Blar i Staff Memo på emneord "JEL: G21"

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    • Credit, House Prices, and Risk Taking by Banks in Norway 

      Karapetyan, Artashes (Staff Memo;13/2011, Working paper, 2011)
      Motivated by alternative explanations of the financial crisis (e.g., Acharya and Richardson, 2010; Taylor, 2007), I study, first, repercussions between house price growth and household credit growth in Norway, and second, ...

    • A macroprudential contagion stress test framework 

      Bjørland, Christian; Kockerols, Thore (Staff Memo;4/2020, Working paper, 2020)
      We develop a macroprudential contagion stress test framework to examine how a network of Norwegian banks can amplify a shock to bank capital at the macro level. The framework looks at how fire sales of common asset holdings ...

    • Norwegian Overnight Interbank Interest Rates 

      Akram, Q. Farooq; Christophersen, Casper (Staff Memo;1/2011, Working paper, 2011)
      This paper addresses the lack of reliable information about overnight interest rates in the Norwegian interbank market. We infer actual interest rates from interbank transactions recorded in the real-time gross settlement ...

    • Optimal variable bank capital requirements 

      Alstadheim, Ragna (Staff Memo;9/2021, Working paper, 2021)
      The purpose of the “counter-cyclical capital buffer” (buffer) is to dampen procyclicality in the financial system, absorb capital losses and prevent a credit crunch during recessions. In this paper, a stylized analytical ...

    • 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, ...