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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...

A Monitoring Framework for Global Financial Stability

A Monitoring Framework for Global Financial Stability »

Source: A Monitoring Framework for Global Financial Stability

Volume/Issue: 2019/6

Series: Staff Discussion Notes

Author(s): Tobias Adrian , Dong He , Nellie Liang , and Fabio Natalucci

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 August 2019

ISBN: 9781498300339

Keywords: Financial stability, Macroprudential Policy, Financial crises, Real sector, Macroprudential policies and financial stability, Financial institutions, Financial markets, financial conditions, financial condition, Gar

This paper describes the conceptual framework that guides assessments of financial stability risks for multilateral surveillance, as currently presented in the Global Financial Stability Report (GFSR). The framewor...

Inefficient Fire-Sales in Decentralized Asset Markets1

Inefficient Fire-Sales in Decentralized Asset Markets1 »

Source: Inefficient Fire-Sales in Decentralized Asset Markets

Volume/Issue: 2019/92

Series: IMF Working Papers

Author(s): Ehsan Ebrahimy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 May 2019

ISBN: 9781498303804

Keywords: Supply and demand, Asset prices, Financial assets, Balance sheets, Asset markets, fire-sales, coordination failure, decentralized markets, competitive search, fire-sale

Classic models of fire-sales that emphasize liquidity-constrained natural buyers can-not fully account for the asset fire-sales during the Financial Crisis of 2008. I present a model to demonstrate that fire-sales...

CoMap: Mapping Contagion in the Euro Area Banking Sector

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

DOI: http://dx.doi.org/10.5089/9781498312073.001

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...

A Monitoring Framework for Global Financial Stability

A Monitoring Framework for Global Financial Stability »

Volume/Issue: 2019/6

Series: Staff Discussion Notes

Author(s): Tobias Adrian , Dong He , Nellie Liang , and Fabio Natalucci

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 August 2019

DOI: http://dx.doi.org/10.5089/9781498300339.006

ISBN: 9781498300339

Keywords: Financial stability, Macroprudential Policy, Financial crises, Real sector, Macroprudential policies and financial stability, Financial institutions, Financial markets, financial conditions, financial condition, Gar

This paper describes the conceptual framework that guides assessments of financial stability risks for multilateral surveillance, as currently presented in the Global Financial Stability Report (GFSR). The framewor...

Inefficient Fire-Sales in Decentralized Asset Markets

Inefficient Fire-Sales in Decentralized Asset Markets »

Volume/Issue: 2019/92

Series: IMF Working Papers

Author(s): Ehsan Ebrahimy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 May 2019

DOI: http://dx.doi.org/10.5089/9781498303804.001

ISBN: 9781498303804

Keywords: Supply and demand, Asset prices, Financial assets, Balance sheets, Asset markets, fire-sales, coordination failure, decentralized markets, competitive search, fire-sale

Classic models of fire-sales that emphasize liquidity-constrained natural buyers can-not fully account for the asset fire-sales during the Financial Crisis of 2008. I present a model to demonstrate that fire-sales...