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Czech Republic

Czech Republic »

Source: Czech Republic : Technical Note on Macroprudential Policy Framework

Volume/Issue: 2012/175

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 July 2012

ISBN: 9781475506211

Keywords: systemic risk, monetary policy, contagion

This technical note examines the macroprudential policy framework in the Czech Republic. The Czech National Bank (CNB) has been actively developing its macroprudential policy framework for some time, including most...

Denmark: Financial Sector Assessment Program, Macroprudential Policies

Denmark: Financial Sector Assessment Program, Macroprudential Policies »

Source: Denmark : Financial Sector Assessment Program, Macroprudential Policies: Technical Note

Volume/Issue: 2014/347

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 December 2014

ISBN: 9781484306536

Keywords: risk, bank, systemic risk, credit, banks

This technical note discusses significance of macroprudential policies for Denmark. Macroprudential policy seeks to contain the buildup of macrofinancial imbalances associated with credit booms and asset price bubb...

Monitoring Systemic Risk Basedon Dynamic Thresholds1

Monitoring Systemic Risk Basedon Dynamic Thresholds1 »

Source: Monitoring Systemic Risk Basedon Dynamic Thresholds

Volume/Issue: 2012/159

Series: IMF Working Papers

Author(s): Kasper Lund-Jensen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

ISBN: 9781475504576

Keywords: Systemic Risk, banking, systemic banking crisis, banking crises

Successful implementation of macroprudential policy is contingent on the ability to identify and estimate systemic risk in real time. In this paper, systemic risk is defined as the conditional probability of a syst...

Russian Federation

Russian Federation »

Source: Russian Federation : Technical Note on Crisis Management and Crisis Preparedness Frameworks

Volume/Issue: 2011/335

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 November 2011

ISBN: 9781463925918

Keywords: banking, credit, deposit insurance, collateral, systemic risk

This technical note discusses the lessons learned from the financial crisis in Russia in 2008. The note summarizes key findings and recommendations, and analyzes the institutional framework and coordination arrange...

Exchange Rates and Domestic Credit—Can Macroprudential Policy Reduce the Link?

Exchange Rates and Domestic Credit—Can Macroprudential Policy Reduce the Link? »

Source: Exchange Rates and Domestic Credit-Can Macroprudential Policy Reduce the Link?

Volume/Issue: 2020/187

Series: IMF Working Papers

Author(s): Erlend Nier , Thordur Olafsson , and Yuan Gao Rollinson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 September 2020

ISBN: 9781513556550

Keywords: Macroprudential Policies, Capital Flows, Systemic Risk

This paper examines empirically the role of macroprudential policy in addressing the effects of external shocks on financial stability. In a sample of 62 economies over the period of 2000: Q1-2016: Q4, our dynamic...

Stress Testing and Calibration of Macroprudential Policy Tools*

Stress Testing and Calibration of Macroprudential Policy Tools* »

Source: Stress Testing and Calibration of Macroprudential Policy Tools

Volume/Issue: 2020/165

Series: IMF Working Papers

Author(s): Lucyna Gornicka , and Laura Valderrama

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 August 2020

ISBN: 9781513554471

Keywords: stress testing, systemic risk, mortgage risk, calibration, simulation, macroprudential policy

We present a semi-structural model of default risk, which is a function of loan and borrower characteristics, economic conditions, and the regulatory environment. We use this model to simulate bank credit losses fo...

Republic of Poland

Republic of Poland »

Source: Republic of Poland : Technical Assistance Report-Macroprudential Framework

Volume/Issue: 2012/276

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 September 2012

ISBN: 9781475510713

Keywords: systemic risk, credit, reserve requirements, payment systems, banking supervision

This paper on the Republic of Poland was prepared by a staff team of the International Monetary Fund as background documentation for the periodic consultation with the member country. It is based on the information...

Brazil

Brazil »

Source: Brazil : Technical Note on Macroprudential Policy Framework

Volume/Issue: 2013/148

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Western Hemisphere Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 June 2013

ISBN: 9781484375624

Keywords: financial system, reserve requirements, financial institutions, systemic risk

In recent years, the IMF has released a growing number of reports and other documents covering economic and financial developments and trends in member countries. Each report, prepared by a staff team after discuss...

Switzerland

Switzerland »

Source: Switzerland : Technical Note-Systemic Risk and Contagion Analysis

Volume/Issue: 2014/268

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 September 2014

ISBN: 9781498353922

Keywords: contagion, financial institutions, systemic risk, financial stability, financial system

...

Systemic Financial Risk in Payment Systems

Systemic Financial Risk in Payment Systems »

Source: Systemic Financial Risk in Payment Systems

Volume/Issue: 1990/65

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 1990

ISBN: 9781451962437

Keywords: payments, credit, payment system, payment systems, banking, Systemic Financial Risk,

Efficient and stable payments systems are of fundamental importance in maintaining an orderly international monetary system. Major disruptions of national and international payments systems would have highly advers...