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Risk Exposures and Financial Spillovers in Tranquil and Crisis Times : Bank-Level Evidence
Poirson, Hélène - 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 explain...
Persistent link: https://www.econbiz.de/10014409425
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Stress Testing at the IMF
Swinburne, Mark - 2008
For almost a decade, the IMF has been using stress tests to identify vulnerabilities across institutions that could undermine the stability of a country's financial system. This working paper focuses on the IMF's experience with stress testing in the Financial Sector Assessment Program (FSAP)....
Persistent link: https://www.econbiz.de/10012677464
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Quality of Financial Sector Regulation and Supervision Around the World
Cihák, Martin - 2008
supervisory implementation, making use of data from IMF-World Bank assessments of compliance with international standards and …
Persistent link: https://www.econbiz.de/10012677629
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Do Financial Sector Reforms Lead to Financial Development? Evidence from a New Dataset
Tressel, Thierry - 2008
This paper studies whether the policies that, over the past decades, liberalized bankingsystems around the world have …
Persistent link: https://www.econbiz.de/10012677692
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Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP).
Avesani, Renzo G - 2006
Intro -- Contents -- I. INTRODUCTION -- II. THE BASIC MODEL SETTING -- III. MODEL 1: A SIMPLE MODEL WITH NON-RANDOM DEFAULT PROBABILITIES -- IV. INTRODUCING THE POISSON APPROXIMATION -- V. MODEL 2: THE MODEL WITH KNOWN PROBABILITIES REVISITED -- VI. MODEL 3: THE MODEL WITH RANDOM DEFAULT...
Persistent link: https://www.econbiz.de/10012690978
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Limits of Market-Based Risk Transfer and Implications for Managing Systemic Risks.
Kim, Yoon Sook - 2006
Intro -- Contents -- Executive Summary -- I. INTRODUCTION -- II. LONG- TERM SYSTEMIC RISKS -- III. INNOVATIONS IN RISK TRANSFER MARKETS -- IV. INCOMPLETE MARKETS -- V. POLICY CONSIDERATIONS -- VI. CONCLUSIONS -- References.
Persistent link: https://www.econbiz.de/10012691045
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Government Spending on Health Care and Education in Croatia
Gunnarsson, Victoria - 2008
This paper assesses the relative efficiency of government spending on health care and education in Croatia by using the … so-called Data Envelopment Analysis. The analysis finds evidence of significant inefficiencies in Croatia's spending on …
Persistent link: https://www.econbiz.de/10012677455
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Allowances for Corporate Equity in Practice.
Klemm, Alexander - 2006
Intro -- Contents -- I. INTRODUCTION -- II. ACE TAX SYSTEMS -- III. ACE SYSTEMS IN PRACTICE -- IV. PREVIOUS ANALYSES OF ACE TAX SYSTEMS -- V. THE BRAZILIAN ACE VARIANT -- VI. CONCLUSION -- Appendix I. Effective Tax Rates -- REFERENCES.
Persistent link: https://www.econbiz.de/10012690981
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Accounting Challenges for Semi-Autonomous Revenue Agencies (SARAs) in Developing Countries
Terkper, Seth E. - 2008
fiscal and financial accounting obligations. SARAs are legal entities, such as a service or a department, which are required … to prepare accrual records that may diverge from a treasury's cash accounting records. Their records reflect revenues … generated; budget funds for generating the revenues; and material programs administered for other agencies. The accounting …
Persistent link: https://www.econbiz.de/10012677552
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Procyclicality and Fair Value Accounting
Scarlata, Jodi G. - 2009
empirical examination of the potential procyclicality that fair value accounting (FVA) could introduce in bank balance sheets … refined disclosures can mitigate the procyclicality of FVA. Going forward, the valuation approaches for accounting …
Persistent link: https://www.econbiz.de/10012677720