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European Union

European Union »

Source: European Union : Publication of Financial Sector Assessment Program Documentation-Technical Note on Financial Integration and Fragmentation in the European Union

Volume/Issue: 2013/71

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 March 2013

ISBN: 9781475546149

Keywords: banking, banking assets, banking statistics, bank exposures, banking systems

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...

Bank Risk Within and Across Equilibria1

Bank Risk Within and Across Equilibria1 »

Source: Bank Risk Within and Across Equilibria

Volume/Issue: 2014/116

Series: IMF Working Papers

Author(s): Itai Agur

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 July 2014

ISBN: 9781498306515

Keywords: Bank risk, Wholesale funding, Adverse selection, Multiple equilibria, banking, systemic risk, bank exposures, bank funding,

The global financial crisis highlighted that the financial system can be most vulnerable when it seems most stable. This paper models non-linear dynamics in banking. Small shocks can lead from an equilibrium with f...

Capital Flows: The Role of Bank and Nonbank Balance Sheets

Capital Flows: The Role of Bank and Nonbank Balance Sheets »

Source: Capital Flows: The Role of Bank and Nonbank Balance Sheets

Volume/Issue: 2019/85

Series: IMF Working Papers

Author(s): Yuko Hashimoto , and Signe Krogstrup

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 April 2019

ISBN: 9781498311472

Keywords: Bank credit, Central banks, Private capital flows, Foreign currency exposure, International financial markets, foreign exposure, global factor, risk aversion, global financial crisis, forward contract

This paper assesses the role of bank and nonbank financial institutions' balance sheet foreign exposures and risk management practices in driving capital flow responses to global risk. Using a unique and previously...

Risk Diversification in the Credit Portfolio

Risk Diversification in the Credit Portfolio »

Source: Risk Diversification in the Credit Portfolio : An Overview of Country Practices

Volume/Issue: 2001/200

Series: IMF Working Papers

Author(s): JoAnne Morris

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2001

ISBN: 9781451860160

Keywords: risk diversification, credit concentration, large credit exposure, banking, capital adequacy, bank for international settlements, capital base, banking supervision,

This paper reviews the rules in place in selected countries to limit risk concentrations in the credit portfolio. The paper focuses on a number of issues suggested by international organizations for countries and b...

Did the Euro Crisis Affect Non-Financial Firm Stock Prices Through a Financial or Trade Channel?

Did the Euro Crisis Affect Non-Financial Firm Stock Prices Through a Financial or Trade Channel? »

Source: Did the Euro Crisis Affect Non-Financial Firm Stock Prices Through a Financial or Trade Channel?

Volume/Issue: 2011/227

Series: IMF Working Papers

Author(s): Stijn Claessens , Hui Tong , and Igor Zuccardi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

ISBN: 9781463904951

Keywords: Euro crisis, non-financial firms, financial channel, trade channel, bank exposure, financial dependence, stock prices, stock price, banking,

This paper analyzes through what channels the euro crisis has affected firm valuations globally. It examines stock price responses over the past year for 3045 non-financial firms in 16 countries to three key crisis...

CoMap: Mapping Contagion in the Euro Area Banking Sector

CoMap: Mapping Contagion in the Euro Area Banking Sector »

Source: CoMap: Mapping Contagion in the Euro Area Banking Sector

Volume/Issue: 2019/102

Series: IMF Working Papers

Author(s): Mehmet Ziya Gorpe , Giovanni Covi , and Christoffer Kok

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 May 2019

ISBN: 9781498312073

Keywords: Banking sector, Financial crises, Macroprudential policies and financial stability, Financial institutions, Central banks, Systemic Risk, Network Analysis, Interconnectedness, Large Exposures, Stress Test

This paper presents a novel approach to investigate and model the network of euro area banks' large exposures within the global banking system. Drawing on a unique dataset, the paper documents the degree of interco...

Revised Guidelines for Foreign Exchange Reserve Management

Revised Guidelines for Foreign Exchange Reserve Management »

Source: Revised Guidelines for Foreign Exchange Reserve Management

Volume/Issue: 2013/001

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 January 2013

ISBN: 9781498342377

Keywords: Executive Board decisions, Financial stability, Foreign exchange, Lapse of time approval, Reserve management policy, Risk management, Transparency, Central banking and monetary issues, Access to international capital markets, Central bank operations

The 2013 revision of the Guidelines was carried out by the IMF staff, supported by a small Working Group of central banks and monetary authorities from China, India, Israel, Italy, Mexico, Japan, Russia, Saudi Arab...

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

...

European Union
			: Publication of Financial Sector Assessment Program Documentation-Technical Note on Financial Integration and Fragmentation in the European Union

European Union : Publication of Financial Sector Assessment Program Documentation-Technical Note on Financial Integration and Fragmentation in the European Union »

Volume/Issue: 2013/71

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 March 2013

DOI: http://dx.doi.org/10.5089/9781475546149.002

ISBN: 9781475546149

Keywords: banking, banking assets, banking statistics, bank exposures, banking systems

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...

Bank Risk Within and Across Equilibria

Bank Risk Within and Across Equilibria »

Volume/Issue: 2014/116

Series: IMF Working Papers

Author(s): Itai Agur

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 July 2014

DOI: http://dx.doi.org/10.5089/9781498306515.001

ISBN: 9781498306515

Keywords: Bank risk, Wholesale funding, Adverse selection, Multiple equilibria, banking, systemic risk, bank exposures, bank funding,

The global financial crisis highlighted that the financial system can be most vulnerable when it seems most stable. This paper models non-linear dynamics in banking. Small shocks can lead from an equilibrium with f...