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Financial Intermediation, Competition, and Risk

Financial Intermediation, Competition, and Risk »

Source: Financial Intermediation, Competition, and Risk : A General Equilibrium Exposition

Volume/Issue: 2009/105

Series: IMF Working Papers

Author(s): Gianni De Nicolo , and Marcella Lucchetta

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2009

ISBN: 9781451872521

Keywords: General Equilibrium, Bank Competition, Market Power Rents, Risk, moral hazard, banking, deposit insurance, bank risk, bank capitalization,

We study a simple general equilibrium model in which investment in a risky technology is subject to moral hazard and banks can extract market power rents. We show that more bank competition results in lower economy...

Aggregate Uncertainty and the Supply of Credit

Aggregate Uncertainty and the Supply of Credit »

Source: Aggregate Uncertainty and the Supply of Credit

Volume/Issue: 2013/241

Series: IMF Working Papers

Author(s): Fabian Valencia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 December 2013

ISBN: 9781475513936

Keywords: Credit Cycles, Credit Crunch, Uncertainty, Self-insurance, real gdp, bank capital, gdp growth, bank capitalization, bank size, General

Recent studies show that uncertainty shocks have quantitatively important effects on the real economy. This paper examines one particular channel at work: the supply of credit. It presents a model in which a bank,...

Rules of Thumb for Bank Solvency Stress Testing

Rules of Thumb for Bank Solvency Stress Testing »

Source: Rules of Thumb for Bank Solvency Stress Testing

Volume/Issue: 2013/232

Series: IMF Working Papers

Author(s): Daniel Hardy , and Christian Schmieder

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 November 2013

ISBN: 9781475518115

Keywords: Bank capitalization, Banking crisis, Banks, Economic models, Stress testing, rules of thumb, bank stability, gdp growth, banking, real gdp

Rules of thumb can be useful in undertaking quick, robust, and readily interpretable bank stress tests. Such rules of thumb are proposed for the behavior of banks' capital ratios and key drivers thereof-primarily c...

2014 Triennial Surveillance Review - External Study - Risks and Spillovers

2014 Triennial Surveillance Review - External Study - Risks and Spillovers »

Source: 2014 Triennial Surveillance Review - External Study - Risks and Spillovers

Volume/Issue: 2014/048

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 July 2014

ISBN: 9781498342926

Keywords: Bilateral surveillance, Financial risk, Macroprudential Policy, Monetary policy, Multilateral surveillance, Spillovers, Surveillance, Asset prices, Assets, Balance sheets

...

Financial Intermediation, Competition, and Risk
			: A General Equilibrium Exposition

Financial Intermediation, Competition, and Risk : A General Equilibrium Exposition »

Volume/Issue: 2009/105

Series: IMF Working Papers

Author(s): Gianni De Nicolo , and Marcella Lucchetta

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2009

DOI: http://dx.doi.org/10.5089/9781451872521.001

ISBN: 9781451872521

Keywords: General Equilibrium, Bank Competition, Market Power Rents, Risk, moral hazard, banking, deposit insurance, bank risk, bank capitalization,

We study a simple general equilibrium model in which investment in a risky technology is subject to moral hazard and banks can extract market power rents. We show that more bank competition results in lower economy...

Aggregate Uncertainty and the Supply of Credit

Aggregate Uncertainty and the Supply of Credit »

Volume/Issue: 2013/241

Series: IMF Working Papers

Author(s): Fabian Valencia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 December 2013

DOI: http://dx.doi.org/10.5089/9781475513936.001

ISBN: 9781475513936

Keywords: Credit Cycles, Credit Crunch, Uncertainty, Self-insurance, real gdp, bank capital, gdp growth, bank capitalization, bank size, General

Recent studies show that uncertainty shocks have quantitatively important effects on the real economy. This paper examines one particular channel at work: the supply of credit. It presents a model in which a bank,...

Rules of Thumb for Bank Solvency Stress Testing

Rules of Thumb for Bank Solvency Stress Testing »

Volume/Issue: 2013/232

Series: IMF Working Papers

Author(s): Daniel Hardy , and Christian Schmieder

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 November 2013

DOI: http://dx.doi.org/10.5089/9781475518115.001

ISBN: 9781475518115

Keywords: Bank capitalization, Banking crisis, Banks, Economic models, Stress testing, rules of thumb, bank stability, gdp growth, banking, real gdp

Rules of thumb can be useful in undertaking quick, robust, and readily interpretable bank stress tests. Such rules of thumb are proposed for the behavior of banks' capital ratios and key drivers thereof-primarily c...

2014 Triennial Surveillance Review - External Study - Risks and Spillovers

2014 Triennial Surveillance Review - External Study - Risks and Spillovers »

Volume/Issue: 2014/048

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 July 2014

DOI: http://dx.doi.org/10.5089/9781498342926.007

ISBN: 9781498342926

Keywords: Bilateral surveillance, Financial risk, Macroprudential Policy, Monetary policy, Multilateral surveillance, Spillovers, Surveillance, Asset prices, Assets, Balance sheets

...