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Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings

Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings »

Source: Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings

Volume/Issue: 2012/23

Series: IMF Working Papers

Author(s): John Kiff , Sylwia Nowak , and Liliana Schumacher

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463931858

Keywords: Sovereign ratings, rating agencies, credit ratings, asian crisis, emerging markets, An Investigation into the Impact and Accuracy of Sovereign Ratings, Financial Institutions and Services: General, Corporate Finance and Governance: Government Policy and Regulation,

We find that Credit Rating Agencies (CRA)'s opinions have an impact in the cost of funding of sovereign issuers and consequently ratings are a concern for financial stability. While ratings produced by the major CR...

How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis

How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis »

Source: How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis

Volume/Issue: 2012/36

Series: IMF Working Papers

Author(s): Sonali Das , and Amadou Sy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463933791

Keywords: crisis, regulation, risk weighted assets, Basel III, banking, return on assets, dummy variables, standard errors, independent variables, Financial Institutions and Services: General

We study how investors account for the riskiness of banks' risk-weighted assets (RWA) by examining the determinants of stock returns and market measures of risk. We find that banks with higher RWA had lower stock r...

Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings

Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings »

Volume/Issue: 2012/23

Series: IMF Working Papers

Author(s): John Kiff , Sylwia Nowak , and Liliana Schumacher

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

DOI: http://dx.doi.org/10.5089/9781463931858.001

ISBN: 9781463931858

Keywords: Sovereign ratings, rating agencies, credit ratings, asian crisis, emerging markets, An Investigation into the Impact and Accuracy of Sovereign Ratings, Financial Institutions and Services: General, Corporate Finance and Governance: Government Policy and Regulation,

We find that Credit Rating Agencies (CRA)'s opinions have an impact in the cost of funding of sovereign issuers and consequently ratings are a concern for financial stability. While ratings produced by the major CR...

How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis

How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis »

Volume/Issue: 2012/36

Series: IMF Working Papers

Author(s): Sonali Das , and Amadou Sy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

DOI: http://dx.doi.org/10.5089/9781463933791.001

ISBN: 9781463933791

Keywords: crisis, regulation, risk weighted assets, Basel III, banking, return on assets, dummy variables, standard errors, independent variables, Financial Institutions and Services: General

We study how investors account for the riskiness of banks' risk-weighted assets (RWA) by examining the determinants of stock returns and market measures of risk. We find that banks with higher RWA had lower stock r...

Next Generation System-Wide Liquidity Stress Testing

Next Generation System-Wide Liquidity Stress Testing »

Volume/Issue: 2012/3

Series: IMF Working Papers

Author(s): Claus Puhr , Andre Santos , Christian Schmieder , Salih Neftci , Benjamin Neudorfer , Stefan Schmitz , and Heiko Hesse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

DOI: http://dx.doi.org/10.5089/9781475502466.001

ISBN: 9781475502466

Keywords: StressTesting, Basel III, liquidity, solvency, cash flow, maturity, Monetary and Capital Markets Department, General Financial Markets: General (includes Measurement and Data), Financial Institutions and Services: General,

A framework to run system-wide, balance sheet data-based liquidity stress tests is presented. The liquidity framework includes three elements: (a) a module to simulate the impact of bank run scenarios; (b) a module...

Next Generation System-Wide Liquidity Stress Testing1

Next Generation System-Wide Liquidity Stress Testing1 »

Source: Next Generation System-Wide Liquidity Stress Testing

Volume/Issue: 2012/3

Series: IMF Working Papers

Author(s): Claus Puhr , Andre Santos , Christian Schmieder , Salih Neftci , Benjamin Neudorfer , Stefan Schmitz , and Heiko Hesse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781475502466

Keywords: StressTesting, Basel III, liquidity, solvency, cash flow, maturity, Monetary and Capital Markets Department, General Financial Markets: General (includes Measurement and Data), Financial Institutions and Services: General,

A framework to run system-wide, balance sheet data-based liquidity stress tests is presented. The liquidity framework includes three elements: (a) a module to simulate the impact of bank run scenarios; (b) a module...

Is there a Role for Funding in Explaining Recent U.S. Banks' Failures?

Is there a Role for Funding in Explaining Recent U.S. Banks' Failures? »

Volume/Issue: 2011/180

Series: IMF Working Papers

Author(s): Pierluigi Bologna

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2011

DOI: http://dx.doi.org/10.5089/9781462311286.001

ISBN: 9781462311286

Keywords: Crises, Funding, Brokered Desposits, Liquidity Regulation, banking, capital adequacy, bank failure, banking crises, Financial Institutions and Services: General, Financial Institutions and Services: Government Policy and Regulation

This paper tests the role of different banks' liquidity funding structures in explaining the banks' failures, which occurred in the United States between 2007 and 2009. The results highlight that funding is indeed...

Is there a Role for Funding in Explaining Recent U.S. Banks' Failures?

Is there a Role for Funding in Explaining Recent U.S. Banks' Failures? »

Source: Is there a Role for Funding in Explaining Recent U.S. Banks' Failures?

Volume/Issue: 2011/180

Series: IMF Working Papers

Author(s): Pierluigi Bologna

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2011

ISBN: 9781462311286

Keywords: Crises, Funding, Brokered Desposits, Liquidity Regulation, banking, capital adequacy, bank failure, banking crises, Financial Institutions and Services: General, Financial Institutions and Services: Government Policy and Regulation

This paper tests the role of different banks' liquidity funding structures in explaining the banks' failures, which occurred in the United States between 2007 and 2009. The results highlight that funding is indeed...

Development of Financial Markets in Central Europe

Development of Financial Markets in Central Europe »

Source: Development of Financial Markets in Central Europe : the Case of the CE4 Countries

Volume/Issue: 2011/101

Series: IMF Working Papers

Author(s): Amat Adarov , and Robert Tchaidze

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2011

ISBN: 9781455254323

Keywords: financial development, bond, bond market, private bond, financial markets, institutional development, Financial Institutions and Services: General, Slovakia,

Financial markets in the CE4 countries are still shallow compared to other advanced EU countries. While the government bond markets are comparable in size, measured by capitalization in percent of GDP, the private...

Development of Financial Markets in Central Europe
			: the Case of the CE4 Countries

Development of Financial Markets in Central Europe : the Case of the CE4 Countries »

Volume/Issue: 2011/101

Series: IMF Working Papers

Author(s): Amat Adarov , and Robert Tchaidze

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2011

DOI: http://dx.doi.org/10.5089/9781455254323.001

ISBN: 9781455254323

Keywords: financial development, bond, bond market, private bond, financial markets, institutional development, Financial Institutions and Services: General, Slovakia,

Financial markets in the CE4 countries are still shallow compared to other advanced EU countries. While the government bond markets are comparable in size, measured by capitalization in percent of GDP, the private...