IDEAS home Printed from https://ideas.repec.org/a/onb/oenbfs/y2007i14b3.html
   My bibliography  Save this article

Indicators for Analyzing the Risk Exposure of Enterprises and Households

Author

Listed:
  • Christian Beer

    (Vienna University of Economics and Business Administration)

  • Walter Waschiczek

    (Oesterreichische Nationalbank, Economic Analysis Division)

Abstract

This paper describes indicators that were developed to analyze the exposure of enterprises and households to financial risks. In this context, we distinguish three types of risk: interest rate risk, price risk and exchange rate risk. Our indicators measure risk exposure by the share of financial instruments exposed to these risks in the assets and liabilities of enterprises and households. Specific conceptual and technical problems arise when recording indirect investment via financial intermediaries. Statistics compiled by the Oesterreichische Nationalbank (OeNB) are used as the primary data basis. Although the indicators lack informative value at the micro level, they facilitate an analysis of corporate and household risk performance at the sectoral level.

Suggested Citation

  • Christian Beer & Walter Waschiczek, 2007. "Indicators for Analyzing the Risk Exposure of Enterprises and Households," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 14, pages 104-116.
    • Handle: RePEc:onb:oenbfs:y:2007:i:14:b:3
    as

    Download full text from publisher

    File URL: https://www.oenb.at/dam/jcr:f82dc309-b100-43c2-be9b-587c1e677cbb/fsr_14_special_topics_03_tcm16-76881.pdf
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Risk analysis; nonfinancial corporations; households; exposure indicators; financial stability;
    All these keywords.

    JEL classification:

    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • G30 - Financial Economics - - Corporate Finance and Governance - - - General

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:onb:oenbfs:y:2007:i:14:b:3. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Stefan W. Schmitz (email available below). General contact details of provider: https://edirc.repec.org/data/oenbbat.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.