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Toward An Effective Supervision of Partially Dollarized Banking Systems

Toward An Effective Supervision of Partially Dollarized Banking Systems »

Source: Toward An Effective Supervision of Partially Dollarized Banking Systems

Volume/Issue: 2006/32

Series: IMF Working Papers

Author(s): Antonio Garcia Pascual , Jorge Cayazzo , Socorro Heysen , and Eva Gutierrez

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2006

ISBN: 9781451862928

Keywords: credit risk, banking, foreign exchange, credit risks

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 vul...

Italy

Italy »

Source: Italy : Detailed Assessment of Observance of Basel Core Principles for Effective Banking Supervision

Volume/Issue: 2013/354

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 December 2013

ISBN: 9781475572551

Keywords: banking supervision, risk management, risk profile, financial intermediaries, exchange information

This paper elaborates key findings of the Detailed Assessment of Observance of Basel Core Principles for Effective Banking Supervision by Italy. The core supervisory process at the Banca d'Italia (BI) is strong, an...

Risk Management and Regulation

Risk Management and Regulation »

Source: Risk Management and Regulation

Volume/Issue: 2018/13

Series: Departmental Papers / Policy Papers

Author(s): Tobias Adrian

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2018

ISBN: 9781484343913

Keywords: Stock exchanges, Capital movements, Financial risk, Risk management

The evolution of risk management has resulted from the interplay of financial crises, risk management practices, and regulatory actions. In the 1970s, research lay the intellectual foundations for the risk manageme...

Mexico'S Currency Risk Premia in 1992-1994

Mexico'S Currency Risk Premia in 1992-1994 »

Source: Mexico'S Currency Risk Premia in 1992-1994 : A Closer Look At the Interest Rate Differentials

Volume/Issue: 1996/41

Series: IMF Working Papers

Author(s): Alejandro Werner

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1996

ISBN: 9781451846058

Keywords: exchange rate, equation, currency risk, survey, correlation

This paper studies the behavior of interest rate differentials in Mexico during the 1992-94 period. It shows that the currency risk premia is positively related to the share of peso denominated debt in total debt a...

Uncovered Interest Parity

Uncovered Interest Parity »

Source: Uncovered Interest Parity

Volume/Issue: 1991/51

Series: IMF Working Papers

Author(s): Peter Isard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1991

ISBN: 9781451847017

Keywords: exchange rates, exchange rate, spot exchange rate, forward exchange, exchange risk

This note provides an overview of the uncovered interest parity assumption. It traces the history of the interest parity concept, summarizes evidence on the empirical validity of uncovered interest parity, and disc...

Measurement and Alleviation of Poverty: With an Application to the Effects of Macroeconomic Adjustment

Measurement and Alleviation of Poverty: With an Application to the Effects of Macroeconomic Adjustment »

Source: IMF Staff papers : Volume 34 No. 1

Volume: 34

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1987

ISBN: 9781451956740

Keywords: exchange rates, exchange rate, foreign exchange, exchange risk, real exchange rate

This paper finds scope for some optimism that the empirical modeling of exchange rates will someday lead to significantly better-than-random explanations. The first part of the paper focuses on the relationships am...

The Mexican Peso Crisis

The Mexican Peso Crisis »

Source: The Mexican Peso Crisis : Overview and Analysis of Credibility Factors

Volume/Issue: 1996/6

Series: IMF Working Papers

Author(s): Paul Masson , and Pierre-Richard Agénor

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1996

ISBN: 9781451929096

Keywords: exchange rate, probability, equation, real exchange rate, currency risk

This paper examines credibility and reputational factors in explaining the December 1994 crisis of the Mexican peso. After reviewing events leading to the crisis, a model emphasizing the inflation-competitiveness t...

Determinants of the Foreign Exchange Risk Premium in Gulf Cooperation Council Countries

Determinants of the Foreign Exchange Risk Premium in Gulf Cooperation Council Countries »

Source: Determinants of the Foreign Exchange Risk Premium in Gulf Cooperation Council Countries

Volume/Issue: 2010/255

Series: IMF Working Papers

Author(s): Tigran Poghosyan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2010

ISBN: 9781455209552

Keywords: time-varying risk premium, multivariate GARCH-in- Mean, GCC, risk premium, exchange risk, exchange rate, Multivariate Garch-in-mean,

This paper analyzes macroeconomic determinants of the foreign exchange risk premium in two Gulf Cooperation Council (GCC) countries that peg their currencies to the U.S. dollar: Saudi Arabia and the United Arab Emi...

Uncovered Interest Parity1

Uncovered Interest Parity1 »

Source: Uncovered Interest Parity

Volume/Issue: 2006/96

Series: IMF Working Papers

Author(s): Peter Isard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2006

ISBN: 9781451863567

Keywords: unbiasedness hypothesis, exchange risk premium, exchange rate, foreign exchange, exchange rate expectations, spot exchange rate, Open Economy Macroeconomics,

This paper provides an overview of the uncovered interest parity assumption. It traces the history of the interest parity concept, summarizes evidence on the empirical validity of uncovered interest parity, and dis...

Transactions Costs and Vehicle Currencies

Transactions Costs and Vehicle Currencies »

Source: Transactions Costs and Vehicle Currencies

Volume/Issue: 1989/96

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 November 1989

ISBN: 9781451949902

Keywords: transactions costs, foreign exchange, exchange rate, exchange rate risk, world trade

The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, inclu...