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Sweden: Selected Issues

Sweden: Selected Issues »

Source: Sweden : Selected Issues

Volume/Issue: 2014/262

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. European Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 September 2014

ISBN: 9781498339438

Keywords: mortgage, mortgages, mortgage credit, mortgage lending, mortgage risk

...

Sweden: Selected Issues

Sweden: Selected Issues »

Source: Sweden : Selected Issues

Volume/Issue: 2014/262

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. European Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 September 2014

ISBN: 9781498339438

Keywords: mortgage, mortgages, mortgage credit, mortgage lending, mortgage risk

...

Sweden: Selected Issues

Sweden: Selected Issues »

Source: Sweden : Selected Issues

Volume/Issue: 2014/262

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. European Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 September 2014

ISBN: 9781498339438

Keywords: mortgage, mortgages, mortgage credit, mortgage lending, mortgage risk

...

Why Do Bank-Dependent Firms Bear Interest-Rate Risk?

Why Do Bank-Dependent Firms Bear Interest-Rate Risk? »

Source: Why Do Bank-Dependent Firms Bear Interest-Rate Risk?

Volume/Issue: 2017/3

Series: IMF Working Papers

Author(s): Divya Kirti

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 January 2017

ISBN: 9781475568974

Keywords: Corporate finance, Interest-rate risk, bank lending, bank-dependent firms, Financial Markets and the Macroeconomy

I document that floating-rate loans from banks (particularly important for bank-dependent firms) drive most variation in firms' exposure to interest rates. I argue that banks lend to firms at floating rates because...

The Lender of Last Resort Function after the Global Financial Crisis

The Lender of Last Resort Function after the Global Financial Crisis »

Source: The Lender of Last Resort Function after the Global Financial Crisis

Volume/Issue: 2016/10

Series: IMF Working Papers

Author(s): Marc Dobler , Simon Gray , Diarmuid Murphy , and Bozena Radzewicz-Bak

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 January 2016

ISBN: 9781498355995

Keywords: collateral, risk control measures, market, lender, liquidity, central bank, Government Policy and Regulation, All Countries,, Lender of last resort, Central banks and their policies

The global financial crisis (GFC) has renewed interest in emergency liquidity support (sometimes referred to as “Lender of Last Resort”) provided by central banks to financial institutions and challenged the tradit...

Systemic Risks in Global Banking

Systemic Risks in Global Banking »

Source: Systemic Risks in Global Banking : What Available Data Can Tell Us and What More Data Are Needed?

Volume/Issue: 2011/222

Series: IMF Working Papers

Author(s): Eugenio Cerutti , Patrick McGuire , and Stijn Claessens

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

ISBN: 9781463904241

Keywords: Systemic risks, banking system, international, contagion, vulnerabilities, banking, systemic risk, banking statistics, recapitalization, International Lending and Debt Problems

The recent financial crisis has shown how interconnected the financial world has become. Shocks in one location or asset class can have a sizable impact on the stability of institutions and markets around the world...

Connected to Whom? International Interbank Borrowing During the Global Crisis

Connected to Whom? International Interbank Borrowing During the Global Crisis »

Source: Connected to Whom? International Interbank Borrowing During the Global Crisis

Volume/Issue: 2013/14

Series: IMF Working Papers

Author(s): Kalin Tintchev

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 January 2013

ISBN: 9781475542028

Keywords: counterparty risk, financial interconnectedness, banking, banking system, credit risk, General, International Lending and Debt Problems, Open Economy Macroeconomics, International Policy Coordination and Transmission,

The unprecedented collapse of international interbank borrowing was a prominent feature of the global financial crisis that started in August 2007. This paper focuses on the drivers of the retrenchment from 32 adva...

The Pricing of Credit Default Swaps During Distress

The Pricing of Credit Default Swaps During Distress »

Source: The Pricing of Credit Default Swaps During Distress

Volume/Issue: 2006/254

Series: IMF Working Papers

Author(s): Manmohan Singh , and Jochen Andritzky

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2006

ISBN: 9781451865141

Keywords: Credit default swaps, recovery value, default risk, bond, bonds, arbitrage, bond market, bond spreads, International Lending and Debt Problems,

Credit default swaps (CDS) provide the buyer with insurance against certain types of credit events by entitling him to exchange any of the bonds permitted as deliverable against their par value. Unlike bonds, whose...

How Important Is Sovereign Risk in Determining Corporate Default Premia? The Case of South Africa

How Important Is Sovereign Risk in Determining Corporate Default Premia? The Case of South Africa »

Source: How Important Is Sovereign Risk in Determining Corporate Default Premia? The Case of South Africa

Volume/Issue: 2005/217

Series: IMF Working Papers

Author(s): Marcel Peter , and Martín Grandes

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2005

ISBN: 9781451862362

Keywords: corporate risk, sovereign ceiling, default premium, bond, bonds, equation, probability, corporate bond, International Lending and Debt Problems,

The paper analyzes and quantifies the importance of sovereign risk in determining corporate default premia (yield spreads). It also investigates the extent to which the practice by rating agencies and banks of not...

Bank Bailouts

Bank Bailouts »

Source: Bank Bailouts : Moral Hazard vs. Value Effect

Volume/Issue: 1999/106

Series: IMF Working Papers

Author(s): Eduardo Levy Yeyati , and Tito Cordella

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 1999

ISBN: 9781451852875

Keywords: banks, risk, bailout, lender of last resort, value effect, moral hazard, deposit insurance, banking, bank managers, bank value

This paper shows that a central bank, by announcing and committing ex-ante to a bailout policy that is contingent on the realization of certain states of nature (for example on the occurrence of an adverse macroeco...