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South Africa; Financial System Stability Assessment, Including Report on the Observance of Standards and Codes on the following topic: Securities Regulation
International Monetary Fund (IMF); International … - 2008
insurance companies have enjoyed good profitability, capitalization levels, and reserves. The financial sector regulatory … framework is modern and generally effective. Stress tests suggest that capital and reserve cushions at banks and insurance …
Persistent link: https://www.econbiz.de/10011244235
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Sweden; Financial Sector Assessment Program Update: Technical Note on Contingency Planning, Crisis Management and Bank Resolution
International Monetary Fund (IMF); International … - 2011
This abstract reviews the recommendations made in the FSAP Update for Sweden in the areas of contingency planning, crisis management, and bank resolution. Although Sweden crisis management fared well during the global financial crisis, its authorities are reviewing the framework for managing...
Persistent link: https://www.econbiz.de/10011245838
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Cross-Border Financial Surveillance; A Network Perspective
Sole, Juan; Espinosa-Vega, Marco A - International Monetary Fund (IMF) - 2010
Effective cross-border financial surveillance requires the monitoring of direct and indirect systemic linkages. This paper illustrates how network analysis could make a significant contribution in this regard by simulating different credit and funding shocks to the banking systems of a number of...
Persistent link: https://www.econbiz.de/10008533219
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Making OTC Derivatives Safe; A Fresh Look
Singh, Manmohan - International Monetary Fund (IMF) - 2011
Recent regulatory efforts, especially in the U.S. and Europe, are aimed at reducing moral hazard so that the next …
Persistent link: https://www.econbiz.de/10008876583
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Extreme Stock Return Co-movements of Financial Institutions: Contagion or Interdependence?
Minderhoud, Koen - de Nederlandsche Bank - 2003
measure of contagion within banking and insurance sectors is the number of coincidences of daily extreme returns that cannot … evidence of contagion for the US, Germany and the UK. This result is stronger for the insurance sector than for the banking …This paper investigates contagion of major financial institutions by focusing on extreme stock return co-movements. Our …
Persistent link: https://www.econbiz.de/10005101914
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Norway; Financial System Stability Assessment, including Reports on the Observance of Standards and Codes on the following topics: Banking Supervision, Insurance Regulation, and Pa...
International Monetary Fund (IMF); International … - 2005
Observance of Standards and Codes on Banking Supervision, Insurance Regulation, and Payment Systems. Norway’s financial system …
Persistent link: https://www.econbiz.de/10005590982
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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
insurance companies are largely exposed to the "safer" senior tranches. …
Persistent link: https://www.econbiz.de/10005826449
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The Systemic Regulation of Credit Rating Agencies and Rated Markets
Sy, Amadou N. R. - International Monetary Fund (IMF) - 2009
Credit ratings have contributed to the current financial crisis. Proposals to regulate credit rating agencies focus on micro-prudential issues and aim at reducing conflicts of interest and increasing transparency and competition. In contrast, this paper argues that macro-prudential regulation is...
Persistent link: https://www.econbiz.de/10008528614
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The End; A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability
Chan-Lau, Jorge A.; Gravelle, Toni - International Monetary Fund (IMF) - 2005
This paper describes a corporate sector vulnerability indicator, the expected number of defaults (END), based on the joint occurrence of defaults among a number of firms and/or institutions. The END indicator is general enough to assess systemic risk in the corporate and financial sectors, as...
Persistent link: https://www.econbiz.de/10005264155
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Systemic Risks in Global Banking; What Available Data Can Tell Us and What More Data Are Needed?
Cerutti, Eugenio; McGuire, Patrick M.; Claessens, Stijn - International Monetary Fund (IMF) - 2011
The recent financial crisis has shown how interconnected the financial world has become. Shocks in one location or asset class can have a sizable impact on the stability of institutions and markets around the world. But systemic risk analysis is severely hampered by the lack of consistent data...
Persistent link: https://www.econbiz.de/10009327867