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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

...

Canada

Canada »

Source: Canada : Financial Sector Stability Assessment

Volume/Issue: 2014/29

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 February 2014

ISBN: 9781616358006

Keywords: mortgage insurance, credit risk, market risk, life insurance, life insurers

This report discusses key findings of the Financial Sector Stability Assessment on Canada. Canada's financial system successfully navigated the global financial crisis, and stress tests suggest that major financial...

Stress Testing and Calibration of Macroprudential Policy Tools*

Stress Testing and Calibration of Macroprudential Policy Tools* »

Source: Stress Testing and Calibration of Macroprudential Policy Tools

Volume/Issue: 2020/165

Series: IMF Working Papers

Author(s): Lucyna Gornicka , and Laura Valderrama

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 August 2020

ISBN: 9781513554471

Keywords: stress testing, systemic risk, mortgage risk, calibration, simulation, macroprudential policy

We present a semi-structural model of default risk, which is a function of loan and borrower characteristics, economic conditions, and the regulatory environment. We use this model to simulate bank credit losses fo...

Financial Stability In An Evolving Regulatory And Supervisory Landscape

Financial Stability In An Evolving Regulatory And Supervisory Landscape »

Source: Financial Stability In An Evolving Regulatory And Supervisory Landscape

Volume/Issue: 2013/47

Series: IMF Working Papers

Author(s): Yingbin Xiao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 February 2013

ISBN: 9781475529661

Keywords: Danish banks, regulation and supervision, macroprudential and microprudential policies, covered bonds, SIFI, bail-in, risk-weighted assets, mortgage, bonds, financial stability

This paper runs qualitative and quantitative analyses of the financial soundness of Danish banks. Helped by a series of Denmark's financial policy initiatives, banks have made progress in improving financial stabil...

Sweden
			: Selected Issues

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

DOI: http://dx.doi.org/10.5089/9781498339438.002

ISBN: 9781498339438

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

...

Canada
			: Financial Sector Stability Assessment

Canada : Financial Sector Stability Assessment »

Volume/Issue: 2014/29

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 February 2014

DOI: http://dx.doi.org/10.5089/9781616358006.002

ISBN: 9781616358006

Keywords: mortgage insurance, credit risk, market risk, life insurance, life insurers

This report discusses key findings of the Financial Sector Stability Assessment on Canada. Canada's financial system successfully navigated the global financial crisis, and stress tests suggest that major financial...

Stress Testing and Calibration of Macroprudential Policy Tools

Stress Testing and Calibration of Macroprudential Policy Tools »

Volume/Issue: 2020/165

Series: IMF Working Papers

Author(s): Lucyna Gornicka , and Laura Valderrama

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 August 2020

DOI: http://dx.doi.org/10.5089/9781513554471.001

ISBN: 9781513554471

Keywords: stress testing, systemic risk, mortgage risk, calibration, simulation, macroprudential policy

We present a semi-structural model of default risk, which is a function of loan and borrower characteristics, economic conditions, and the regulatory environment. We use this model to simulate bank credit losses fo...

Financial Stability In An Evolving Regulatory And Supervisory Landscape

Financial Stability In An Evolving Regulatory And Supervisory Landscape »

Volume/Issue: 2013/47

Series: IMF Working Papers

Author(s): Yingbin Xiao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 February 2013

DOI: http://dx.doi.org/10.5089/9781475529661.001

ISBN: 9781475529661

Keywords: Danish banks, regulation and supervision, macroprudential and microprudential policies, covered bonds, SIFI, bail-in, risk-weighted assets, mortgage, bonds, financial stability

This paper runs qualitative and quantitative analyses of the financial soundness of Danish banks. Helped by a series of Denmark's financial policy initiatives, banks have made progress in improving financial stabil...