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Measuring off-Balance-Sheet Leverage

Measuring off-Balance-Sheet Leverage »

Source: Measuring off-Balance-Sheet Leverage

Volume/Issue: 2000/202

Series: IMF Working Papers

Author(s): Peter Breuer

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2000

ISBN: 9781451874396

Keywords: off-balance-sheet leverage, derivatives, capital adequacy, derivative, hedge funds, forward contract, hedge

The simultaneous unwinding of leveraged positions can trigger financial market turbulence. Although balance-sheet measures of leverage are available, it is useful to construct a measure of leverage that incorporate...

Leverage-A Broader View

Leverage-A Broader View »

Source: Leverage-A Broader View

Volume/Issue: 2018/62

Series: IMF Working Papers

Author(s): Manmohan Singh , and Zohair Alam

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 March 2018

ISBN: 9781484347034

Keywords: regulations; financial stability; leverage ratio; off-balance sheet; pledged collateral, regulations, financial stability, leverage ratio, off-balance sheet, pledged collateral, Government Policy and Regulation, International Monetary Arrangements and Institutions, Corporation and Securities Law

Traditional measures of leverage in the financial system tend to reflect bank balance sheet data. The paper argues that these traditional, bank-centric measures should be augmented by considering pledged collateral...

The Net Stable Funding Ratio

The Net Stable Funding Ratio »

Source: The Net Stable Funding Ratio : Impact and Issues for Consideration

Volume/Issue: 2014/106

Series: IMF Working Papers

Author(s): Jeanne Gobat , Mamoru Yanase , and Joseph Maloney

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 June 2014

ISBN: 9781498346498

Keywords: Bank Regulation, Financing, Firm Size, Policy, off balance sheet, banking supervision, bank for international settlements, banking system, Government Policy and Regulation, Firm Performance: Size

As part of Basel III reforms, the NSFR is a new prudential liquidity rule aimed at limiting excess maturity transformation risk in the banking sector and promoting funding stability. The revised package has been is...

A Strategy for Developing a Market for Nonperforming Loans in Italy

A Strategy for Developing a Market for Nonperforming Loans in Italy »

Source: A Strategy for Developing a Market for Nonperforming Loans in Italy

Volume/Issue: 2015/24

Series: IMF Working Papers

Author(s): Nadège Jassaud , and Kenneth Kang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 February 2015

ISBN: 9781498337984

Keywords: NPLs, NPL disposal, distressed assets, problem loans, bad debt, write-offs, corporate restructuring, bad bank, AMCs, Asset Quality Review

Addressing the buildup of nonperforming loans (NPLs) in Italy since the global financial crisis will remain a challenge for some time and be important for supporting a sustained, robust economic recovery. The build...

Measuring off-Balance-Sheet Leverage

Measuring off-Balance-Sheet Leverage »

Volume/Issue: 2000/202

Series: IMF Working Papers

Author(s): Peter Breuer

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2000

DOI: http://dx.doi.org/10.5089/9781451874396.001

ISBN: 9781451874396

Keywords: off-balance-sheet leverage, derivatives, capital adequacy, derivative, hedge funds, forward contract, hedge

The simultaneous unwinding of leveraged positions can trigger financial market turbulence. Although balance-sheet measures of leverage are available, it is useful to construct a measure of leverage that incorporate...

Leverage-A Broader View

Leverage-A Broader View »

Volume/Issue: 2018/62

Series: IMF Working Papers

Author(s): Manmohan Singh , and Zohair Alam

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 March 2018

DOI: http://dx.doi.org/10.5089/9781484347034.001

ISBN: 9781484347034

Keywords: regulations; financial stability; leverage ratio; off-balance sheet; pledged collateral, regulations, financial stability, leverage ratio, off-balance sheet, pledged collateral, Government Policy and Regulation, International Monetary Arrangements and Institutions, Corporation and Securities Law

Traditional measures of leverage in the financial system tend to reflect bank balance sheet data. The paper argues that these traditional, bank-centric measures should be augmented by considering pledged collateral...

The Net Stable Funding Ratio
			: Impact and Issues for Consideration

The Net Stable Funding Ratio : Impact and Issues for Consideration »

Volume/Issue: 2014/106

Series: IMF Working Papers

Author(s): Jeanne Gobat , Mamoru Yanase , and Joseph Maloney

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 June 2014

DOI: http://dx.doi.org/10.5089/9781498346498.001

ISBN: 9781498346498

Keywords: Bank Regulation, Financing, Firm Size, Policy, off balance sheet, banking supervision, bank for international settlements, banking system, Government Policy and Regulation, Firm Performance: Size

As part of Basel III reforms, the NSFR is a new prudential liquidity rule aimed at limiting excess maturity transformation risk in the banking sector and promoting funding stability. The revised package has been is...

A Strategy for Developing a Market for Nonperforming Loans in Italy

A Strategy for Developing a Market for Nonperforming Loans in Italy »

Volume/Issue: 2015/24

Series: IMF Working Papers

Author(s): Nadège Jassaud , and Kenneth Kang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 February 2015

DOI: http://dx.doi.org/10.5089/9781498337984.001

ISBN: 9781498337984

Keywords: NPLs, NPL disposal, distressed assets, problem loans, bad debt, write-offs, corporate restructuring, bad bank, AMCs, Asset Quality Review

Addressing the buildup of nonperforming loans (NPLs) in Italy since the global financial crisis will remain a challenge for some time and be important for supporting a sustained, robust economic recovery. The build...