Financial Stability Report

2002 - 2024

Current editor(s): Markus Schwaiger, Birgit Niessner, Vanessa Redak and Martin Schuerz

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

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

Stress Tests for the Austrian FSAP Update 2007: Methodology, Scenarios and Results pp. 68-92: Michael Boss, Gerhard Fenz, Gerald Krenn, Johannes Pann, Claus Puhr, Thomas Scheiber, Stefan Schmitz, Martin Schneider and Eva Ubl
Systemically Important Accounts, Network Topology and Contagion in ARTIS pp. 93-111: Michael Boss, Gerald Krenn, Valentina Metz, Claus Puhr and Stefan Schmitz
Is Current Capital Regulation Based on Conservative Risk Assessment? pp. 112-118: 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: Sandor Gardo, Antje Hildebrandt and Zoltan Walko

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

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

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

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

Payment Institutions – Potential Implications of the New Category of Payment Service Providers for the Austrian Financial Market pp. 64-73: Ulrike Elsenhuber and Benedict Schimka
The Exposure of Austrian Banks to Hedge Funds: Survey Results and Regulatory Aspects pp. 74-82: Eleonora Endlich, Markus Schwaiger and Gabriele Stöffler
Capital Market-Oriented Financing Prospects for Austrian SMEs pp. 83-94: Michael Halling and Josef Zechner

The Consistency of Self-Declared Hedge Fund Styles — A Return-Based Analysis with Self-Organizing Maps pp. 64-76: Ramin Baghai-Wadj, Rami El-Berry, Stefan Klocker and Markus Schwaiger
Institutional Determinants of Equity Financing in Austria pp. 77-92: Werner Dirschmid and Walter Waschiczek
Demographic Developments, Funded Pension Provision and Financial Stability pp. 93-109: Stefan Schmitz
The Croatian Banking System pp. 110-126: Thomas Reininger and Zoltan Walko

Credit and Deposit Interest Rate Margins in Four New EU Member States pp. 60-76: Thomas Reininger
Banking Efficiency in Central and Eastern Europe pp. 77-91: Stefania P.S. Rossi, Markus Schwaiger and Gerhard Winkler
Supervision of Financial Conglomerates pp. 107-113: Gabriele Stöffler

New Approaches to Banking Analysis in Austria pp. 56-63: Jürgen Bauer and Evelyn Hayden
Innovative Credit Risk Transfer Instruments and Financial Stability in Austria pp. 64-76: Vanessa Redak and Eleonora Weiss
An Empirical Analysis of the Network Structure of the Austrian Interbank Market pp. 77-87: Michael Boss, Helmut Elsinger, Martin Summer and Stefan Thurner
The Transformation of the Romanian Financial and Banking Sector pp. 88-100: Stephan Barisitz

Systemic Risk Factors in the Insurance Industry and Methods for Risk Assessment pp. 62-74: Gerald Krenn and Mario Oschischnig
The Third Quantitative Impact Study (Basel II) pp. 74-85: Alexander Tscherteu
Cultural Risk and Risk Culture: Operational Risk after Basel I pp. 86-97: Roman Buchelt and Stefan Unteregger

Basel II, Procyclicality and Credit Growth - First Conclusions from QIS 3 pp. 56-69: Vanessa Redak and Alexander Tscherteu
Calibration of Rating Systems - A First Analysis pp. 70-81: Luise Breinlinger, Evgenia Glogova and Andreas Höger
Overview of Austrian Banks Internal Credit Rating Systems pp. 82-95: Doris Datschetzky, Dagmar Straka and Sabine Wukovits
Credit Derivatives - Overview and Implications for Monetary Policy and Financial Stability pp. 96-111: Martin Scheicher

Macroeconomic Stress Testing: Preliminary Evidence for Austria pp. 58-74: Harvir Kalirai and Martin Scheicher
A New Approach to Assessing the Risk of Interbank Loans pp. 75-86: Helmut Elsinger, Alfred Lehar and Martin Summer
Determinants of Initial Public Offerings - A European Time-Series Cross-Section Analysis pp. 87-106: Luise Breinlinger and Evgenia Glogova

The profitability of Austrian banks’ subsidiaries in Croatia, Hungary and Romania and how the financial crisis affected their business models pp. 58-71: Stefan Kavan and Florian Martin