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GRA · Capital Markets Nexus

مالی فضاییجایی که سرمایه به مخاطره، مواجهه و گذار برمی‌خورد

اقتصاد مالی برای بازارهای سرمایه

Financial economics explains how prices, risk premia and balance sheets turn shocks into market moves. In capital markets it is used to decompose yields and spreads, to model how leverage and margin amplify selling, and to trace how stress in one asset class reaches others, with each estimate’s assumptions and label stated.

ثبت پرس‌وجو Back to STEM foundation of Capital Markets Nexus
01ثبت‌خانه

Financial economics for capital markets on the record.

Method recordSTEM method
  1. روشاقتصاد مالی و مالیهٔ کلان
  3. Applied inCapital Markets Nexus
  4. داده4 inputs
  6. Canonical pageSTEM Commons
02درخواست

What financial economics and macro-finance does here.

Financial economics and macro-finance study how asset prices, credit and financial institutions interact with the real economy. They explain how shocks are amplified or absorbed through balance sheets and markets. In capital markets and investment and financial stability, financial economics traces how physical, health or cyber shocks transmit to credit, sovereign debt and markets. It informs macroprudential policy and the pricing of risk. The canonical description is on STEM Commons.

Yield curve and spread decomposition

Government yields are split into expected short rates and term premia with affine term structure models, and credit spreads into expected loss and risk premia, so a repricing can be read by its source.

Leverage and fire-sale channels

Balance sheet models trace how a price fall raises margins and haircuts, forces sales by leveraged holders and pushes prices further, with the behavioural assumptions written down.

Market-based systemic risk measures

Measures such as conditional value at risk and marginal expected shortfall describe which institutions contribute most to system-wide stress, reported as estimates with their sample periods.

03مواجهه، زیان و سرمایه

What financial economics for capital markets means for exposure, loss and capital.

نماهای مواجهه، زیان، سناریو و سرمایه که یک مدیر ریسک، ناظر یا وزارت دارایی می‌پرسد، همراه با چارچوب‌هایی که بر پایهٔ آن‌ها گزارش می‌دهد. ساختارها از رویهٔ نظارتی و اکچوئری پیروی می‌کنند. مقادیر توضیحی است: هرگز قیمت، رتبه یا توصیه نیست.

نشانگرهای سرمایه، توانگری و مالی دولت

The indicators a risk officer, supervisor or ministry of finance reads first on financial economics for capital markets.

نشانگرواحدچه کسی آن را می‌خواندچارچوب
نسبت CET1% از دارایی‌های موزون به ریسکبانک‌ها، ناظرانچارچوب بازل
نسبت پوشش نقدینگی% از جریان‌های خروجی تحت تنشبانک‌ها، بانک‌های مرکزیچارچوب بازل
نسبت توانگری% از الزام سرمایهٔ توانگریبیمه‌گران، ناظراناصول اصلی بیمهٔ IAIS
نسبت ترکیبی% از حق‌بیمهٔ شناسایی‌شدهبیمه‌گرانرویهٔ اکچوئری
شکاف حمایتسهم بیمه‌نشدهٔ زیان اقتصادیبیمه‌گران، وزارتخانه‌های داراییآمار زیان‌های منتشرشده
بدهی عمومی% از تولید ناخالص داخلیوزارتخانه‌های دارایی، IMFچارچوب پایداری بدهی
نیازهای ناخالص تأمین مالی% از تولید ناخالص داخلی در سالوزارتخانه‌های دارایی، سرمایه‌گذارانچارچوب پایداری بدهی
Source: the frameworks named in each row. Indicator names, units and frameworks only; values belong to each institution’s own reporting and are never shown here.
سناریوهای اقلیمی NGFS · شبکهٔ سبزسازی نظام مالیIFRS S2 افشاهای مرتبط با اقلیم · ISSBتوصیه‌های TCFD · هیئت ثبات مالی TCFDاصول مدیریت مؤثر ریسک‌های مالی مرتبط با اقلیم · کمیتهٔ بازل برای نظارت بانکی
04داده

What the method consumes.

Datasets and records used by financial economics and macro-finance on this platform, with the role each plays and the label its values carry. Sources are listed in the source register.

دادهنقشبرچسب
Government bond yields and swap ratesYield curve and term premium estimationمشاهده‌شده
Corporate bond prices and spreadsCredit spread decompositionمشاهده‌شده
Financial accounts by sectorSector balance sheets and leverageآمارهای منتشرشده
Equity returns of financial institutionsMarket-based ریسک سامانه‌ای measuresمشاهده‌شده
05فرایند

نحوهٔ اجرای فرایند.

Process explorer · Process

Financial economics for capital markets: PRISMA 2020 review reporting

10 steps4 مرحله

فرایند

Financial economics for capital markets: PRISMA 2020 review reporting

PRISMA 2020 is a reporting guideline for systematic reviews; the steps follow its checklist, not a mandated sequence, and no Nexus document adopts it.

  1. 01 Plan

    1. 01Registration and protocolRecord · The review teamThe guideline asks for registration details, access to the protocol and any amendments.
    2. 02Eligibility criteriaRecord · The review teamThe guideline asks for the inclusion and exclusion criteria and how studies were grouped.

  2. 02 Find and select

    1. 03Search: sources and strategiesStep · The review teamThe guideline asks for the information sources and the full search strategies. It does not fix which sources are used.
    2. 04Selection of studiesStep · The review teamThe guideline asks how studies were judged eligible, including how many reviewers screened. It does not fix the number of reviewers.
    3. 05Flow diagramسابقهThe flow diagram shows the number of records found, the number of studies included and the reasons for exclusion.

  3. 03 Analyse

    1. 06Data collectionStep · The review teamThe guideline asks how data were collected from reports and which data items were sought.
    2. 07Risk of biasStep · The review teamThe guideline asks for the methods and tools used to assess risk of bias.
    3. 08SynthesisModel · The review teamThe guideline asks for the effect measures and the synthesis methods. It does not prescribe meta-analysis.
    4. 09قطعیت شواهدStep · The review teamThe guideline asks for the methods used to assess certainty, and reports the result per outcome. It does not name a grading scale.

  4. 04 Report

    1. 10Review reportسابقهThe guideline helps authors report why the review was done, what they did and what they found.

گزارش‌هاOutline of an externally published reporting guideline, not a Nexus process and not a record of operation. PRISMA 2020 mainly covers reviews of intervention effects. No Nexus page names it. Every programme is at service level R0.

06اعتبارسنجی

How results are checked.

Models are back-tested against historical market episodes and crises. Results are compared with supervisory data and alternative specifications.

بررسیHow it is done
Out-of-sample stress testingModels are fitted on one period and tested on stress episodes not used in estimation
Specification comparisonTerm premium and spread decompositions are compared across model specifications and the range is reported
Reconciliation with supervisory dataMarket-based estimates are compared with published supervisory aggregates where they exist

Relationships estimated in calm periods may break down in stress. Hidden leverage and interconnections are often unobserved.

07Connections

Topics that rely on this method.

08تولیت

Who maintains the method.

ثبات مالی stewards financial economics and macro-finance for the Consortium and reviews how it is applied across platforms.

Canonical page: Financial economics and macro-finance

09متصل

جایی که این صفحه در سراسر کنسرسیوم به آن می‌رسد.

10پرسش‌ها

پرسش و پاسخ.

What are the limits of financial economics and macro-finance in this field?
Relationships estimated in calm periods may break down in stress. Hidden leverage and interconnections are often unobserved.
How are results checked?
Models are back-tested against historical market episodes and crises. Results are compared with supervisory data and alternative specifications.
Are the values on this page real?
The data names, roles and checks are real descriptions of practice. The canvas shows a design of the method’s use, not a run; no result is reported here.
Where else is this method applied?
رصدخانهٔ canonical method page lists every platform that applies it.
گزارش‌هامشارکت

از این صفحه شواهد مشارکت دهید.

Reports is the Consortium’s quarterly publication. What you know about this subject can become evidence, a case or a correction in the next edition, credited to you and published under CC BY 4.0 where it is your own work.

⁨Global Risks Alliance⁩Capital Markets Nexusریسک و تاب‌آوری بخشی جهانیسناریو و آزمون تنش

هرگز داده شخصی، جزئیات حساس زیرساخت یا چیزی را که حق اشتراکش را ندارید نفرستید. هر مشارکت پیش از استفاده داوری می‌شود؛ ارسال آن حق مؤلفی یا ویرایشی نمی‌دهد و حمایت مالی هرگز یافته‌ای را نمی‌خرد.

Capital Markets Nexus

یک پرسش دربارهٔ مواجهه یا سرمایه را نزد اتحاد مطرح کنید.

اطلاعات و درخواست‌ها امروز باز است. هر درخواست یک شمارهٔ پیگیری می‌گیرد و گام بعدی را مشخص می‌کند؛ درخواست‌های عضویت، پرداخت‌ها، تخصیص رایانش و ثبت‌نام‌ها تنها زمانی باز می‌شوند که تیم، شرایط و ظرفیت داوری آن‌ها فراهم باشد.

یک آزمایش آمادگی پیشنهاد دهید دیدن همهٔ مسیرهای تماس
حقوقی

نقشه‌ها، داده‌ها و ارقام این سایت برای زمینه و اطلاعات عمومی نشان داده می‌شوند. توصیه، پیش‌بینی یا هشدار نیستند؛ حدود این اطلاعات در سلب مسئولیت‌ها و اعلامیه‌های داده بیان شده است.