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Stressed but not helpless : strategic behavior of banks under adverse market conditions
Halaj, Grzegorz; Priazhkina, Sofia - 2021 - Last updated: July 19, 2021
banking system and the role of macroprudential policies in the mitigation of systemic risk. In a macro-consistent stress … testing application, we show that a trade-off can arise between banking stability (solvency) and macroeconomic stability …
Persistent link: https://www.econbiz.de/10012591729
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Sweden; Financial Sector Assessment Program Update: Technical Note on Stress Testing of the Banking Sector
International Monetary Fund (IMF); International … - 2011
banking sector, including a comprehensive stress-testing exercise of banks’ solvency and liquidity positions. While the … banking sector appears resilient to credit risk stress tests, liquidity stress test results reveal some weaknesses owing to …
Persistent link: https://www.econbiz.de/10011244366
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Hungary; Selected Issues Paper
International Monetary Fund (IMF); International … - 2013
inflation; there are also strong feedback effects from the banking system to the real economy. This suggests that the high NPLs …
Persistent link: https://www.econbiz.de/10011244505
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Colombia; Selected Issues
International Monetary Fund (IMF); International … - 2009
This Selected Issues paper uses contingent claims analysis (CCA) to assess risks to the Colombian banking sector. The …
Persistent link: https://www.econbiz.de/10011244610
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Chile; Selected Issues
International Monetary Fund (IMF); International … - 2009
This Selected Issues paper for Chile assesses the impact of the global financial crisis on Chilean banks. It provides a framework for analyzing government measures aimed at reducing systemic risk. The analysis suggests that Chilean banks are resilient to global and regional shocks. However, even...
Persistent link: https://www.econbiz.de/10011245349
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The Economics of Bank Restructuring: Understanding the Options; Understanding the Options
Landier, Augustin; Ueda, Kenichi - International Monetary Fund (IMF) - 2009
Based on a simple framework, this note clarifies the economics behind bank restructuring and evaluates various restructuring options for systemically important banks. The note assumes that the government aims to reduce the probability of a bank’s default and keep the burden on taxpayers...
Persistent link: https://www.econbiz.de/10011245869
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A Simple Model of An International Lender of Last Resort
Huang, Haizhou; Goodhart, C. A. E. - International Monetary Fund (IMF) - 2000
many open economies, each with a banking system and a central bank operating under a pegged exchange rate regime. The … fragility of the banking system and the limited ability of a domestic central bank to provide international liquidity together … can cause currency and banking crises. An international interbank market can help an economy with the needed international …
Persistent link: https://www.econbiz.de/10005248186
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Sustaining Fixed Exchange Rates; A Model with Debt and Institutions
Pitt, Alexander - International Monetary Fund (IMF) - 2001
Fixed exchange rate regimes have come into disrepute, as their defense has become all but impossible. Yet, while a determined attack on a currency cannot be prevented or, ultimately, withstood, policies can reduce the vulnerability of a country to such attacks. The paper develops an analytical...
Persistent link: https://www.econbiz.de/10005263659
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Pricing and Hedging of Contingent Credit Lines
Loukoianova, Elena; Neftci, Salih N.; Sharma, Sunil - International Monetary Fund (IMF) - 2006
short-term capital markets. Yet, their pricing and hedging has not received much attention in the finance literature. Using …
Persistent link: https://www.econbiz.de/10005263798
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Cooperative Banks and Financial Stability
Cihák, Martin; Hesse, Heiko - International Monetary Fund (IMF) - 2007
Cooperative banks are an important, and growing, part of many financial systems. This paper empirically analyzes the role of cooperative banks in financial stability. Contrary to some suggestions in the literature, we find that cooperative banks are more stable than commercial banks. This...
Persistent link: https://www.econbiz.de/10005263860