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Creşterea economică în condiţiile globaliz̆arii : conferința internatională științifico-practică ediția a 10-a, 15-16 octombrie 2015
Stratan, Alexandru (ed.) - Conferinţa internaţ̧ională ştiinţifico-practică …; … - 2015
Persistent link: https://www.econbiz.de/10011690309
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Capital Inflow Surges in Emerging Economies: How Worried Should LAC Be?
Powell, Andrew; Tavella, Pilar - Inter-American Development Bank - 2012
This paper analyzes capital inflow surges in emerging economies from 1980 to 2005. Estimated probit models are used, which discriminate well between surges associated with banking crises or recessions, and those surges that end without such events. The results indicate that the composition of...
Persistent link: https://www.econbiz.de/10010943706
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Developing an Index of Liquidity-Risk Exposure: An Application to Latin American and Caribbean Banking Systems
Federico, Pablo M. - Inter-American Development Bank - 2012
After the 2007-2009 global financial crisis and previous financial crises in Latin America, the liquidity-risk exposure of banking systems is considered one of the most important vulnerabilities. At the same time, that exposure may also be the most mysterious of those vulnerabilities, as the...
Persistent link: https://www.econbiz.de/10010673591
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Systemic Risk Monitoring ("SysMo") Toolkit—A User Guide
Blancher, Nicolas R.; Mitra, Srobona; Morsy, Hanan; … - International Monetary Fund (IMF) - 2013
There has recently been a proliferation of new quantitative tools as part of various initiatives to improve the monitoring of systemic risk. The "SysMo" project takes stock of the current toolkit used at the IMF for this purpose. It offers detailed and practical guidance on the use of current...
Persistent link: https://www.econbiz.de/10011123862
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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
indices; second, which bank-specific characteristics explain these risk exposures; third, are there clusters of banks with … analysis of bank-to-bank linkages suggests that any “globalization” of the euro area crisis is likely to be channelled through …
Persistent link: https://www.econbiz.de/10011242342
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Evaluating the Net Benefits of Macroprudential Policy; A Cookbook
Arregui, Nicolas; Benes, Jaromir; Krznar, Ivo; Mitra, … - International Monetary Fund (IMF) - 2013
The paper proposes a simple, new, analytical framework for assessing the cost and benefits of macroprudential policies. It proposes a measure of net benefits in terms of parameters that can be estimated: the probability of crisis, the loss in output given crisis, policy effectiveness in bringing...
Persistent link: https://www.econbiz.de/10011242344
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Déjà Vu All Over Again: The Causes of U.S. Commercial Bank Failures This Time Around
Cole, Rebel; White, Lawrence - In: Journal of Financial Services Research 42 (2012) 1, pp. 5-29
Persistent link: https://www.econbiz.de/10010987894
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The fading stock market response to announcements of bank bailouts
Fratianni, Michele; Marchionne, Francesco - In: Journal of Financial Stability 9 (2013) 1, pp. 69-89
We analyze the effects on bank valuation of government policies aimed at shoring up banks’ financial conditions during …/or guaranteed bank assets and liabilities. We employ event study methodology to estimate the impact of government …-intervention announcements on bank valuation. Using traditional approaches, announcements directed at the banking system as a whole were …
Persistent link: https://www.econbiz.de/10010636142
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The banking bailout of the subprime crisis: Was the bang worth the buck?
Fratianni, Michele; Marchionne, Francesco - In: Journal of International Financial Markets, … 23 (2013) C, pp. 240-264
We employ event study methodology to examine government policies aimed at rescuing banks from the effects of the 2008–2009 financial crisis. Announcements directed at the banking system as a whole were associated with positive cumulative abnormal returns, whereas announcements directed at...
Persistent link: https://www.econbiz.de/10010603082
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Securitization: Lessons Learned and the Road Ahead
Basurto, Miguel A. Segoviano; Jones, Bradley; Lindner, Peter - International Monetary Fund (IMF) - 2013
This paper examines the financial stability implications arising from securitization markets, with one eye on the past and another on the future. The paper begins by deriving a number of “lessons learned†based on an examination of key industry developments in the years before the...
Persistent link: https://www.econbiz.de/10011142086