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France; Financial Sector Assessment Program—Detailed Assessment of Observance of Basel Core Principles for Effective Banking Supervision
International Monetary Fund (IMF); International … - 2013
This paper discusses key findings of the Detailed Assessment of Observance of Basel Core Principles for Effective Banking Supervision for France. The assessment was completed as part of a Financial Sector Assessment Program (FSAP) undertaken by the IMF during 2012. The assessment reveals that...
Persistent link: https://www.econbiz.de/10011245165
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Russian Federation; Targeted Detailed Assessment of Observance of Basel Core Principles for Effective Banking Supervision
International Monetary Fund (IMF); International … - 2011
vulnerabilities of the Russian Federation. It was revealed that the Central Bank of Russia (CBR) Law does not establish requirements …
Persistent link: https://www.econbiz.de/10011245557
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Islamic Banks and Financial Stability; An Empirical Analysis
Cihák, Martin; Hesse, Heiko - International Monetary Fund (IMF) - 2008
The relative financial strength of Islamic banks is assessed empirically based on evidence covering individual Islamic and commercial banks in 18 banking systems with a substantial presence of Islamic banking. We find that (i) small Islamic banks tend to be financially stronger than small...
Persistent link: https://www.econbiz.de/10005263779
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Cooperative Banks and Financial Stability
Cihák, Martin; Hesse, Heiko - International Monetary Fund (IMF) - 2007
presence on bank stability is positive on average but insignificant in some specifications. …
Persistent link: https://www.econbiz.de/10005263860
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Quantitative Assessment of the Financial Sector; An Integrated Approach
Worrell, DeLisle - International Monetary Fund (IMF) - 2004
This paper suggests a strategy designed to make best use of the available quantitative techniques of financial sector assessment. It incorporates early warning systems, financial sector forecasts, stress tests for systemically important financial institutions, interbank contagion analysis, and...
Persistent link: https://www.econbiz.de/10005263950
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Factor Model for Stress-Testing with a Contingent Claims Model of the Chilean Banking System
Gray, Dale F.; Walsh, James P - International Monetary Fund (IMF) - 2008
developments in Chile and outside, but bank responses are highly heterogeneous. To reduce the number of variables linked to the … and persistence of responses of bank credit risk can vary across banks in the system. …
Persistent link: https://www.econbiz.de/10005264053
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External Linkages and Contagion Risk in Irish Banks
Mitra, Srobona; Duggar, Elena - International Monetary Fund (IMF) - 2007
The large and growing international linkages of big Irish banks expose them to idiosyncratic shocks arising in other countries. We analyze international interdependencies of Irish banks-during both normal times and in periods of large shocks or extreme events-using an existing methodology with...
Persistent link: https://www.econbiz.de/10005264207
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Incorporating Financial Sector Risk Into Monetary Policy Models; Application to Chile
Luna, Leonardo; Gray, Dale F.; Restrepo, Jorge; Garcia, … - International Monetary Fund (IMF) - 2011
bank should include explicitly the financial stability indicator in its monetary policy (interest rate) reaction function …. It is found in general, that including distance-to-default (dtd) of the banking system in the central bank reaction … GDP (or the reverse, there is more effect of GDP on bank's equity - i.e., what we call endogeneity), it is more efficient …
Persistent link: https://www.econbiz.de/10009327873
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Financial Stability in Dollarized Economies
Gulde, Anne Marie; Hoelscher, David S.; Ize, Alain; … - International Monetary Fund (IMF) - 2004
This paper addresses the challenges to prudential supervision in highly dollarized economies, where central banks and supervisors may be constrained in the use of standard money and financial policy tools. The study’s conclusions are the basis of an ongoing policy dialogue with IMF member...
Persistent link: https://www.econbiz.de/10005824860
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Distress in European Banks; An Analysis Basedon a New Dataset
Poghosyan, Tigran; Cihák, Martin - International Monetary Fund (IMF) - 2009
identified late, solutions are much more costly. Until recently, Europe has seen only a small number of outright bank failures …, which made the estimation of early warning models for bank supervision very difficult. This paper presents a unique database … of individual bank distress across the European Union from mid-1990s to 2008. Using this data set, we analyze the causes …
Persistent link: https://www.econbiz.de/10005826186