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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...

Currency and Banking Crises

Currency and Banking Crises »

Source: Currency and Banking Crises : The Early Warnings of Distress

Volume/Issue: 1999/178

Series: IMF Working Papers

Author(s): Graciela Kaminsky

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1999

ISBN: 9781451858938

Keywords: Early Warnings, Currency Crises, Banking Crises, banking, financial crises, banking crisis

The abruptness and virulence of the 1997 Asian crises have led many to claim that these crises are of a new breed and were thus unforecastable. This paper examines 102 financial crises in 20 countries and concludes...

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...

Systemic Risk Assessment in Low Income Countries

Systemic Risk Assessment in Low Income Countries »

Source: Systemic Risk Assessment in Low Income Countries : Balancing Financial Stability and Development

Volume/Issue: 2015/190

Series: IMF Working Papers

Author(s): Daniela Marchettini , and Rodolfo Maino

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 August 2015

ISBN: 9781513545882

Keywords: Early Warning Indicators, Financial Deepening, credit, bis, risk, banking, Financial Markets and the Macroeconomy, Financial Forecasting and Simulation,

We propose a toolkit for the assessment of systemic risk buildup in low income countries. We show that, due to non-linearity in the relationship between credit and financial stability, the assessment should be cond...

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...

Sovereign Debt Defaults and Financing Needs

Sovereign Debt Defaults and Financing Needs »

Source: Sovereign Debt Defaults and Financing Needs

Volume/Issue: 2004/53

Series: IMF Working Papers

Author(s): Miguel Messmacher , and Mark Kruger

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2004

ISBN: 9781451847413

Keywords: early warning indicators, probability, debt service, current account, correlation, probabilities, Macroeconomic Aspects of International Trade and Finance, Financial Institutions and Services,

We construct a financial vulnerability indicator that is consistent with the theoretical literature on determinants of defaults. It is based on the amount of new foreign financing that is needed to avoid a default...

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...