Financial Stability Report

2002 - 2025

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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2009, issue 18

Recent Developments in the Austrian Banking System's Liquidity Situation and the International Regulatory Debate pp. 59-66

Stefan Schmitz and Florian Weidenholzer

Investor Commitment Tested by Deep Crisis: Banking Development in Ukraine pp. 67-75

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

Gernot Ebner and Eva Ubl

Quantifying the Cyclicality of Regulatory Capital – First Evidence from Austria pp. 93-103

Stefan Kerbl and Michael Sigmund

2009, issue 17

A Review of the Impact of the Crisis on Austria’s Financial Sector pp. 54-62

Martin Schürz, Markus Schwaiger and Julia Übeleis

EU Bank Packages: Objectives and Potential Conflicts of Objectives pp. 63-84

Michaela Posch, Stefan Schmitz and Beat Weber

Modeling Credit Risk through the Austrian Business Cycle: An Update of the OeNB Model pp. 85-101

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

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

Stephan Barisitz, Gernot Ebner, Mathias Lahnsteiner and Johannes Pann

2008, issue 16

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

2008, issue 15

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

2007, issue 14

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

2007, issue 13

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

2006, issue 12

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

2006, issue 11

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

2005, issue 10

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

2005, issue 9

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

2004, issue 8

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

2004, issue 7

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

2003, issue 6

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

2003, issue 5

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