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Namibia: Selected Issues

Namibia: Selected Issues »

Source: Namibia : Selected Issues

Volume/Issue: 2015/277

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2015

ISBN: 9781513524375

Keywords: credit, real estate, mortgage, banks, solvency

This Selected Issues paper examines macro-financial risks associated with housing boom in Namibia. Namibia has enjoyed stable and steady progress in financial sector developments, but vulnerabilities might have bui...

Malaysia

Malaysia »

Source: Malaysia : Financial Sector Assessment Program Stress Testing the Malaysian and Labuan IBFC Banking Sectors-Technical Note

Volume/Issue: 2014/97

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 April 2014

ISBN: 9781484352373

Keywords: banking, banking system, bank solvency, investment bank, banks ’; balance sheets

...

Bank Solvency and Funding Cost

Bank Solvency and Funding Cost »

Source: Bank Solvency and Funding Cost

Volume/Issue: 2016/64

Series: IMF Working Papers

Author(s): Christoph Aymanns , Carlos Caceres , Christina Daniel , and Liliana Schumacher

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 March 2016

ISBN: 9781513591131

Keywords: Solvency, funding cost, bank fundamentals, bank, banks, interest, capital, risk, General, All Countries,

Understanding the interaction between bank solvency and funding cost is a crucial pre-requisite for stress-testing. In this paper we study the sensitivity of bank funding cost to solvency measures while controlling...

How to Capture Macro-Financial Spillover Effects in Stress Tests?1

How to Capture Macro-Financial Spillover Effects in Stress Tests?1 »

Source: How to Capture Macro-Financial Spillover Effects in Stress Tests?

Volume/Issue: 2014/103

Series: IMF Working Papers

Author(s): Heiko Hesse , Ferhan Salman , and Christian Schmieder

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 June 2014

ISBN: 9781498379083

Keywords: Macro-financial linkages, Scenarios, Spillover, Contagion, bonds, national bank, banks ’; solvency, banking, bank solvency, General Outlook and Conditions

One of the challenges of financial stability analysis and bank stress testing is how to establish scenarios with meaningful macro-financial linkages, i.e., taking into account spillover effects and other forms of c...

Australia

Australia »

Source: Australia : Financial Sector Assessment Program-Technical Note-Stress Testing the Banking Sector and Systemic Risk Analysis

Volume/Issue: 2019/51

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 February 2019

ISBN: 9781484398920

Keywords: Bank credit, Central banks, Bank liquidity, Financial soundness indicators, Systemically important financial institutions, Australian bank;liquidity;fund cost;GFC;solvency

This Technical Note on Stress Testing the Banking Sector and Systemic Risk Analysis for Australia was prepared by a staff team of the International Monetary Fund as background documentation for the periodic consult...

Republic of Poland

Republic of Poland »

Source: Republic of Poland : Financial Sector Assessment Program-Technical Note-Cooperative Banks and Credit Unions

Volume/Issue: 2019/150

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 June 2019

ISBN: 9781498318099

Keywords: Bank credit, Central banks, Credit bureaus, Bank capital, Basel Core Principles, cooperative bank, credit union, BGF, IPS, solvency

This technical note reviews the cooperative bank and credit union sectors. It focuses on: (i) the situation of the two sectors that are both in states of transition; (ii) the regulatory and supervisory arrangements...

Republic of Poland

Republic of Poland »

Source: Republic of Poland : Financial Sector Assessment Program-Technical Note-Stress Testing and Systemic Risk Analysis

Volume/Issue: 2019/120

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 May 2019

ISBN: 9781498313155

Keywords: Bank credit, Central banks, Financial soundness indicators, Bank liquidity, Banking systems, cooperative bank, NBP, interbank, capital ratio, solvency

Poland's financial system is dominated by the banking sector, with significant state participation and foreign ownership. Commercial and cooperative banks play a leading role in financial intermediation, channeling...

Designing Effective Macroprudential Stress Tests

Designing Effective Macroprudential Stress Tests »

Source: Designing Effective Macroprudential Stress Tests : Progress So Far and the Way Forward

Volume/Issue: 2015/146

Series: IMF Working Papers

Author(s): Dimitri Demekas

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 June 2015

ISBN: 9781513513621

Keywords: contagion, solvency, bank, risk, capital, balance sheet, General, Financial Forecasting and Simulation, Government Policy and Regulation,

Giving stress tests a macroprudential perspective requires (i) incorporating general equilibrium dimensions, so that the outcome of the test depends not only on the size of the shock and the buffers of individual i...

ABBA: An Agent-Based Model of the Banking System

ABBA: An Agent-Based Model of the Banking System »

Source: ABBA: An Agent-Based Model of the Banking System

Volume/Issue: 2017/136

Series: IMF Working Papers

Author(s): Jorge Chan-Lau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 June 2017

ISBN: 9781484300688

Keywords: Financial stability, Banks, Liquidity, Interconnectedness, agent-based model, regulation, solvency, NetLogo, Government Policy and Regulation

A thorough analysis of risks in the banking system requires incorporating banks' inherent heterogeneity and adaptive behavior in response to shocks and changes in business conditions and the regulatory environment....

Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System*

Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System* »

Source: Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System

Volume/Issue: 2012/124

Series: IMF Working Papers

Author(s): Jorge Chan-Lau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2012

ISBN: 9781475503531

Keywords: Dynamic provisions, procyclicality, simulation, Chile, banking, calibration, bank solvency, equation, statistics

Dynamic provisions could help to enhance the solvency of individual banks and reduce procyclicality. Accomplishing these objectives depends on country-specific features of the banking system, business practices, an...