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What Are Reference Rates For?

What Are Reference Rates For? »

Source: What Are Reference Rates For?

Volume/Issue: 2017/13

Series: IMF Working Papers

Author(s): Divya Kirti

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 January 2017

ISBN: 9781475572315

Keywords: London interbank offer rate, Interest rates, Loans, Financial derivatives, Risk management, Reference rates, interest rate risk

What is the precise role of reference rates? Why does it matter if LIBOR was manipulated? To address these questions, I analyze the use of reference rates in floating-rate loans and interestrate derivatives in the...

Global Financial Stability Report, April 2018
			: A Bumpy Road Ahead

Global Financial Stability Report, April 2018 : A Bumpy Road Ahead »

Series: Global Financial Stability Report

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 April 2018

DOI: http://dx.doi.org/10.5089/9781484338292.082

ISBN: 9781484338292

Keywords: Global Financial Stability Report, Central banks, Credit, Interest rates, Market economies, Emerging markets, global financial stability, crypto assets, financial risks, risks to growth

The April 2018 Global Financial Stability Report (GFSR) finds that short-term risks to financial stability have increased somewhat since the previous GFSR. Medium-term risks are still elevated as financial vulnera...

Colombia: Selected Issues

Colombia: Selected Issues »

Source: Colombia : Selected Issues

Volume/Issue: 2016/134

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Western Hemisphere Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 May 2016

ISBN: 9781484367520

Keywords: monetary policy, risk, interest rate, inflation, risk premium

This paper presents an assessment of the monetary policy stance and broad financial conditions in Colombia, which provides insights about macro-financial linkages. It also discusses how nonfinancial corporate debt...

Colombia: Selected Issues

Colombia: Selected Issues »

Source: Colombia : Selected Issues

Volume/Issue: 2016/134

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Western Hemisphere Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 May 2016

ISBN: 9781484367520

Keywords: monetary policy, risk, interest rate, inflation, risk premium

This paper presents an assessment of the monetary policy stance and broad financial conditions in Colombia, which provides insights about macro-financial linkages. It also discusses how nonfinancial corporate debt...

Colombia: Selected Issues

Colombia: Selected Issues »

Source: Colombia : Selected Issues

Volume/Issue: 2016/134

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Western Hemisphere Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 May 2016

ISBN: 9781484367520

Keywords: monetary policy, risk, interest rate, inflation, risk premium

This paper presents an assessment of the monetary policy stance and broad financial conditions in Colombia, which provides insights about macro-financial linkages. It also discusses how nonfinancial corporate debt...

Global Financial Stability Report, April 2017
			: Getting the Policy Mix Right

Global Financial Stability Report, April 2017 : Getting the Policy Mix Right »

Series: Global Financial Stability Report

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 April 2017

DOI: http://dx.doi.org/10.5089/9781475564563.082

ISBN: 9781475564563

Keywords: Emerging markets, Financial intermediation, Financial stability, Financial soundness indicators, Interest rates. Economic models, Economic integration, Market economies, Interest rates, Credit, Macroprudential policies and financial stability

Financial stability has continued to improve since the October 2016 Global Financial Stability Report (GFSR). Economic activity has gained momentum, as outlined in the April 2017 World Economic Outlook (WEO), amid...

Global Financial Stability Report, October 2016
			: Fostering Stability in a Low-Growth, Low-Rate Era

Global Financial Stability Report, October 2016 : Fostering Stability in a Low-Growth, Low-Rate Era »

Series: Global Financial Stability Report

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 October 2016

DOI: http://dx.doi.org/10.5089/9781513559582.082

ISBN: 9781513559582

Keywords: Economic stability, Financial stability, Global Financial Stability Report, Global Financial Stability Risks, Market economies, Interest rates, Balance sheets, Pension funds, Emerging markets, global financial stability

The current report finds that short-term risks to global financial stability have abated since April 2016, but that medium-term risks continue to build. Financial institutions in advanced economies face a number of...

Kingdom of the Netherlands

Kingdom of the Netherlands »

Source: Kingdom of the Netherlands : Aruba: Detailed Assessment of Compliance with the Basel Core Principles for Effective Banking Supervision

Volume/Issue: 2008/316

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 September 2008

ISBN: 9781451800128

Keywords: risk management, credit institution, credit institutions, market risk, interest rate risk

This paper discusses detailed assessment of compliance with the Basel Core Principles for effective banking supervision for the Kingdom of the Netherlands-Aruba. Aruba's offshore banking sector is small by internat...

Establishment of the Investment Account

Establishment of the Investment Account »

Source: Establishment of the Investment Account

Volume/Issue: 2006/018

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 April 2006

ISBN: 9781498332705

Keywords: Fund reserves, Investment, Market interest rates, SDR interest rates, Interest rate increases, Exchange risk, Interest rates, investment account, investment objective, investment authority

This paper summarizes the relevant considerations and presents decisions for the establishment of an Investment Account (IA). Executive Directors considered an analysis of the establishment and operations of an IA...

Spain

Spain »

Source: Spain : Financial Sector Assessment Program: Technical Note: Stress Testing Methodology and Results

Volume/Issue: 2006/216

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 June 2006

ISBN: 9781451812190

Keywords: credit institutions, interest rate risk, bonds, cash flows, insurance companies

This report presents a description of the stress test exercises for Spain's banking and insurance systems. The exercises were carried out in the context of the Financial Sector Assessment Program with the aim of as...