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Sweden; Financial Sector Assessment Program Update: Technical Note on Contingent Claims Analysis Approach to Measure Risk and Stress Test the Swedish Banking Sector
International Monetary Fund (IMF); International … - 2011
This paper describes the application of contingent claims analysis (CCA) and systemic CCA to the top four commercial banks in Sweden. The balance sheet stress tests for four major banks were complemented with tests based on the CCA framework, a risk-adjusted balance sheet relating bank asset...
Persistent link: https://www.econbiz.de/10011245016
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Singapore; Selected Issues
International Monetary Fund (IMF); International … - 2008
This Selected Issues paper assesses the stability of Singapore’s banking system in a regional context. It proposes a novel methodology for gauging domestic financial stability. The paper assesses the impact of fiscal measures on macroeconomic activity, and analyzes the effects of monetary...
Persistent link: https://www.econbiz.de/10011245672
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Adding Latin America to the Global Projection Model
International Monetary Fund (IMF); International … - 2009
This is the fourth of a series of papers that are being written as part of a larger project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit to which economists have access for studying both own-country and cross-country linkages. In...
Persistent link: https://www.econbiz.de/10004999967
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Investment; Specific Technology Shocks and International Business Cycles: An Empirical Assessment
International Monetary Fund (IMF); International … - 2010
real business cycle model and show that a thoughtful calibration of them along the lines of Raffo (2009) successfully …
Persistent link: https://www.econbiz.de/10008671290
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Fat Tails and their (Un)Happy Endings; Correlation Bias and its Implications for Systemic Risk and Prudential Regulation
International Monetary Fund (IMF); International … - 2011
The correlation bias refers to the fact that claim subordination in the capital structure of the firm influences claim holders’ preferred degree of asset correlation in portfolios held by the firm. Using the copula capital structure model, it is shown that the correlation bias shifts...
Persistent link: https://www.econbiz.de/10009019569
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Elasticity Optimism
International Monetary Fund (IMF); International … - 2009
data. This imposes homogeneous elasticities across goods, and the calibration is only valid under this assumption. If …
Persistent link: https://www.econbiz.de/10008561068
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Cape Verde; Statistical Appendix
International Monetary Fund (IMF); International … - 2006
The report provides the IMF's projections and estimates of Cape Verde on selected economic and financial indicators, 2001–05; social and demographic indicators, 2001–04; consumer prices; gross domestic product sources and uses of resources; gross domestic product by industry at current...
Persistent link: https://www.econbiz.de/10011244151
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Kenya; Selected Issues and Statistical Appendix
International Monetary Fund (IMF); International … - 2009
Like most Sub-Saharan African countries, Kenya’s economic growth appears to have been primarily driven by factor accumulation. The Selected Issues paper and Statistical Appendix for Kenya examines economic developments and policies. During the last two decades, Kenya has been plagued by...
Persistent link: https://www.econbiz.de/10011244155
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Uganda; Report on the Observance of Standards and Codes: Data Module, Response by the Authorities, and Detailed Assessment Using the Data Quality Assessment Framework
International Monetary Fund (IMF); International … - 2006
€™s macroeconomic statistics against the recommendations of the General Data Dissemination System (GDDS) complemented by an assessment … statistics (GFS), and balance of payments (BOP). It also provides an overview of the dissemination practices compared with the …
Persistent link: https://www.econbiz.de/10011244214
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Eastern Caribbean Central Bank; Report on Observance of Standards and Codes: Data Module, Response by the Authorities, and Detailed Assessment Using the Data Quality Assessment Fra...
International Monetary Fund (IMF); International … - 2007
This report focuses on the Monetary Statistics Component of the Regional Data Module Report on the Observance of … reported data. However, the ECCB’s responsibility for compiling and disseminating monetary statistics to the public is not … clearly specified in the law. Regarding resources, the number of staff allocated to the compilation of monetary statistics is …
Persistent link: https://www.econbiz.de/10011244232