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Global Financial Stability Report, October 2015
			: Vulnerabilities, Legacies, and Policy Challenges - Risks Rotating to Emerging Markets

Global Financial Stability Report, October 2015 : Vulnerabilities, Legacies, and Policy Challenges - Risks Rotating to Emerging Markets »

Series: Global Financial Stability Report

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 October 2015

DOI: http://dx.doi.org/10.5089/9781513582047.082

ISBN: 9781513582047

Keywords: Liquidity, global financial crisis, securities markets, corporate debt, commodity prices, corporate bonds, regulations, equity bubble, normalization, risk premiums

The October 2015 Global Financial Stability Report finds that, despite an improvement in financial stability in advanced economies, risks continue to rotate toward emerging markets. The global financial outlook is...

Austria

Austria »

Source: Austria : Financial Sector Assessment Program Technical Note: Stress Testing and Short-Term Vulnerabilities

Volume/Issue: 2008/204

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 July 2008

ISBN: 9781451802436

Keywords: banking, banking system, market risk, liquidity ratio

This technical note focuses on the Austrian banking system that exhibits considerable resilience against shocks determined by stress tests. The main sources of risk lie in the credit risk arising from exposures to...

Prudential Liquidity Regulation in Developing Countries

Prudential Liquidity Regulation in Developing Countries »

Source: Prudential Liquidity Regulation in Developing Countries : A Case Study of Rwanda

Volume/Issue: 2012/20

Series: IMF Working Papers

Author(s): Sarah Sanya , A. E. Wayne Mitchell , and Angelique Kantengwa

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463931827

Keywords: Liquidity risk, regulation, supervsion, banking, banking system, central bank, excess liquidity, Jel Classification Numbers: Keywords: Liquidity Risk,

This paper analyses the prudential liquidity management framework, in particular the quantitative indicators employed by the central bank of Rwanda in response to the domestic liquidity crisis in 2008/09. It emphas...

Policies to Mitigate Procyclicality1

Policies to Mitigate Procyclicality1 »

Source: Policies to Mitigate Procyclicality

Volume/Issue: 2009/09

Series: IMF Staff Position Notes

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 May 2009

ISBN: 9781462370719

Keywords: Economic models, risk management, liquidity risk, financial stability, deposit insurance, market risk

...

Bank Risk and the Declining Franchise Value of the Banking Systems in the United States and Japan

Bank Risk and the Declining Franchise Value of the Banking Systems in the United States and Japan »

Source: Bank Risk and the Declining Franchise Value of the Banking Systems in the United States and Japan

Volume/Issue: 1992/45

Series: IMF Working Papers

Author(s): Howard Lee , Liliana Rojas-Suárez , and Steven Weisbrod

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 1992

ISBN: 9781451974249

Keywords: banking, bank risk, bankers, financial statements, bank liquidity

This paper associates both the increase in risk taken by wholesale banks in the United States and the decline in earnings at wholesale banks in Japan with a reduction in the franchise value of wholesale banking. In...

Of Runes and Sagas

Of Runes and Sagas »

Source: Of Runes and Sagas : Perspectives on Liquidity Stress Testing Using an Iceland Example

Volume/Issue: 2010/156

Series: IMF Working Papers

Author(s): Martin Cihak , and Li Ong

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2010

ISBN: 9781455201396

Keywords: Funding gap, liquidity risk, liquidity shocks, solvency risk, stress tests, banking, financial institutions, bonds, hedging, banking sector

The global financial crisis revealed weaknesses in the stress testing exercises performed on financial institutions and systems around the world. These failures were most evident in the area of liquidity risk, wher...

Finland: Financial Sector Assessment Program

Finland: Financial Sector Assessment Program »

Source: Finland: Financial Sector Assessment Program : Technical Note-Contingency Planning and Crisis Management

Volume/Issue: 2017/4

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 January 2017

ISBN: 9781475564907

Keywords: Risk management, Liquidity, Bank supervision, Banking sector, Capital, Credit risk, Europe, Financial Sector Assessment Program, Finland

This Technical Note discusses the findings and recommendations made in the Financial Sector Assessment Program for Finland in the area of contingency planning and crisis management (CPCM). Finland's CPCM framework...

Finland: Financial Sector Assessment Program

Finland: Financial Sector Assessment Program »

Source: Finland: Financial Sector Assessment Program : Technical Note-Banking Supervision

Volume/Issue: 2017/3

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 January 2017

ISBN: 9781475564747

Keywords: Finland, Financial Sector Assessment Program, Europe, Credit risk, Capital, Banking sector, Bank supervision, Liquidity, Risk management

This Technical Note discusses the findings and recommendations made in the Financial Sector Assessment Program (FSAP) for Finland in the area of banking supervision. The regulatory and supervisory framework for liq...

On Swing Pricing and Systemic Risk Mitigation

On Swing Pricing and Systemic Risk Mitigation »

Source: On Swing Pricing and Systemic Risk Mitigation

Volume/Issue: 2017/159

Series: IMF Working Papers

Author(s): Sheheryar Malik , and Peter Lindner

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 July 2017

ISBN: 9781484310151

Keywords: Financial crises, Liquidity management; Mutual funds; Redemptions; Systemic risk; Swing pricing, Liquidity management, Mutual funds, Redemptions, Systemic risk, Swing pricing, Model Construction and Estimation, Quantitative Policy Modeling

Swing pricing allows a fund manager to transfer to redeeming or subscribing investors the costs associated with their trading activity, thus potentially discouraging large flows. This liquidity management tool, whi...

Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems

Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems »

Source: Macroprudential Liquidity Stress Testing in FSAPs for Systemically Important Financial Systems

Volume/Issue: 2017/102

Series: IMF Working Papers

Author(s): Andreas A. Jobst , Li Lian Ong , and Christian Schmieder

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2017

ISBN: 9781475597240

Keywords: Liquidity risk, Basel III, cash flow-based approach, liquidity coverage ratio (LCR), net stable funding ratio (NSFR), solvency risk, stress testing, Tourism, Cuba, Caribbean

Bank liquidity stress testing, which has become de rigueur following the costly lessons of the global financial crisis, remains underdeveloped compared to solvency stress testing. The ability to adequately identify...