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Implementation Plan in Response to the Board-Endorsed Recommendations for the IEO Evaluation Report of IMF Response to the Financial and Economic Crisis

Implementation Plan in Response to the Board-Endorsed Recommendations for the IEO Evaluation Report of IMF Response to the Financial and Economic Crisis »

Source: Implementation Plan in Response to the Board-Endorsed Recommendations for the IEO Evaluation Report of IMF Response to the Financial and Economic Crisis

Volume/Issue: 2015/038

Series: Policy Papers

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 July 2015

ISBN: 9781498343947

Keywords: Financial crises, Macro-financial analysis, Debt sustainability analysis, Risk management, Financial risk, IEO, proposed action, governance reform, IMFC, IMF

This paper sets out Management's response to the Independent Evaluation Office's (IEO) evaluation of IMF Response to the Financial and Economic Crisis. The implementation plan proposes specific actions focusing on...

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...

Fiscal Risks - Sources, Disclosure, and Management

Fiscal Risks - Sources, Disclosure, and Management »

Source: Fiscal Risks - Sources, Disclosure, and Management

Volume/Issue: 2008/028

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 31 May 2008

ISBN: 9781498334525

Keywords: Fiscal analysis, Fiscal management, Fiscal transparency, Risk management, Financial statements, Public financial management legislation, Fiscal risk, PP, PPPs, GDP ratio

A number of member countries have expressed interest in advice regarding disclosure and management of fiscal risks (defined as the possibility of deviations of fiscal outcomes from what was expected at the time of...

Analyzing and Managing Fiscal Risks - Best Practices

Analyzing and Managing Fiscal Risks - Best Practices »

Source: Analyzing and Managing Fiscal Risks - Best Practices

Volume/Issue: 2016/025

Series: Policy Papers

Author(s): International Monetary Fund. Fiscal Affairs Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 April 2016

ISBN: 9781498345668

Keywords: Bonds, Financial instruments, Fiscal analysis, Fiscal policy, Fiscal risk, Public debt, Risk management, Stress testing, Financial crises, Financial soundness indicators

Comprehensive analysis and management of fiscal risks can help ensure sound fiscal public finances and macroeconomic stability. This has been underscored by the global financial crisis and the more recent collapse...

FY2019 - Output Cost Estimates and Budget Outturn

FY2019 - Output Cost Estimates and Budget Outturn »

Source: FY2019 - Output Cost Estimates and Budget Outturn

Volume: 19

Series: Policy Papers

Author(s): International Monetary Fund. Office of Budget and Planning

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 September 2019

ISBN: 9781513515205

Keywords: Economic analysis, Risk management, Debt sustainability analysis, Special Drawing Rights, Capital expenditure, Budget Outturn, transparency policy, PP, outturn, operational target

The paper presents highlights from the FY 19 budget, followed by a discussion of outputs based on the Fund Thematic Categories and of inputs....

Assessing Corporate Vulnerabilities in Indonesia

Assessing Corporate Vulnerabilities in Indonesia »

Source: Assessing Corporate Vulnerabilities in Indonesia : A Bottom-Up Default Analysis

Volume/Issue: 2017/97

Series: IMF Working Papers

Author(s): Jorge Chan-Lau , Weimin Miao , Ken Miyajima , and Jongsoon Shin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 April 2017

ISBN: 9781475595130

Keywords: Indonesia, Corporate sector, Asia and Pacific, bottom-up default analysis, default risk, scenario analysis, simulation, hazard rate models, Model Evaluation and Testing, General

Under adverse macroeconomic conditions, the potential realization of corporate sector vulnerabilities could pose major risks to the economy. This paper assesses corporate vulnerabilities in Indonesia by using a Bot...

Cross-country Consumption Risk Sharing, a Long-run Perspective

Cross-country Consumption Risk Sharing, a Long-run Perspective »

Source: Cross-country Consumption Risk Sharing, a Long-run Perspective

Volume/Issue: 2010/64

Series: IMF Working Papers

Author(s): Zhaogang Qiao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2010

ISBN: 9781451982084

Keywords: Consumption risk sharing, Intertemporal smoothing, Nonstationary panel analysis, Cointegration, risk sharing, equation, time series, statistic, Macroeconomics and Monetary Economics: General, International Economics: General,

This paper estimates an empirical nonstationary panel regression model that tests long-run consumption risk sharing across a sample of OECD and emerging market (EM) countries. This is in contrast to the existing li...

Budget Institutions in G-20 Countries - Country Evaluations

Budget Institutions in G-20 Countries - Country Evaluations »

Source: Budget Institutions in G-20 Countries - Country Evaluations

Volume/Issue: 2014/042

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 July 2014

ISBN: 9781498343565

Keywords: Budgeting, Budgets, Cross country analysis, Data quality assessment framework, Financial management, Fiscal policy, Fiscal risk, Group of Twenty, Public finance, Risk management

The central government publishes comprehensive financial statements, which include the social security funds and balance sheets with all financial assets and liabilities. Audited financial statements are published...

Survey of Private Sector Trade Credit Developments

Survey of Private Sector Trade Credit Developments »

Source: Survey of Private Sector Trade Credit Developments

Volume/Issue: 2009/017

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 February 2009

ISBN: 9781498336239

Keywords: Banking sector, Credit risk, Cross country analysis, Data analysis, Developed countries, Emerging markets, International trade, Private sector, Risk management, Trade finance

In response to the dearth of information on trade finance, the Fund has undertaken a survey of major advanced country and emerging market banks. The results suggest that the cost of trade finance is rising globally...

Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR

Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR »

Source: Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR

Volume/Issue: 2013/218

Series: IMF Working Papers

Author(s): Dale Gray

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 October 2013

ISBN: 9781484322185

Keywords: Credit expansion, Credit risk, Cross country analysis, Banking sector, Economic models, Financial crises, Sovereign debt, contingent claims analysis (CCA), global vector autoregression (GVAR), banking

The purpose of this paper is to develop a model framework for the analysis of interactions between banking sector risk, sovereign risk, corporate sector risk, real economic activity, and credit growth for 15 Europe...