Search results

There are 11 search results.
November 15, 2012

Two-dimensional Fourier cosine series expansion method for pricing financial options

In financial markets, traders deal in assets and options. There exist many types of options and the best-known are the European call and put option.

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June 6, 2012

When is debt sustainable?

This CPB Discussion Paper proposes indicators to assess government debt sustainability. Sustainable government finances can be achieved via three main channels: fiscal responses, economic growth and financial repression.

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May 30, 2012

CPB Financial Stability Report

The Dutch House of Representatives has requested CPB and DNB to prepare a joint report on international and national macro-economic developments and their relation to the developments in the financial sector.

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April 20, 2012

Inside Liquidity in Competitive Markets

In CPB Discussion Paper 209 we study incentives of financial intermediaries to reserve liquidity given that they can rely on the interbank market for their liquidity needs.

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April 18, 2012

Second opinion on Lombard Street Research's report 'The Netherlands and the euro'

At the request of the Lower House of the Dutch Parliament, CPB Netherlands Bureau for Economic Policy Analysis (CPB) conducted a second-opinion survey on the report ‘The Netherlands & The Euro’ by Lombard Street Research.

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February 27, 2012

What Awareness? Consumer Perception of Bank Risk and Deposit Insurance

This paper provides unique survey evidence on consumer awareness about deposit insurance and on consumer perception of the stability of small and systemic banks.

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February 15, 2012

Competition for traders and risk

The financial crisis has been attributed partly to perverse incentives for traders at banks and has led policy makers to propose regulation of banks' remuneration packages.

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February 9, 2012

Currency derivatives and the disconnection between exchange rate volatility and international trade

The availability of currency futures can explain the relatively small impact of exchange rate volatility on trade.

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January 31, 2012

A Financial Market Model for the US and the Netherlands

CPB Background Document, accompanying CPB Memo 'Generatie-effecten Pensioenakkoord' (30 may 2012, in Dutch).

January 24, 2012

Financial transaction tax: review and assessment

This paper reviews and assesses the Financial Transaction Ttax (FTT).

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