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Risk Exposures and Financial Spillovers in Tranquil and Crisis Times; Bank-Level Evidence
Poirson, Hélène; Schmittmann, Jochen M. - International Monetary Fund (IMF) - 2013
For a sample of 83 financial institutions during 2003–2011, this paper attempts to answer three questions: first, what is the evolution of banks’ stock price exposure to country-level and global risk factors as approximated by equity indices; second, which bank-specific characteristics...
Persistent link: https://www.econbiz.de/10011242342
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Financial Crises in DSGE Models: A Prototype Model
Benes, Jaromir; Kumhof, Michael; Laxton, Douglas - International Monetary Fund (IMF) - 2014
This paper presents the theoretical structure of MAPMOD, a new IMF model designed to study vulnerabilities associated with excessive credit expansions, and to support macroprudential policy analysis. In MAPMOD, bank loans create purchasing power that facilitates adjustments in the real economy....
Persistent link: https://www.econbiz.de/10010790398
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Financial Crises in DSGE Models: Selected Applications of MAPMOD
Benes, Jaromir; Kumhof, Michael; Laxton, Douglas - International Monetary Fund (IMF) - 2014
This paper, together with a technical companion paper, presents MAPMOD, a new IMF model designed to study vulnerabilities associated with excessive credit expansions, and to support macroprudential policy analysis. In MAPMOD, bank loans create purchasing power that facilitates adjustments in the...
Persistent link: https://www.econbiz.de/10010790408
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A Global Projection Model for Euro Area Large Economies
Jakab, Zoltan; Lukyantsau, Pavel; Wang, Shengzu - International Monetary Fund (IMF) - 2015
The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. This paper creates a special version of GPM that includes the four largest Euro Area (EA) countries. The EA countries are more vulnerable to domestic and external demand shocks because...
Persistent link: https://www.econbiz.de/10011242224
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France; 2013 Article IV Consultation
International Monetary Fund (IMF); International … - 2013
This 2013 Article IV Consultation highlights that in a context of weakening economic conditions in Europe and sizeable fiscal consolidation and domestic policy uncertainty, the French economy flat lined in 2012. However, recent improvements in economic indicators support the expectation of a...
Persistent link: https://www.econbiz.de/10011242471
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France; Financial Sector Assessment Program—Detailed Assessment of Observance of CPSS/IOSCO Recommendations for Securities Settlement Systems and for Central Counterparties
International Monetary Fund (IMF); International … - 2013
This paper discusses key findings of the Detailed Assessment of LCH.Clearnet SA Observance of the Committee on Payment and Settlement Systems/International Organization of Securities Commission (CPSS–IOSCO) Recommendations for Central Counterparties. The findings reveal that LCH.Clearnet...
Persistent link: https://www.econbiz.de/10011242948
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France; Financial Sector Assessment Program—Technical Note on Stress Testing the Banking Sector
International Monetary Fund (IMF); International … - 2013
This technical note discusses key findings of the Stress Testing of the Banking Sector for France. Stress testing …
Persistent link: https://www.econbiz.de/10011243151
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France; Financial System Stability Assessment
International Monetary Fund (IMF); International … - 2012
This Financial System Stability Assessment on France discusses the French financial system and the restructuring of …
Persistent link: https://www.econbiz.de/10011243534
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France; Selected Issues Paper
International Monetary Fund (IMF); International … - 2013
This Selected Issues paper examines external developments and competitiveness in France. Over the past decade, the … France lost ground in goods trade and services recorded just a slight increase in global market shares. The slight …
Persistent link: https://www.econbiz.de/10011244236
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France; 2012 Article IV Consultation
International Monetary Fund (IMF); International … - 2012
The 2012 Article IV Consultation with France discusses the financial and economic conditions of the country. Although … France weathered the 2008 financial and subsequent euro area crises relatively well compared with other advanced countries …, its recovery has been sluggish. France has become a less open economy and reported a steady loss of export market share …
Persistent link: https://www.econbiz.de/10011244581