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Centrality-based Capital Allocations
Alter, Adrian; Craig, Ben; Raupach, Peter - International Monetary Fund (IMF) - 2014
interbank lending. The rules, which combine individual bank characteristics and interconnectivity measures of interbank lending …
Persistent link: https://www.econbiz.de/10011106151
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Macroprudential Policy; What Instruments and How to Use them? Lessons From Country Experiences
International Monetary Fund (IMF); International … - 2011
This paper provides the most comprehensive empirical study of the effectiveness of macroprudential instruments to date. Using data from 49 countries, the paper evaluates the effectiveness of macroprudential instruments in reducing systemic risk over time and across institutions and markets. The...
Persistent link: https://www.econbiz.de/10009369434
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Interconnectedness, Systemic Crises and Recessions
Espinosa-Vega, Marco A; Russell, Steven - International Monetary Fund (IMF) - 2015
] Interconnectedness among financial institutions (banks) can play a major role in precipitating systemic financial crises. [2] Lack of … information about the quality of bank portfolios also plays a role in precipitating systemic crises. [3] Financial crises … liquidating risky loans. Interconnectedness among their asset portfolios can obscure information about these portfolios, causing …
Persistent link: https://www.econbiz.de/10011242384
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Globalized Banking Sectors: Features and Policy Implications amidst Global Uncertainties
Siregar, Reza - Volkswirtschaftliche Fakultät, … - 2013
lending are wellknown. Yet the recent interruption to this spectacular rise in international bank lending during the 2007 …/2008 global financial crisis serves as a stark reminder that international bank lending can rapidly transmit adverse shocks from …
Persistent link: https://www.econbiz.de/10011261126
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LIVING WITH INTERCONNECTED BANKING SECTORS DURING THE PERIOD OF GLOBAL FINANCIAL MARKET UNCERTAINTIES: EXPERIENCES oF EAST AND SOUTHEAST ASIA
SIREGAR, Reza Yamora - In: Journal of Advanced Studies in Finance IV (2013) 1, pp. 32-61
interruption to this spectacular rise in international bank lending during the 2007-2008 global financial crisis serves as a stark … reminder that international bank lending can rapidly transmit adverse shocks from developed markets to emerging economies. The …
Persistent link: https://www.econbiz.de/10010898010
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Financial Linkages and Financial Stability (Introduction)
Tuma, Zdenek - In: Czech Journal of Economics and Finance (Finance a uver) 63 (2013) 1, pp. 2-4
The introduction to the no. 1/13 of the journal FaÚ-CJEF, focused on the single topic „Financial Linkages and Financial Stability”.
Persistent link: https://www.econbiz.de/10010665461
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A Framework for Financial Market Development
Chami, Ralph; Sharma, Sunil; Fullenkamp, Connel - International Monetary Fund (IMF) - 2009
The paper proposes a framework for examining the process of financial market development. The framework, consistent with the functional view of financial system design, is anchored in studying the incentives facing the key players in financial markets-borrowers, lenders, liquidity providers, and...
Persistent link: https://www.econbiz.de/10008528687
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A SIMPLE METHOD FOR MEASURING SYSTEMIC RISK USING CREDIT DEFAULT SWAP MARKET DATA
SUH, SANGWON; JANG, INWON; AHN, MISUN - In: Journal of Economic Development 38 (2013) 4, pp. 75-100
This paper proposes a simple method that employs credit default swap (CDS) data for analyzing systemic risk. The proposed method overcomes inconsistency problems in existing methods and can produce various indicators of systemic risk in a consistent manner. In addition, this method can measure...
Persistent link: https://www.econbiz.de/10010732544
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The Australian Credit Default Swap Markets
Fabbro, Daniel - In: RBA Bulletin (2011) December, pp. 57-66
The Australian credit default swap (CDS) market has been increasingly used by financial institutions to trade and manage credit risk. As a result, there has been greater use of the market as a source of credit risk pricing information. Similarities between CDS and bonds allow pricing in the two...
Persistent link: https://www.econbiz.de/10010815278
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A Framework for the Surveillance of Derivative Activities
Gutierrez, Eva - International Monetary Fund (IMF) - 2005
This paper proposes a framework for the surveillance of financial institutions' derivatives activities. The designed framework builds on information likely to be collected by financial market regulators for supervisory purposes, and/or information collected by market participants for the purpose...
Persistent link: https://www.econbiz.de/10005263815