Otto-Wagner-Platz 3, PO Box 61
Vienna,
1010 Vienna, A-1011
Austria
Oesterreichische Nationalbank (OeNB)
bank profitability, low interest rate environment, negative interest rate environment, net interest margin, panel econometrics, ARIMA models
systemic risk, financial stability, financial contagion
credit risk, unobserved component models, state space, Kalman filter, stress testing
Basel accord, procyclicality, business cycles