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Financial Stability Report

2005 - 2012

Edited by Andreas Ittner, Doris Ritzberger-Gruenwald, Michael Wuerz and Martin Schuerz

from Oesterreichische Nationalbank (Austrian Central Bank)
P.O. Box 61, A-1011 Vienna, Austria.
Contact information at EDIRC.
Series data maintained by Stefan W. Schmitz ().

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2012, issue 23

Ukrainian Banks Face Heightened Uncertainty and Challenges pp. 50-57 Downloads
Stephan Barisitz, Ulrich Gunter and Mathias Lahnsteiner
Risk Buffer Profiles of Foreign Currency Mortgage Holders pp. 58-71 Downloads
Nicolás Albacete, Pirmin Fessler and Martin Schürz
Intra-Group Cross-Border Credit and Roll-Over Risks in CESEE – Evidence from Austrian Banks pp. 72-87 Downloads
Markus Hameter, Mathias Lahnsteiner and Ursula Vogel

2011, issue 22

Detecting Financial Stability Vulnerabilities in Due Time: Can Simple Indicators Identify a Complex Issue? pp. 59-71 Downloads
Benjamin Neudorfer, Michael Sigmund and Alexander Trachta
What Drives Aggregate Credit Risk? pp. 72-87 Downloads
Stefan Kerbl and Michael Sigmund
The Austrian Insurance Industry in CESEE: Risks and Opportunities from a Financial Stability Point of View pp. 88-106 Downloads
Teresa Bianchi, Raimund Korherr, Gernot Ebner and Eva Ubl
Bank Supervision and Resolution: National and International Challenges pp. 107-111 Downloads
Martin Summer

2011, issue 21

The Road to Basel III – Quantitative Impact Study, the Basel III Framework and Implementation in the EU pp. 58-61 Downloads
Anastasia Gromova-Schneider and Caroline Niziolek
Macroprudential Regulation and Supervision: From the Identification of Systemic Risks to Policy Measures pp. 62-78 Downloads
David Liebeg and Michaela Posch
Preserving Macrofinancial Stability in Serbia: Past Legacies, Present Dilemmas and Future Challenges pp. 79-104 Downloads
Sándor Gardó

2010, issue 20

Foreign Currency Lending in Central, Eastern and Southeastern Europe: The Case of Austrian Banks pp. 56-76 Downloads
Johannes Pann, Reinhardt Seliger and Julia Übeleis
Russian Banks on the Route of Fragile Recovery pp. 77-85 Downloads
Stephan Barisitz and Mathias Lahnsteiner
The Economic Impact of Measures Aimed at Strengthening Bank Resilience – Estimates for Austria pp. 86-114 Downloads
Emanuel Kopp, Christian Ragacs and Stefan W. Schmitz
The Economics of Bank Insolvency, Restructuring and Recapitalization pp. 115-122 Downloads
Helmut Elsinger and Martin Summer

2010, issue 19

From Stormy Expansion to Riding out the Storm: Banking Development in Kazakhstan pp. 62-71 Downloads
Stephan Barisitz and Mathias Lahnsteiner
Stress Testing Austrian Households pp. 72-91 Downloads
Nicolás Albacete and Pirmin Fessler
Effects of the Payment Services Act on the Austrian Financial Market pp. 92-104 Downloads
Barbara Freitag and Benedict Schimka
Assessing the Relevance of Austrian Investment Companies and Mutual Funds for Financial Stability pp. 105-119 Downloads
Stefan Kavan, Günther Sedlacek, Reinhardt Seliger and Eva Ubl

2009, issue 18

Recent Developments in the Austrian Banking System's Liquidity Situation and the International Regulatory Debate pp. 59-66 Downloads
Stefan W. Schmitz and Florian Weidenholzer
Investor Commitment Tested by Deep Crisis: Banking Development in Ukraine pp. 67-75 Downloads
Stephan Barisitz and Mathias Lahnsteiner
The Austrian Insurance Industry from a Financial Stability Perspective: an Analysis of the Period from 2002 to 2008 pp. 76-92 Downloads
Gernot Ebner and Eva Ubl
Quantifying the Cyclicality of Regulatory Capital – First Evidence from Austria pp. 93-103 Downloads
Stefan Kerbl and Michael Sigmund

2009, issue 17

EU Bank Packages: Objectives and Potential Conflicts of Objectives pp. 63-84 Downloads
Michaela Posch, Stefan W. Schmitz and Beat Weber
Modeling Credit Risk through the Austrian Business Cycle: An Update of the OeNB Model pp. 85-101 Downloads
Michael Boss, Martin Fenz, Johannes Pann, Claus Puhr, Martin Schneider and Eva Ubl
Direct Cross-Border Lending by Austrian Banks to Eastern Europe pp. 102-122 Downloads
Claus Puhr, Markus Schwaiger and Michael Sigmund
Banking and Financial Stability in Russia and the Euro Area amid International Financial Market Turbulences pp. 123-142 Downloads
Stephan Barisitz, Gernot Ebner, Mathias Lahnsteiner and Johannes Pann

2008, issue 16

The Refinancing Structure of Banks in Selected CESEE Countries pp. 76-95 Downloads
Zoltan Walko
ICAAP Implementation in Austria’s Major Banks pp. 96-107 Downloads
Elisabeth Woschnagg
The Austrian Carry Trade: What Are the Characteristics of Households Borrowing in Foreign Currency? pp. 108-121 Downloads
Christian Beer, Steven Ongena and Marcel Peter
An Analysis of Credit to the Household Sector in Austria pp. 122-134 Downloads
Friedrich Fritzer and Lukas Reiss
Corporate Governance and Credit Institutions pp. 135-148 Downloads
Birgit Sauerzopf

2008, issue 15

Stress Tests for the Austrian FSAP Update 2007: Methodology, Scenarios and Results pp. 68-92 Downloads
Michael Boss, Gerhard Fenz, Gerald Krenn, Johannes Pann, Claus Puhr, Thomas Scheiber, Stefan W. Schmitz, Martin Schneider and Eva Ubl
Systemically Important Accounts, Network Topology and Contagion in ARTIS pp. 93-111 Downloads
Michael Boss, Gerald Krenn, Valentina Metz, Claus Puhr and Stefan W. Schmitz
Is Current Capital Regulation Based on Conservative Risk Assessment? pp. 112-118 Downloads
Thomas Breuer, Martin Jandacka, Klaus Rheinberger and Martin Summer
Walking the Tightrope: A First Glance on the Impact of the Recent Global Financial Market Turbulence on Central, Eastern and Southeastern Europe pp. 119-140 Downloads
Sandor Gardo, Antje Hildebrandt and Zoltan Walko

2007, issue 14

Determinants of Bank Interest Margins in Central and Eastern Europe pp. 68-84 Downloads
Markus S. Schwaiger and David Liebeg
Banking in Belarus – On a Trajectory of its Own? pp. 85-103 Downloads
Stephan Barisitz
Indicators for Analyzing the Risk Exposure of Enterprises and Households pp. 104-116 Downloads
Christian Beer and Walter Waschiczek
Quantitative Validation of Rating Models for Low Default Portfolios through Benchmarking pp. 117-125 Downloads
Markus Ricke and Georg von Pföstl

2007, issue 13

Banking Efficiency and Foreign Ownership in Transition: Is There Evidence of a Cream-Skimming Effect? pp. 68-82 Downloads
Jaroslav Borovička
The Concept of Capital within the Framework of Basel II pp. 83-97 Downloads
Georg von Pföstl
Demographic Change, Bank Strategy and Financial Stability pp. 98-114 Downloads
Stefan W. Schmitz
Stress Testing the Exposure of Austrian Banks in Central and Eastern Europe pp. 115-134 Downloads
Michael Boss, Gerald Krenn, Claus Puhr and Markus S. Schwaiger

2006, issue 12

Booming, but Risky: The Ukrainian Banking Sector - Hot Spot for Foreign Strategic Investors pp. 64-78 Downloads
Stefan Barisitz
Modeling Dependent Credit Risks for Application to Off-Site Banking Supervision pp. 79-91 Downloads
Evgenia Glogova and Richard Warnung
Austrian Banks’ Lending and Loan Pricing Strategies against the Background of Basel II pp. 92-103 Downloads
Johannes Jäger and Vanessa Redak
Determinants of the Interest Rate Margins of Austrian Banks pp. 104-116 Downloads
David Liebeg and Markus S. Schwaiger

2006, issue 11

Main Features of Recent Banking Sector Developments in Selected Southeastern European Countries A Cross-Country Perspective pp. 66-82 Downloads
Peter Backé, Thomas Reininger and Zoltan Walko
Systemic Risk Monitor: A Model for Systemic Risk Analysis and Stress Testing of Banking Systems pp. 83-95 Downloads
Michael Boss, Gerald Krenn, Claus Puhr and Martin Summer
Operational Risk and Contagion in the Austrian Large-Value Payment System ARTIS pp. 96-113 Downloads
Stefan W. Schmitz, Claus Puhr, Hannes Moshammer and Ulrike Elsenhuber
Page updated 2013-05-21