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Deposit Insurance and Crisis Management

Deposit Insurance and Crisis Management »

Source: Deposit Insurance and Crisis Management

Volume/Issue: 2000/57

Series: IMF Working Papers

Author(s): G. Garcia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

ISBN: 9781451847765

Keywords: comprehensive guarantee, banking, banking system, subordinated debt, systemic crisis

A well-designed deposit insurance system (DIS) will provide incentives for citizens to keep the financial system sound. However, a poorly designed DIS can foster a financial crisis. This paper, therefore, makes rec...

Spain

Spain »

Source: Spain : Financial Sector Reform: Second Progress Report

Volume/Issue: 2013/54

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. European Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 March 2013

ISBN: 9781475523836

Keywords: banking, financial sector, bank of spain, recapitalization, subordinated debt

This article is a report of Spain's progress in financial sector reforms. The key reforms in the financial sector have been either adopted or designed. The economy has risks at times as it takes up the challenges o...

Who Disciplines Bank Managers?

Who Disciplines Bank Managers? »

Source: Who Disciplines Bank Managers?

Volume/Issue: 2009/272

Series: IMF Working Papers

Author(s): Andrea Maechler , Klaus Schaeck , Martin Cihak , and Stéphanie Marie Stolz

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2009

ISBN: 9781451874174

Keywords: Market discipline, executive turnover, financial soundness, discipline, banking, subordinated debt, bank risk, bank performance,

We bring to bear a hand-collected dataset of executive turnovers in U.S. banks to test the efficacy of market discipline in a 'laboratory setting' by analyzing banks that are less likely to be subject to government...

Modis

Modis »

Source: Modis : A Market-Oriented Deposit Insurance Scheme

Volume/Issue: 2002/207

Series: IMF Working Papers

Author(s): Edda Zoli , Danyang Xie , and Reza Vaez-Zadeh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2002

ISBN: 9781451874662

Keywords: market-oriented approach, banking, moral hazard, subordinated debt, bank runs, Financial Institutions and Services: Government Policy and Regulation,

This paper argues that an optimal deposit insurance scheme would allow the level of insurance coverage to be determined by the market. Based on this principle, the paper proposes an insurance scheme that minimizes...

Bank Debt in Europe

Bank Debt in Europe »

Source: Bank Debt in Europe : 'Are Funding Models Broken'

Volume/Issue: 2012/299

Series: IMF Working Papers

Author(s): Vanessa Le Lesle

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 December 2012

ISBN: 9781475522037

Keywords: bank debt, funding, Basel, bail-in, bank funding, banking, subordinated debt, liability management, bail-in., Government Policy and Regulation

The crisis in Europe has underscored the vulnerability of European bank funding models compared to international peers. This paper studies the drivers behind this fragility and examines the future of bank funding,...

French Banks Amid the Global Financial Crisis

French Banks Amid the Global Financial Crisis »

Source: French Banks Amid the Global Financial Crisis

Volume/Issue: 2009/201

Series: IMF Working Papers

Author(s): Yingbin Xiao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

ISBN: 9781451873481

Keywords: French banks, debt guarantee, government support, refinancing, banking, capital adequacy, subordinated debt, Financial Institutions and Services: Government Policy and Regulation, General Financial Markets,

This paper runs the gamut of qualitative and quantitative analyses to examine the performance of French banks during 2006-2008 and the financial support measures taken by the French government. French banks were no...

Fat-Tails and their (Un)Happy Endings

Fat-Tails and their (Un)Happy Endings »

Source: Fat-Tails and their (Un)Happy Endings : Correlation Bias and its Implications for Systemic Risk and Prudential Regulation

Volume/Issue: 2011/82

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

ISBN: 9781455226061

Keywords: Basel III, correlation bias, copula capital structure model, prudential regulation, systemic risk., correlation, subordinated debt, banking, probability, General Financial Markets: Government Policy and Regulation

The correlation bias refers to the fact that claim subordination in the capital structure of the firm influences claim holders' preferred degree of asset correlation in portfolios held by the firm. Using the copula...

Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk

Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk »

Source: Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk

Volume/Issue: 2002/157

Series: IMF Working Papers

Author(s): Paul Kupiec

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2002

ISBN: 9781451857504

Keywords: regulatory capital requirements, credit VaR, subordinated debt, internal risk models, deposit insurance, bond, banking, equity capital, General Financial Markets: Government Policy and Regulation, Financial Institutions and Services: General

Shortcomings make credit VaR estimates an unsuitable basis for setting bank regulatory capital requirements. If, alternatively, banks are required to issue subordinated debt that has a minimum market value and maxi...

Deposit Insurance and Crisis Management

Deposit Insurance and Crisis Management »

Volume/Issue: 2000/57

Series: IMF Working Papers

Author(s): G. Garcia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

DOI: http://dx.doi.org/10.5089/9781451847765.001

ISBN: 9781451847765

Keywords: comprehensive guarantee, banking, banking system, subordinated debt, systemic crisis

A well-designed deposit insurance system (DIS) will provide incentives for citizens to keep the financial system sound. However, a poorly designed DIS can foster a financial crisis. This paper, therefore, makes rec...

Spain
			: Financial Sector Reform:  Second Progress Report

Spain : Financial Sector Reform: Second Progress Report »

Volume/Issue: 2013/54

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. European Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 March 2013

DOI: http://dx.doi.org/10.5089/9781475523836.002

ISBN: 9781475523836

Keywords: banking, financial sector, bank of spain, recapitalization, subordinated debt

This article is a report of Spain's progress in financial sector reforms. The key reforms in the financial sector have been either adopted or designed. The economy has risks at times as it takes up the challenges o...