitet 2013 har stresstestene vært basert på et nytt modellapparat. ... -
Stress Testing the Enterprise Sector's Bank Debt - a Micro Approach
Bernhardsen, Eivind; Syversten, Bjørne Dyre H. (Staff Memo;5/2008, Working paper, 2008)This paper describes Norges Bank’s micro stress testing framework for assessing the Norwegian banking sector’s losses on loans to the non-financial enterprise sector. Using projected macro variables and a stock-flow approach, ...