Narrow search
Showing 1 - 10 of 330
Cover Image
Local currency bond markets law reform : a methodology for emerging markets and developing economies
Bossu, Wouter; Hillier, Cory; Bergthaler, Wolfgang - 2020
recognized as being critical building blocks for the structure, development and functioning of LCBMs. This Working Paper seeks to … for the development of LCBMs that would adequately address common challenges and impediments …
Persistent link: https://www.econbiz.de/10012392641
Cover Image
Interconnectedness and contagion analysis : a practical framework
Bricco, Jana; Xu, TengTeng - 2019
The analysis of interconnectedness and contagion is an important part of the financial stability and risk assessment of …
Persistent link: https://www.econbiz.de/10012122482
Cover Image
Macrofinancial linkages and growth at risk in the Dominican Republic
Bespalova, Olga; Rousset, Marina - 2019
This paper uses the Growth-at-Risk (GaR) methodology to examine how macrofinancial conditions affect the growth outlook …
Persistent link: https://www.econbiz.de/10012154738
Cover Image
Financial conditions and growth at risk in the ECCU
Brito, Steve; Komatsuzaki, Takuji - 2019
We study the growth determinants in the Eastern Caribbean Currency Union (ECCU), using the Growth at Risk (GaR …
Persistent link: https://www.econbiz.de/10012154744
Cover Image
Growth at risk : concept and application in IMF country surveillance
Prasad, Ananthakrishnan; Elekdaǧ, Selim Ali; Jeasakul, … - 2019
The growth-at-risk (GaR) framework links current macrofinancial conditions to the distribution of future growth. Its … GaR analysis, policymakers can quantify the likelihood of risk scenarios, which would serve as a basis for preemptive …
Persistent link: https://www.econbiz.de/10012009373
Cover Image
A New Index of Currency Mismatch and Systemic Risk
Ranciere, Romain - 2010
unhedged borrowers. This measure explicitly takes into account the indirect exchange rate risk that banks undertake when they … lend to borrowers that will not be able to repay in the event of a sharp depreciation. Such systemic risk taking is not …
Persistent link: https://www.econbiz.de/10014402704
Cover Image
Identifying Vulnerabilities in Systemically-Important Financial Institutions in a Macro-Financial Linkages Framework
Sun, Tao - 2011
This paper attempts to identify the indicators that can demonstrate the vulnerabilities in systemically important financial institutions. The paper finds that (i) indicators on leverage, liquidity, and business scope can help identify the differences between the intervened and non-intervened...
Persistent link: https://www.econbiz.de/10014399365
Cover Image
Risks and vulnerabilities in the U.S. bond mutual fund industry
Bouveret, Antoine; Yu, Jie - 2021
This paper assesses liquidity risk for the United States (U.S.) bond mutual funds industry and performs a range of …
Persistent link: https://www.econbiz.de/10012605013
Cover Image
Managing macrofinancial risk
Adrian, Tobias; Vitek, Francis - 2020
We augment a linearized dynamic stochastic general equilibrium (DSGE) model with a tractable endogenous risk mechanism … their conditional distributions. In particular, the model matches the key stylized facts of growth at risk. Accounting for …
Persistent link: https://www.econbiz.de/10012300643