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Cyprus

Cyprus »

Source: Cyprus : Financial Sector Assessment Program: Financial System Stability Assessment

Volume/Issue: 2009/308

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 November 2009

ISBN: 9781451809985

Keywords: credit, banking, prices, stress testing, counterparty

This paper discusses key findings of the Financial System Stability Assessment on Cyprus. The assessment reveals that the banking system of Cyprus has managed to avoid the worst effects of the global financial cris...

Assessing Liquidity Buffers in the Panamanian Banking Sector

Assessing Liquidity Buffers in the Panamanian Banking Sector »

Source: Assessing Liquidity Buffers in the Panamanian Banking Sector

Volume/Issue: 2016/200

Series: IMF Working Papers

Author(s): Andras Komaromi , Metodij Hadzi-Vaskov , and Torsten Wezel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 October 2016

ISBN: 9781475544824

Keywords: Bank liquidity, LCR, Liquidity stress tests

This paper assesses the resilience of Panamanian banks to (i) a very severe short-term, and (ii) a significant long-lasting liquidity shock scenario. Short-term liquidity buffers are evaluated by approximating the...

Bank Solvency and Funding Cost

Bank Solvency and Funding Cost »

Source: Bank Solvency and Funding Cost : New Data and New Results

Volume/Issue: 2017/116

Series: IMF Working Papers

Author(s): Stefan Schmitz , Michael Sigmund , and Laura Valderrama

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 May 2017

ISBN: 9781484300664

Keywords: Solvency, funding cost, stress testing, General

This paper presents new evidence on the empirical relationship between bank solvency and funding costs. Building on a newly constructed dataset drawing on supervisory data for 54 large banks from six advanced count...

Benefits and Costs of Corporate Debt Restructuring

Benefits and Costs of Corporate Debt Restructuring »

Source: Benefits and Costs of Corporate Debt Restructuring : An Estimation for Korea

Volume/Issue: 2016/204

Series: IMF Working Papers

Author(s): Jae Chung , and Lev Ratnovski

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 October 2016

ISBN: 9781475545418

Keywords: Corporate Debt, Stress-tests, Debt Restructuring, Korea

The paper offers a method to quantify benefits and costs of corporate debt restructuring, with an application to Korea. We suggest a 'persistent ICR<1' criterion to capture firms that had ICR<1 for multiple consecu...

Singapore

Singapore »

Source: Singapore : Detailed Assessment of Observance-Assessment of Observance of the CPSS-IOSCO Principles for Financial Market Infrastructures

Volume/Issue: 2013/345

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 December 2013

ISBN: 9781475565591

Keywords: clearing members, collateral, stress testing, payments, counterparty

This paper discusses key findings of the Detailed Assessment of Observance of the Committee on Payment and Settlement Systems-International Organization of Securities Commissions Principles for Financial Market Inf...

Rwanda

Rwanda »

Source: Rwanda : Financial System Stability Assessment

Volume/Issue: 2011/244

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 August 2011

ISBN: 9781462320370

Keywords: banking, credit, capital adequacy, banking supervision, stress testing

In this study, the processes involved in the financial stability of Rwanda after the global crisis are imparted. High growth and major risks included in macroeconomic stability are analyzed. In the case of the bank...

IEO Evaluation Report
			: IMF Financial Surveillance

IEO Evaluation Report : IMF Financial Surveillance »

Series: Independent Evaluation Office Reports

Author(s): International Monetary Fund. Independent Evaluation Office

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 February 2019

DOI: http://dx.doi.org/10.5089/9781484393352.017

ISBN: 9781484393352

Keywords: Financial sector, Macroprudential policies and financial stability, Central banks, Financial risk, Stress testing, macrofinancial, financial stability, surveillance, FSAP, IMF

In response to the Global Financial Crisis, the IMF launched many initiatives to strengthen financial surveillance and better advise member countries of vulnerabilities and risks. While these initiatives have not y...

Macroprudential Stress Tests: A Reduced-Form Approach to Quantifying Systemic Risk Losses

Macroprudential Stress Tests: A Reduced-Form Approach to Quantifying Systemic Risk Losses »

Source: Macroprudential Stress Tests: A Reduced-Form Approach to Quantifying Systemic Risk Losses

Volume/Issue: 2018/49

Series: IMF Working Papers

Author(s): Zineddine Alla , Raphael Espinoza , Qiaoluan Li , and Miguel Segoviano Basurto

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 March 2018

ISBN: 9781484345344

Keywords: Systemic risk, Macroprudential policies and financial stability, Financial crises, Stress testing, Stress testing; systemic risk; financial stability, financial stability, Government Policy and Regulation, Financial Markets and the Macroeconomy

We present a novel approach that incorporates individual entity stress testing and losses from systemic risk effects (SE losses) into macroprudential stress testing. SE losses are measured using a reduced-form mode...

Stressing to Breaking Point

Stressing to Breaking Point »

Source: Stressing to Breaking Point : Interpreting Stress Test Results

Volume/Issue: 2008/148

Series: IMF Working Papers

Author(s): Rupert Worrell

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2008

ISBN: 9781451870060

Keywords: Stress test, financial risk assessment, capital adequacy, capital adequacy ratio, banking, banking system, capital inflow,

This paper illustrates how stress tests of banking systems may be designed to evaluate banks' reaction to shocks of increasing intensity, up to the point where regulatory norms are breached, or banks become insolve...

Reform Options for Mature Defined Benefit Pension Plans: The Case of the Netherlands

Reform Options for Mature Defined Benefit Pension Plans: The Case of the Netherlands »

Source: Reform Options for Mature Defined Benefit Pension Plans: The Case of the Netherlands

Volume/Issue: 2019/22

Series: IMF Working Papers

Author(s): Marc Gerard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 January 2019

ISBN: 9781484395912

Keywords: pension funds, defined benefit plans, defined contribution plans, fully funded, pension mathematics, stress tests

The Netherlands has been operating fully funded, defined benefit second pillar pension schemes that have consistently ranked high worldwide for delivering high replacement rates while featuring strong solidarity am...