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Empirical estimation of default and asset correlation of large corporates and banks in India
Bandyopadhyay, Arindam; Ganguly, Sonali - In: Journal of Risk Finance 14 (2013) January, pp. 87-99
and implicit asset correlations for banks and corporates in India and compare it with global scenario. This paper deduces …Purpose – Estimation of default and asset correlation is crucial for banks to manage and measure portfolio credit risk … their banks to calculate IRB risk weighted assets. Originality/value – These correlation estimates will help the regulators …
Persistent link: https://www.econbiz.de/10010610638
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On the cyclicality of default rates of banks : a comparative study of the asset correlation and diversification effects
Blümke, Oliver - In: Journal of empirical finance 47 (2018), pp. 65-77
Persistent link: https://www.econbiz.de/10012103483
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Regulatory capital and risk of Indian banks : a simultaneous equation approach
Maji, Santi Gopal; De, Utpal Kumar - In: Journal of financial economic policy 7 (2015) 2, pp. 140-156
Persistent link: https://www.econbiz.de/10011399684
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United States; Staff Report for the 2012 Article IV Consultation
International Monetary Fund (IMF); International … - 2012
The slow-paced growth rate of the U.S. economy, notwithstanding the bolstering attempts is disheartening. Implementing financial reforms and highly accommodative monetary policy are hoped to have a desired effect. Deficit reduction, debt ratio stabilizing strategies, removal of fiscal cliff...
Persistent link: https://www.econbiz.de/10011244411
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Spain; Financial Sector Reform: First Progress Report
International Monetary Fund (IMF); International … - 2012
The report analyses Spain’s financial sector reform program and throws light on the role that the European Financial Stability Facility (EFSF) played in supporting the restructuring and recapitalization of its financial sector. It stated that the two major areas that have been looked at...
Persistent link: https://www.econbiz.de/10011245135
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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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FX Swaps; Implications for Financial and Economic Stability
Ong, Li L.; Barkbu, Bergljot - International Monetary Fund (IMF) - 2010
FX swap market in the second-half of 2007 and into 2008, giving rise to concerns over the ability of banks to roll over … their funding requirements and manage their liquidity risk. The turmoil also raised questions about banks' ability to … highlight the strategies central banks can employ to mitigate market pressures. While not offering any judgment on the …
Persistent link: https://www.econbiz.de/10008519490
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Understanding the Growth of African Financial Markets
Andrianaivo, Mihasonirina; Yartey, Charles Amo - International Monetary Fund (IMF) - 2009
This paper examines empirically the determinants of financial market development in Africa with an emphasis on banking systems and stock markets. The results show that income level, creditor rights protection, financial repression, and political risk are the main determinants of banking sector...
Persistent link: https://www.econbiz.de/10008528658
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Switzerland; 2009 Article IV Consultation: Staff Report; Public Information Notice on the Executive Board Discussion; and Statement by the Executive Director for Switzerland
International Monetary Fund (IMF); International … - 2009
Switzerland is affected by the global crisis through the stock effect, the flow effect, and the trade effect. Along with a sharp contraction in exports, investments are now being postponed. Consumption has held up well so far, but as unemployment rises, household spending will lose momentum. The...
Persistent link: https://www.econbiz.de/10011242749
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United States; Staff Report for the 2011 Article IV Consultation
International Monetary Fund (IMF); International … - 2011
The U.S. economy continues to recover at a modest pace, in line with international experience following severe financial crises. The key priority for fiscal policy is to stabilize the debt ratio and gradually reduce it. The fiscal framework should include an endorsement of the main medium-term...
Persistent link: https://www.econbiz.de/10011242773