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A Framework for the Surveillance of Derivative Activities

Gutierrez, Eva - International Monetary Fund (IMF) - 2005

/or information collected by market participants for the purpose of their own risk management. The framework involves four pillars: (i … supervisory arrangements, (iii) assessing the risk mitigation infrastructure, and (iv) assessing the degree of market transparency …

Persistent link: https://www.econbiz.de/10005263815

The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions

Ong, Li L.; Chan-Lau, Jorge A. - International Monetary Fund (IMF) - 2006

The increasing ability to trade credit risk in financial markets has facilitated its dispersion across the financial … and other sectors. However, specific risks attached to credit risk transfer (CRT) instruments in a market with still …

Persistent link: https://www.econbiz.de/10005826449

Contingent Liabilities; Issues and Practice

Cebotari, Aliona - International Monetary Fund (IMF) - 2008

Contingent liabilities have gained prominence in the analysis of public finance. Indeed, history is full of episodes in which the financial position of the public sector is substantially altered-or its true nature uncovered-as a result of government bailouts of financial or nonfinancial...

Persistent link: https://www.econbiz.de/10005599325

Switzerland; Financial Sector Assessment Program: Technical Note: An Assessment of Insurance Core Principles for the Reinsurance Industry

International Monetary Fund (IMF); International … - 2007

This technical note discusses key findings of the assessment of Insurance Core Principles (ICP) for the reinsurance industry for Switzerland. It reveals that the Swiss reinsurance market is dominated by three large players with a strong international presence. The reinsurance industry comprises...

Persistent link: https://www.econbiz.de/10011244291

South Africa; Detailed Assessment of Observance on the International Association of Insurance Supervisors' Insurance Core Principles

International Monetary Fund (IMF); International … - 2010

Insurance regulation in South Africa is sound and takes a thorough approach to regulation, recognizes the scale and development of the market, and the need for effective market conduct as prudential regulation. There are particular challenges in improving standards of market conduct, in both...

Persistent link: https://www.econbiz.de/10011245840

The Making of Good Supervision; Learning to Say "No"

Elliott, Jennifer A.; Narain, Aditya; Tower, Ian; … - International Monetary Fund (IMF) - 2010

The quality of financial sector supervision has emerged as a key issue from the financial crisis. While most countries operated broadly under the same regulatory standards, differences emerged in supervisory approaches. The international response to this crisis has focused on the need for more...

Persistent link: https://www.econbiz.de/10011245867

Did the Basel Accord Cause a Credit Slowdown in Latin America?

Cosimano, Thomas F.; Chami, Ralph; Barajas, Adolfo - International Monetary Fund (IMF) - 2005

find evidence that loan growth became more sensitive to some risk factors. Our study suggests that the upcoming adoption of …

Persistent link: https://www.econbiz.de/10005248279

Prudential Responses to De Facto Dollarization

Ize, Alain; Powell, Andrew - International Monetary Fund (IMF) - 2004

We develop a theoretical framework that encompasses four distinct motives for dollarization and discuss appropriate policy responses to help contain dollarization and its attendant risks. "Moral hazard" dollarization provides a clear case for prudential policy activism. However, prudential...

Persistent link: https://www.econbiz.de/10005263969

Using Credit Ratings for Capital Requirementson Lending to Emerging Market Economies; Possible Impact of a New Basel Accord

Mulder, Christian B.; Monfort, Brieuc - International Monetary Fund (IMF) - 2000

The Basel Committee on Banking Supervision has proposed linking capital requirements for bank loans to ratings by commercial credit rating agencies. Estimates for 20 emerging market economies show that sovereign ratings react procyclically to crisis indicators. Ratings deteriorate if the real...

Persistent link: https://www.econbiz.de/10005264127

Pricing of Sovereign Credit Risk; Evidence From Advanced Economies During the Financial Crisis

Alper, C. Emre; Forni, Lorenzo; Gerard, Marc - International Monetary Fund (IMF) - 2012

We investigate the pricing of sovereign credit risk over the period 2008-2010 for selected advanced economies by … analysis suggests the existence of an imperfect market arbitrage relationship between the cash (RAS) and the derivatives (CDS … credit risk during the period of the recent financial crisis. …

Persistent link: https://www.econbiz.de/10009650642

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