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Source: Qatar : Selected Issues

Volume/Issue: 2014/109

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Middle East and Central Asia Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 May 2014

ISBN: 9781484368930

Keywords: investment management, public investment management, contagion, early warning system

This Selected Issues paper assesses efficiency of Qatar public investment. It discusses the trends in public capital spending and the rationale for improving public investment efficiency. The paper outlines three a...

Distress in European Banks

Distress in European Banks »

Source: Distress in European Banks : An Analysis Basedon a New Dataset

Volume/Issue: 2009/9

Series: IMF Working Papers

Author(s): Tigran Poghosyan , and Martin Cihak

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2009

ISBN: 9781451871562

Keywords: Early Warning System, Regulation, Early Intervention, banking, bank distress, bank failure, contagion,

The global financial crisis has highlighted the importance of early identification of weak banks: when problems are identified late, solutions are much more costly. Until recently, Europe has seen only a small numb...

Why Are Canadian Banks More Resilient?1

Why Are Canadian Banks More Resilient?1 »

Source: Why Are Canadian Banks More Resilient?

Volume/Issue: 2009/152

Series: IMF Working Papers

Author(s): Rocco Huang , and Lev Ratnovski

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2009

ISBN: 9781451872996

Keywords: Early Warning System, capital injection, banking, bank performance, bank of canada,

This paper explores factors behind Canadian banks' relative resilience in the ongoing credit turmoil. We identify two main causes: a higher share of depository funding (vs. wholesale funding) in liabilities, and a...

Predicting Sovereign Debt Crises

Predicting Sovereign Debt Crises »

Source: Predicting Sovereign Debt Crises

Volume/Issue: 2003/221

Series: IMF Working Papers

Author(s): Axel Schimmelpfennig , Nouriel Roubini , and Paolo Manasse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2003

ISBN: 9781451875256

Keywords: Early-warning system, sovereign debt crises, sovereign default, debt crisis, external debt, debt crises, short-term debt, currency crisis, General Outlook and Conditions, Forecasting and Other Model Applications

We develop an early-warning model of sovereign debt crises. A country is defined to be in a debt crisis if it is classified as being in default by Standard & Poor's, or if it has access to nonconcessional IMF finan...

Rating the Rating Agencies

Rating the Rating Agencies »

Source: Rating the Rating Agencies : Anticipating Currency Crises or Debt Crises?

Volume/Issue: 2003/122

Series: IMF Working Papers

Author(s): Amadou Sy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2003

ISBN: 9781451854510

Keywords: Crisis, distress, early-warning systems, probability of default, ratings, currency crises, currency crisis, debt crises, bond, sovereign default

In contrast to the early-warning system literature, we find that currency and debt crises are not closely linked in emerging markets. We find that after 1994, credit ratings predict debt crises but fail to anticipa...

Sovereign Credit Ratings Methodology

Sovereign Credit Ratings Methodology »

Source: Sovereign Credit Ratings Methodology : An Evaluation

Volume/Issue: 2002/170

Series: IMF Working Papers

Author(s): Ashok Bhatia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2002

ISBN: 9781451858433

Keywords: early warning, risk, sovereign, vulnerability, bonds, bond, financial system, sovereign default, external debt, Market Structure and Pricing: General

This paper describes and evaluates the sovereign credit ratings methodologies of Standard & Poor's, Moody's Investors Service, and Fitch Ratings. A simple definition of ratings failure-based on ratings stability-is...

Leading Indicators of Fiscal Distress

Leading Indicators of Fiscal Distress »

Source: Leading Indicators of Fiscal Distress

Volume/Issue: 2016/28

Series: IMF Working Papers

Author(s): Martin Bruns , and Tigran Poghosyan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 February 2016

ISBN: 9781475594799

Keywords: fiscal distress, extreme bound analysis, debt, currency, inflation, emerging economies, default, Studies of Particular Policy Episodes, General Outlook and Conditions, Forecasting and Simulation

Early warning systems (EWS) are widely used for assessing countries’ vulnerability to fiscal distress. Most EWS employ a specific set of only fiscal leading indicators predetermined by the researchers, which casts...

Can You Map Global Financial Stability?

Can You Map Global Financial Stability? »

Source: Can You Map Global Financial Stability?

Volume/Issue: 2010/145

Series: IMF Working Papers

Author(s): Jaume Puig , Ken Miyajima , Rebecca McCaughrin , and Peter Dattels

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

ISBN: 9781455201280

Keywords: Early-warning indicator, inflation, bond, financial system, financial markets, Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General, Financial Economics: General, Public Economics: General

The Global Financial Stability Map was developed as a tool to interpret the risks and conditions that impact financial stability in a graphical manner. It complements other existing tools for assessing financial st...

Review of the Experience with the Policy Support Instrument

Review of the Experience with the Policy Support Instrument »

Source: Review of the Experience with the Policy Support Instrument

Volume/Issue: 2009/028

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 April 2009

ISBN: 9781498335966

Keywords: Fiscal reforms, Low-income developing countries, Policy Support Instrument, Poverty Reduction and Growth Facility, Technical Assistance, Balance of payments, Civil society organizations, Balance of payments need, Early warning systems, Development policy

This review is focused mainly on the implementation of the Policy Support Instrument (PSI) against the goals and expectations set out by the Executive Board. Some possible modifications to the PSI that have been co...

Early Warning Systems

Early Warning Systems »

Source: Early Warning Systems : A Survey and a Regime-Switching Approach

Volume/Issue: 2003/32

Series: IMF Working Papers

Author(s): Abdul Abiad

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2003

ISBN: 9781451845136

Keywords: Currency crisis, early warning system, regime switching, Markov switching, probability, probabilities, currency crises, asian crisis, contagion, Forecasting and Other Model Applications

Previous early-warning systems (EWSs) for currency crises have relied on models that require a priori dating of crises. This paper proposes an alternative EWS, based on a Markov-switching model, which identifies an...