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Assessment of Financial Stability Reports-Sveriges Riksbank

Author

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  • Supreena Narayanan

    (Stockholm School of Economics)

  • Rashmi Dalvi

    (Stockholm School of Economics)

Abstract

This paper analyses the financial stability report of Sveriges Riksbank, and is organized as follows: • The first section deals with understanding the mechanism of financial stability, transparency in relation to financial stability and bank failure. • The second section deals with a case study on issues related to the assessment of financial stability of the Bank of England. • In the third section is included a research summary of the financial stability reports of Sveriges Riksbank. • The fourth and final section includes a conclusion of the research efforts pertaining to financial stability assessment and the Sveriges Riksbank stability reports.

Suggested Citation

  • Supreena Narayanan & Rashmi Dalvi, 2005. "Assessment of Financial Stability Reports-Sveriges Riksbank," Finance 0501012, EconWPA.
  • Handle: RePEc:wpa:wuwpfi:0501012 Note: Type of Document - doc; pages: 23
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    References listed on IDEAS

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    2. Eduardo Schwartz & James E. Smith, 2000. "Short-Term Variations and Long-Term Dynamics in Commodity Prices," Management Science, INFORMS, vol. 46(7), pages 893-911, July.
    3. Darrell Duffie & Jun Pan & Kenneth Singleton, 2000. "Transform Analysis and Asset Pricing for Affine Jump-Diffusions," Econometrica, Econometric Society, vol. 68(6), pages 1343-1376, November.
    4. Alvaro Escribano & J. Ignacio Peña & Pablo Villaplana, 2011. "Modelling Electricity Prices: International Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(5), pages 622-650, October.
    5. Schwartz, Eduardo S, 1997. " The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging," Journal of Finance, American Finance Association, vol. 52(3), pages 923-973, July.
    6. Ball, Clifford A. & Torous, Walter N., 1983. "A Simplified Jump Process for Common Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 18(01), pages 53-65, March.
    7. Fred Espen Benth & Lars Ekeland & Ragnar Hauge & BjøRn Fredrik Nielsen, 2003. "A note on arbitrage-free pricing of forward contracts in energy markets," Applied Mathematical Finance, Taylor & Francis Journals, vol. 10(4), pages 325-336.
    8. Ball, Clifford A & Torous, Walter N, 1985. " On Jumps in Common Stock Prices and Their Impact on Call Option Pricing," Journal of Finance, American Finance Association, vol. 40(1), pages 155-173, March.
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    JEL classification:

    • G - Financial Economics

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