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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...

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...

Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information

Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information »

Source: Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information

Volume/Issue: 2011/263

Series: IMF Working Papers

Author(s): Liliana Schumacher , and Theodore Barnhill

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

ISBN: 9781463924614

Keywords: Solvency risk, systemic liquidity, probability, banking, banking system, bank failures, probabilities, General Financial Markets: Other,

This paper proposes and demonstrates a methodology for modeling correlated systemic solvency and liquidity risks for a banking system. Using a forward looking simulation of many risk factors applied to detailed bal...

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...

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...

A Framework for Macroprudential Bank Solvency Stress Testing

A Framework for Macroprudential Bank Solvency Stress Testing »

Source: A Framework for Macroprudential Bank Solvency Stress Testing : Application to S-25 and Other G-20 Country FSAPs

Volume/Issue: 2013/68

Series: IMF Working Papers

Author(s): Andreas A. Jobst , Li Ong , and Christian Schmieder

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 March 2013

ISBN: 9781616355074

Keywords: Basel III, Financial Sector Assessment Plan (FSAP), G-20, macroprudential, S-25, satellite models, solvency, surveillance, banking, capital adequacy

The global financial crisis has placed the spotlight squarely on bank stress tests. Stress tests conducted in the lead-up to the crisis, including those by IMF staff, were not always able to identify the right risk...

Singapore

Singapore »

Source: Singapore : Financial Sector Assessment Program; Technical Note-Financial Stability Analysis and Stress Testing

Volume/Issue: 2019/228

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 July 2019

ISBN: 9781498325868

Keywords: Financial soundness indicators, Central banks, Bank liquidity, Interest rates on loans, Financial crises, solvency, cyber-attacks, insurer, Singapore dollar, liquidity

This technical note Financial Stability Analysis and Stress Testing on Singapore contributes to the assessment of the stability and soundness of the financial sector with a comprehensive set of risk analyses. The w...

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 sector, Bank supervision, Financial Sector Assessment Program, Malaysia, Stress testing, banking, banking system, bank solvency, investment bank, banks ’ balance sheets

This paper summarizes the stress tests (ST) undertaken for the Malaysian banking system as part of the Financial Sector Assessment Program (FSAP). All banks were subject to solvency, liquidity and contagion tests i...

How Does Bank Competition Affect Solvency, Liquidity and Credit Risk? Evidence from the MENA Countries

How Does Bank Competition Affect Solvency, Liquidity and Credit Risk? Evidence from the MENA Countries »

Source: How Does Bank Competition Affect Solvency, Liquidity and Credit Risk? Evidence from the MENA Countries

Volume/Issue: 2015/210

Series: IMF Working Papers

Author(s): Raja Almarzoqi , Sami Ben Naceur , and Alessandro Scopelliti

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 September 2015

ISBN: 9781513581910

Keywords: Bank Competition, Solvency, Bank Regulation, Supervision, bank, risk, banking, credit, Government Policy and Regulation, Corporation and Securities Law

The paper analyzes the relationship between bank competition and stability, with a specific focus on the Middle East and North Africa. Price competition has a positive effect on bank liquidity, as it induces self-d...