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2018 Quinquennial Review of the Funds Capacity Development Strategy

2018 Quinquennial Review of the Funds Capacity Development Strategy »

Source: 2018 Quinquennial Review of the Funds Capacity Development Strategy : Concept Note

Volume/Issue: 2017/003

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 February 2017

ISBN: 9781498347075

Keywords: Financial statistics, Economic policy, Economic indicators, Sustainable development, Development strategy, prioritization, capacity development, executive board, CCB, RBM

(CD), including technical assistance (TA) and training, is one of the three core pillars of the Fund's work. Its main objective is to help member countries build institutions and capacity necessary to formulate and...

Conceptual Issues in Calibrating the Basel III Countercyclical Capital Buffer

Conceptual Issues in Calibrating the Basel III Countercyclical Capital Buffer »

Source: Conceptual Issues in Calibrating the Basel III Countercyclical Capital Buffer

Volume/Issue: 2019/86

Series: IMF Working Papers

Author(s): Torsten Wezel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2019

ISBN: 9781498312097

Keywords: Credit booms, Developing countries, Bank credit, Credit, Bank capital, Macroprudential Policy, Procyclicality, Basel III, CCB, RWA

This paper discusses issues in calibrating the countercyclical capital buffer (CCB) based on a sample of EU countries. It argues that the main indicator for buffer decisions under the Basel III framework, the credi...

Key Aspects of Macroprudential Policy - Background Paper

Key Aspects of Macroprudential Policy - Background Paper »

Source: Key Aspects of Macroprudential Policy - Background Paper

Volume/Issue: 2013/080

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 October 2013

ISBN: 9781498341714

Keywords: Background papers, Banking crisis, Banking sector, Competition, Housing prices, International financial system, Macroprudential Policy, Monetary policy, Financial crises, Financial markets

The countercyclical capital buffer (CCB) was proposed by the Basel committee to increase the resilience of the banking sector to negative shocks. The interactions between banking sector losses and the real economy...

Staff Guidance Note on Macroprudential Policy - Detailed Guidance on Instruments

Staff Guidance Note on Macroprudential Policy - Detailed Guidance on Instruments »

Source: Staff Guidance Note on Macroprudential Policy - Detailed Guidance on Instruments

Volume/Issue: 2014/046

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 July 2014

ISBN: 9781498342605

Keywords: Corporate sector, Financial instruments, Liquidity, Macroprudential Policy, Monetary policy, Monetary transmission mechanism, Private sector, Technical Assistance, Financial crises, Real sector

This note covers considerations that can guide the staff's policy advice on the use of a broad range of macroprudential tools. It discusses the transmission and likely effectiveness of these tools in mitigating sys...

What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia

What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia »

Source: What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia

Volume/Issue: 2019/169

Series: IMF Working Papers

Author(s): Gee Hee Hong , Anne Oeking , Kenneth Kang , and Changyong Rhee

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 August 2019

ISBN: 9781513509006

Keywords: Financial crises, Central banks, Financial institutions, Macroprudential policies and financial stability, Exchange risk, Covered interest parity, limits to arbitrage, U.S.dollar funding, FX swaps., IIP

Asian countries have high demand for U.S. dollars and are sensitive to U.S. dollar funding costs. An important, but often overlooked, component of these costs is the basis spread in the cross-currency swap market t...

2018 Quinquennial Review of the Funds Capacity Development Strategy
			:  Concept Note

2018 Quinquennial Review of the Funds Capacity Development Strategy : Concept Note »

Volume/Issue: 2017/003

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 February 2017

DOI: http://dx.doi.org/10.5089/9781498347075.007

ISBN: 9781498347075

Keywords: Financial statistics, Economic policy, Economic indicators, Sustainable development, Development strategy, prioritization, capacity development, executive board, CCB, RBM

(CD), including technical assistance (TA) and training, is one of the three core pillars of the Fund's work. Its main objective is to help member countries build institutions and capacity necessary to formulate and...

Conceptual Issues in Calibrating the Basel III Countercyclical Capital Buffer

Conceptual Issues in Calibrating the Basel III Countercyclical Capital Buffer »

Volume/Issue: 2019/86

Series: IMF Working Papers

Author(s): Torsten Wezel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2019

DOI: http://dx.doi.org/10.5089/9781498312097.001

ISBN: 9781498312097

Keywords: Credit booms, Developing countries, Bank credit, Credit, Bank capital, Macroprudential Policy, Procyclicality, Basel III, CCB, RWA

This paper discusses issues in calibrating the countercyclical capital buffer (CCB) based on a sample of EU countries. It argues that the main indicator for buffer decisions under the Basel III framework, the credi...

Key Aspects of Macroprudential Policy - Background Paper

Key Aspects of Macroprudential Policy - Background Paper »

Volume/Issue: 2013/080

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 October 2013

DOI: http://dx.doi.org/10.5089/9781498341714.007

ISBN: 9781498341714

Keywords: Background papers, Banking crisis, Banking sector, Competition, Housing prices, International financial system, Macroprudential Policy, Monetary policy, Financial crises, Financial markets

The countercyclical capital buffer (CCB) was proposed by the Basel committee to increase the resilience of the banking sector to negative shocks. The interactions between banking sector losses and the real economy...

Staff Guidance Note on Macroprudential Policy - Detailed Guidance on Instruments

Staff Guidance Note on Macroprudential Policy - Detailed Guidance on Instruments »

Volume/Issue: 2014/046

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 July 2014

DOI: http://dx.doi.org/10.5089/9781498342605.007

ISBN: 9781498342605

Keywords: Corporate sector, Financial instruments, Liquidity, Macroprudential Policy, Monetary policy, Monetary transmission mechanism, Private sector, Technical Assistance, Financial crises, Real sector

This note covers considerations that can guide the staff's policy advice on the use of a broad range of macroprudential tools. It discusses the transmission and likely effectiveness of these tools in mitigating sys...

What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia

What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia »

Volume/Issue: 2019/169

Series: IMF Working Papers

Author(s): Gee Hee Hong , Anne Oeking , Kenneth Kang , and Changyong Rhee

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 August 2019

DOI: http://dx.doi.org/10.5089/9781513509006.001

ISBN: 9781513509006

Keywords: Financial crises, Central banks, Financial institutions, Macroprudential policies and financial stability, Exchange risk, Covered interest parity, limits to arbitrage, U.S.dollar funding, FX swaps., IIP

Asian countries have high demand for U.S. dollars and are sensitive to U.S. dollar funding costs. An important, but often overlooked, component of these costs is the basis spread in the cross-currency swap market t...