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How Well Do Aggregate Bank Ratios Identify Banking Problems?

How Well Do Aggregate Bank Ratios Identify Banking Problems? »

Source: How Well Do Aggregate Bank Ratios Identify Banking Problems?

Volume/Issue: 2007/275

Series: IMF Working Papers

Author(s): Martin Cihak , and Klaus Schaeck

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2007

ISBN: 9781451868388

Keywords: macroprudential analysis, banking, capital adequacy, return on equity, banking crisis,

The paper provides an empirical analysis of aggregate banking system ratios during systemic banking crises. Drawing upon a wide cross-country dataset, we utilize parametric and nonparametric tests to assess the pow...

Policy, Risk and Spillover Analysis in the World Economy

Policy, Risk and Spillover Analysis in the World Economy »

Source: Policy, Risk and Spillover Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach

Volume/Issue: 2017/89

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 April 2017

ISBN: 9781475592757

Keywords: Monetary policy analysis; Fiscal policy analysis; Macroprudential policy analysis; Spillover analysis; Forecasting; World economy; Bayesian econometrics, Monetary policy analysis, Fiscal policy analysis, Macroprudential policy analysis, Spillover analysis, Forecasting, World economy, Bayesian econometrics, Bayesian Analysis, Models with Panel Data

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies, to facilitate multilaterally consistent macrofinancial policy, risk and spillover analysis....

Managing Volatile Capital Flows: Experiences and Lessons for Sub-Saharan African Frontier Markets

Managing Volatile Capital Flows: Experiences and Lessons for Sub-Saharan African Frontier Markets »

Source: Managing Volatile Capital Flows: Experiences and Lessons for Sub-Saharan African Frontier Markets

Volume: 14

Series: Departmental Papers / Policy Papers

Author(s): Cheikh Gueye , Javier Arze del Granado , Rodrigo Garcia-Verdu , Mumtaz Hussain , B. Jang , Sebastian Weber , and Juan Corrales

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 March 2014

ISBN: 9781616358440

Keywords: Capital flows, Sub-Saharan Africa, Macroprudential Policy, Monetary policy, Cross country analysis

During the past three years the frontier markets of sub-Saharan Africa have received growing amounts of portfolio capital flows, with heightened interest from foreign investors. Compared with foreign direct investm...

Macroprudential Solvency Stress Testing of the Insurance Sector

Macroprudential Solvency Stress Testing of the Insurance Sector »

Source: Macroprudential Solvency Stress Testing of the Insurance Sector

Volume/Issue: 2014/133

Series: IMF Working Papers

Author(s): Andreas A. Jobst , Nobuyasu Sugimoto , and Timo Broszeit

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 July 2014

ISBN: 9781484346365

Keywords: macroprudential surveillance, financial stability analysis, underwriting, life insurance, life insurers, insurance activities, General,

Over the last decade, stress testing has become a central aspect of the Fund's bilateral and multilateral surveillance work. Recently, more emphasis has also been placed on the role of insurance for financial stabi...

Macroeconomic and Financial Soundness Indicators

Macroeconomic and Financial Soundness Indicators »

Source: Macroeconomic and Financial Soundness Indicators : An Empirical Investigation

Volume/Issue: 2007/115

Series: IMF Working Papers

Author(s): Rita Babihuga

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2007

ISBN: 9781451866797

Keywords: Macroprudential Analysis, capital adequacy, banking, capital ratio, bank deposits, banking crises,

This paper analyzes the relationship between selected macroeconomic and financial soundness indicators (FSIs) using a newly assembled panel dataset of FSIs for 96 countries covering the period 1998-2005. The analys...

Macrofinancial Analysis in the World Economy

Macrofinancial Analysis in the World Economy »

Source: Macrofinancial Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach

Volume/Issue: 2015/227

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 28 October 2015

ISBN: 9781513537429

Keywords: Monetary policy analysis, Fiscal policy analysis, Macroprudential policy analysis, Spillover analysis, Forecasting, World economy, Bayesian econometrics, financial variables, demand, risk

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies. This panel dynamic stochastic general equilibrium model features a range of nominal and rea...

Financial Soundness Indicators and Banking Crises

Financial Soundness Indicators and Banking Crises »

Source: Financial Soundness Indicators and Banking Crises

Volume/Issue: 2013/263

Series: IMF Working Papers

Author(s): Matias Costa Navajas , and Aaron Thegeya

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 December 2013

ISBN: 9781484327616

Keywords: macroprudential analysis, banking, return on equity, banking sector, bank runs, Financial Markets and the Macroeconomy, Government Policy and Regulation,

The paper tests the effectiveness of financial soundness indicators (FSIs) as harbingers of banking crises, using multivariate logit models to see whether FSIs, broad macroeconomic indicators, and institutional ind...

Chapter 1. Short-Term Flows in Sub-Saharan African Frontier Markets

Chapter 1. Short-Term Flows in Sub-Saharan African Frontier Markets »

Source: Managing Volatile Capital Flows: Experiences and Lessons for Sub-Saharan African Frontier Markets

Series: Departmental Papers / Policy Papers

Author(s): Cheikh Gueye , Javier Arze del Granado , Rodrigo Garcia-Verdu , Mumtaz Hussain , B. Jang , Sebastian Weber , and Juan Corrales

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 March 2014

ISBN: 9781616358440

Keywords: Capital flows, Sub-Saharan Africa, Macroprudential Policy, Monetary policy, Cross country analysis

Nature and Characteristics of Capital Flows Over the last decade, private capital flows to sub-Saharan Africa grew considerably. In the past, Africa had to rely heavily on official r...

Chapter 2. Policy Responses to Capital Flows in Sub-Saharan Frontier Markets

Chapter 2. Policy Responses to Capital Flows in Sub-Saharan Frontier Markets »

Source: Managing Volatile Capital Flows: Experiences and Lessons for Sub-Saharan African Frontier Markets

Series: Departmental Papers / Policy Papers

Author(s): Cheikh Gueye , Javier Arze del Granado , Rodrigo Garcia-Verdu , Mumtaz Hussain , B. Jang , Sebastian Weber , and Juan Corrales

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 March 2014

ISBN: 9781616358440

Keywords: Capital flows, Sub-Saharan Africa, Macroprudential Policy, Monetary policy, Cross country analysis

Managing volatile capital flows has not yet created major policy challenges in most sub-Saharan African frontier markets. Looking ahead, however, given the trend toward deeper integration with global financi...

Conclusions

Conclusions »

Source: Managing Volatile Capital Flows: Experiences and Lessons for Sub-Saharan African Frontier Markets

Series: Departmental Papers / Policy Papers

Author(s): Cheikh Gueye , Javier Arze del Granado , Rodrigo Garcia-Verdu , Mumtaz Hussain , B. Jang , Sebastian Weber , and Juan Corrales

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 March 2014

ISBN: 9781616358440

Keywords: Capital flows, Sub-Saharan Africa, Macroprudential Policy, Monetary policy, Cross country analysis

In the past three years, foreign portfolio flows to sub-Saharan Africa have grown considerably. Sub-Saharan African frontier markets were the main beneficiaries, and, for the most part, the current bout of g...