Narrow search
Showing 1 - 10 of 3,320
Cover Image
Toward An Effective Supervision of Partially Dollarized Banking Systems
Pascual, Antonio Garcia; Cayazzo, Jorge; Heysen, Socorro; … - International Monetary Fund (IMF) - 2006
The paper presents a supervisory framework that addresses the vulnerabilities of partially dollarized banking systems. The tendency to underprice systemic liquidity risk and currency-induced credit risk creates vulnerabilities that need supervisory responses. The framework seeks to induce agents...
Persistent link: https://www.econbiz.de/10005605319
Cover Image
Modeling dollar losses for non-tradable/illiquid risks
Prakash, Puneet; Salandro, Daniel - In: Journal of financial education 41 (2015) 2, pp. 104-128
Persistent link: https://www.econbiz.de/10011338759
Cover Image
Backtesting the tail risk of VaR in holding US dollar
Wong, Woon K. - In: Applied financial economics 19 (2009) 4/6, pp. 327-337
Persistent link: https://www.econbiz.de/10003828498
Cover Image
Managing systemic liquidity risk in financially dollarized economies
Ize, Alain; Kiguel, Miguel A.; Levy Yeyati, Eduardo - In: Financial dollarization : the policy agenda, (pp. 216-240). 2006
Persistent link: https://www.econbiz.de/10003352474
Cover Image
Managing Systemic Liquidity Risk in Financially Dollarized Economies
Levy Yeyati, Eduardo - 2005
This paper evaluates ways to protect highly dollarized banking systems from systemic liquidity runs (such as the ones that took place recently in Argentina, Uruguay, and Paraguay). In view of the limitations of available (private or official) insurance schemes, and the distortions introduced by...
Persistent link: https://www.econbiz.de/10014404199
Cover Image
Financial Dollarization in Emerging Markets : Efficient Risk Sharing or Prescription for Disaster?
Christiano, Lawrence J.; Dalgic, Husnu; Nurbekyan, Armen - National Bureau of Economic Research - 2021
This paper pushes back against two views about the effects of dollarization. First, there is a view that the dollar is … widespread view that dollarization raises the risk of systemic banking and other crises. Although we identify sources of … fragility in some aspects of dollarization, the common view that financial dollarization is a source of fragility is over …
Persistent link: https://www.econbiz.de/10012599324
Cover Image
Risk management of dollarization in banking : case of post-Soviet countries
Kaminskyi, Andrii; Versal, Nataliia - In: Montenegrin journal of economics 14 (2018) 2, pp. 21-40
Persistent link: https://www.econbiz.de/10012265611
Cover Image
Backtesting the Tail Risk of VaR in Holding US Dollars
Wong, Woon K. - 2008
The US dollar is the most widely held currency in the world. In recent years, however, it suffered huge depreciation. In this paper, various risk models are used to forecast the Value-at-Risk (VaR) in holding the currency. Being a quantile measure, VaR disregards valuable information conveyed by...
Persistent link: https://www.econbiz.de/10014222328
Cover Image
Central and commercial bank balance sheet risk before, during, and after the global financial crisis
Crowley, Joseph - 2015
Persistent link: https://www.econbiz.de/10011283242
Cover Image
Personalpolitische Anpassungen als Risikomanagement : ein ökonomischer Beitrag zur Theorie des flexiblen Unternehmens
Schneider, Martin - 1998
Persistent link: https://www.econbiz.de/10000660834