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FIRST

FIRST »

Source: FIRST : A Market-Based Approach to Evaluate Financial System Risk and Stability

Volume/Issue: 2005/232

Series: IMF Working Papers

Author(s): Renzo Avesani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2005

ISBN: 9781451862515

Keywords: Large Complex Financial Institutions, financial institutions, probability, probabilities, correlation, Financial Institutions and Services: Government Policy and Regulation,

This paper presents background work that has been the basis for the development of the market and credit risk indicators (MRI and CRI, respectively) as published in the IMF's Global Financial Stability Report (GFSR...

Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties

Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties »

Source: Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties

Volume/Issue: 2009/173

Series: IMF Working Papers

Author(s): James Aitken , and Manmohan Singh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2009

ISBN: 9781451873207

Keywords: Counterparty Risk, Large Complex Financial Institutions, OTC derivatives, Collateral Flow, Central Counterparties, collateral, derivative, derivatives market, hedge, financial system,

Counterparty risk in the United States stemming from exposures to OTC derivatives payables (after netting) is now concentrated in five banks?Goldman Sachs, JPMorgan, Bank of America, Morgan Stanley and Citi. This n...

Regional Financial Conglomerates

Regional Financial Conglomerates »

Source: Regional Financial Conglomerates : A Case for Improved Supervision

Volume/Issue: 2005/124

Series: IMF Working Papers

Author(s): Thordur Olafsson , and Julia Majaha-Jartby

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2005

ISBN: 9781451861433

Keywords: Supervision, large and complex financial institutions, regional cross-border conglomerates, banking, supervisory authorities, banking supervision, supervisory authority, supervisory agencies, Financial Institutions and Services: Government Policy and Regulation, Large and Complex Regional Financial Conglomerates,

The paper's central theme is that where a financial crisis emerges, regional supervisors should have systems in place to effectively respond to their country-specific crises and-in the case of foreign operations an...

The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions

The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions »

Source: The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions

Volume/Issue: 2010/153

Series: IMF Working Papers

Author(s): Jiri Podpiera , and Inci Ötker

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

ISBN: 9781455201365

Keywords: Large Complex Financial Institutions, dynamic panel data, CAMELS, vulnerability analysis, bond, autocorrelation, corporate bond, statistics, standard errors, Financial Institutions and Services: Government Policy and Regulation

This paper attempts to identify the fundamental variables that drive the credit default swaps during the initial phase of distress in selected European Large Complex Financial Institutions (LCFIs). It uses yearly d...

A New Risk Indicator and Stress Testing Tool

A New Risk Indicator and Stress Testing Tool »

Source: A New Risk Indicator and Stress Testing Tool : A Multifactor Nth-to-Default CDS Basket

Volume/Issue: 2006/105

Series: IMF Working Papers

Author(s): Renzo Avesani , Jing Li , and Antonio Garcia Pascual

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2006

ISBN: 9781451863659

Keywords: market indicators, credit default swap (CDS), collateralized debt obligation (CDO), large complex financial institutions (LCFIs), probability, correlation, probabilities, correlations, probability of default,

This paper generalizes a market-based indicator for financial sector surveillance using a multifactor latent structure in the determination of the default probabilities of an nth-todefault credit default swap (CDS)...

Large and Complex Financial Institutions: Challenges and Policy Responses

Large and Complex Financial Institutions: Challenges and Policy Responses »

Source: Large and Complex Financial Institutions : Challenges and Policy Responses: Lessons from Sweden

Volume/Issue: 2003/1

Series: IMF Policy Discussion Papers

Author(s): R. Johnston , Balázs Horváth , Luca Errico , and Jingqing Chai

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2003

ISBN: 9781451975031

Keywords: Capital markets, Moral hazard, Sweden, Sweden, Large and complex financial institutions, policy lessons, financial institutions, financial sector, financial system, central banks

This paper examines the regulatory and supervisory implications stemming from the dominance of large and complex financial institutions, drawing on the recent Financial Sector Assessment Program (FSAP) mission work...

FIRST
			: A Market-Based Approach to Evaluate Financial System Risk and Stability

FIRST : A Market-Based Approach to Evaluate Financial System Risk and Stability »

Volume/Issue: 2005/232

Series: IMF Working Papers

Author(s): Renzo Avesani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2005

DOI: http://dx.doi.org/10.5089/9781451862515.001

ISBN: 9781451862515

Keywords: Large Complex Financial Institutions, financial institutions, probability, probabilities, correlation, Financial Institutions and Services: Government Policy and Regulation,

This paper presents background work that has been the basis for the development of the market and credit risk indicators (MRI and CRI, respectively) as published in the IMF's Global Financial Stability Report (GFSR...

Impact of Regulatory Reforms on Large and Complex Financial Institutions

Impact of Regulatory Reforms on Large and Complex Financial Institutions »

Source: Impact of Regulatory Reforms on Large and Complex Financial Institutions

Volume/Issue: 2010/16

Series: IMF Staff Position Notes

Author(s): Inci Ötker , and Ceyla Pazarbasioglu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 November 2010

ISBN: 9781462345496

Keywords: Financial reform, Capital requirements, Basel Core Principles, Bank supervision, Banking, Capital controls, Bank reforms, Bank regulations, Liquidity controls, Basel III

Financial sector reforms are being considered to address the risks posed by large and complex financial institutions (LCFIs). The vast majority of global finance is intermediated by a handful of these institutions...

Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties

Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties »

Volume/Issue: 2009/173

Series: IMF Working Papers

Author(s): James Aitken , and Manmohan Singh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2009

DOI: http://dx.doi.org/10.5089/9781451873207.001

ISBN: 9781451873207

Keywords: Counterparty Risk, Large Complex Financial Institutions, OTC derivatives, Collateral Flow, Central Counterparties, collateral, derivative, derivatives market, hedge, financial system,

Counterparty risk in the United States stemming from exposures to OTC derivatives payables (after netting) is now concentrated in five banks?Goldman Sachs, JPMorgan, Bank of America, Morgan Stanley and Citi. This n...

Regional Financial Conglomerates
			: A Case for Improved Supervision

Regional Financial Conglomerates : A Case for Improved Supervision »

Volume/Issue: 2005/124

Series: IMF Working Papers

Author(s): Thordur Olafsson , and Julia Majaha-Jartby

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2005

DOI: http://dx.doi.org/10.5089/9781451861433.001

ISBN: 9781451861433

Keywords: Supervision, large and complex financial institutions, regional cross-border conglomerates, banking, supervisory authorities, banking supervision, supervisory authority, supervisory agencies, Financial Institutions and Services: Government Policy and Regulation, Large and Complex Regional Financial Conglomerates,

The paper's central theme is that where a financial crisis emerges, regional supervisors should have systems in place to effectively respond to their country-specific crises and-in the case of foreign operations an...