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Systemic Risk Monitoring ("SysMo") Toolkit—A User Guide
Blancher, Nicolas R.; Mitra, Srobona; Morsy, Hanan; … - International Monetary Fund (IMF) - 2013
There has recently been a proliferation of new quantitative tools as part of various initiatives to improve the monitoring of systemic risk. The "SysMo" project takes stock of the current toolkit used at the IMF for this purpose. It offers detailed and practical guidance on the use of current...
Persistent link: https://www.econbiz.de/10011123862
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Credit Constraints, Productivity Shocks and Consumption Volatility in Emerging Economies
Bhattacharya, Rudrani; Patnaik, Ila - International Monetary Fund (IMF) - 2013
consumption volatility. Calibration of the model for pre and post financial reform in India provides support for the model's key …
Persistent link: https://www.econbiz.de/10010790416
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Foreign Investors Under Stress; Evidence from India
Patnaik, Ila; Shah, Ajay; Singh, Nirvikar - International Monetary Fund (IMF) - 2013
focused on tail events, which yields evidence on these questions. The results, for India, do not suggest that financial …
Persistent link: https://www.econbiz.de/10011242270