Financial stability Risks, Banks, and Financial Sector Policies
| Název práce v češtině: | Rizika pro finanční stabilitu, banky a hospodářská politika zaměřená na finanční sektor |
|---|---|
| Název v anglickém jazyce: | Financial stability Risks, Banks, and Financial Sector Policies |
| Klíčová slova anglicky: | financial stability, FX risk, dollarization, macroprudential policy, communication, |
| Akademický rok vypsání: | 2024/2025 |
| Typ práce: | disertační práce |
| Jazyk práce: | angličtina |
| Ústav: | Institut ekonomických studií (23-IES) |
| Vedoucí / školitel: | doc. PhDr. Adam Geršl, Ph.D. |
| Řešitel: | skrytý - zadáno a potvrzeno stud. odd. |
| Datum přihlášení: | 07.10.2024 |
| Datum zadání: | 07.10.2024 |
| Datum potvrzení stud. oddělením: | 07.10.2024 |
| Předběžná náplň práce v anglickém jazyce |
| This dissertation will consist of three papers and will concentrate mainly on exploration of behavioral patterns of financial market participants and macroprudential policy communication issues.
The first paper will focus on the bank behavior and risk appetite of banks towards FX lending in a partially dollarized economy. We plan to investigate thoroughly the behavioral patterns of the banks by examining micro-data-based credit migration matrices of Armenian banks during different episodes of crises and try to delve into the specifics of banks’ FX lending and its link with credit risk. The second paper will examine the effects of COVID-related forbearance measures in Armenia and their effects on banks and borrowers but within the pandemic as well as after it both in terms of credit defaults, new lending, and loan conditions. The third and last paper will focus on policy communication effectiveness. We plan to gather an extensive dataset of risk assessment and macroprudential policy communications from different countries and employ natural language processing algorithms and other advanced tools to analyze the effects on markets. |