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Financial Contagion Through Bank Deleveraging

Financial Contagion Through Bank Deleveraging »

Source: Financial Contagion Through Bank Deleveraging : Stylized Facts and Simulations Applied to the Financial Crisis

Volume/Issue: 2010/236

Series: IMF Working Papers

Author(s): Thierry Tressel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2010

ISBN: 9781455209361

Keywords: Deleveraging, Funding Shocks, Network Analysis, claims, banking, banking system, banking statistics, banking systems, International Policy Coordination and Transmission,

The financial crisis has highlighted the importance of various channels of financial contagion across countries. This paper first presents stylized facts of international banking activities during the crisis. It th...

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...

A network analysis of global banking
			: 1978-2009

A network analysis of global banking : 1978-2009 »

Volume/Issue: 2011/74

Series: IMF Working Papers

Author(s): Javier Reyes , and Camelia Minoiu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

DOI: http://dx.doi.org/10.5089/9781455227051.001

ISBN: 9781455227051

Keywords: cross-border bank lending, network analysis, banking, banking crises, banking statistics, contagion, Financial Markets and the Macroeconomy, International Lending and Debt Problems,

In this paper we explore the properties of the global banking network using cross-border bank lending data for 184 countries over 1978-2009. Specifically, we analyze financial interconnectedness using network metri...

Anticipation and Surprises in Central Bank Interest Rate Policy
			: The Case of the Bundesbank

Anticipation and Surprises in Central Bank Interest Rate Policy : The Case of the Bundesbank »

Volume/Issue: 1998/43

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1998

DOI: http://dx.doi.org/10.5089/9781451975192.001

ISBN: 9781451975192

Keywords: central banking, monetary policy, central bank, discount rates, discount rate, equation, probability

Market reaction to a change in official interest rates will depend on the extent to which the change is anticipated, and on how it is interpreted as a signal of future policy. In this paper, a technique is develope...

Apocalypse then
			: The Evolution of the North Atlantic Economy and the Global Crisis

Apocalypse then : The Evolution of the North Atlantic Economy and the Global Crisis »

Volume/Issue: 2011/212

Series: IMF Working Papers

Author(s): Trung Bui , and Tamim Bayoumi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

DOI: http://dx.doi.org/10.5089/9781463902308.001

ISBN: 9781463902308

Keywords: Financial linkages, financial regulation, banking, bonds, bond, banking systems, financial market, Financial Aspects of Economic Integration, Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation, General Financial Markets: Government Policy and Regulation,

The financial crisis, originated from the collapse of US housing markets in 2008, reverberates around the world. Its destructive force was felt nowhere more keenly than Western Europe. Indeed, it continues to mire...

Are More Competitive Banking Systems More Stable?

Are More Competitive Banking Systems More Stable? »

Volume/Issue: 2006/143

Series: IMF Working Papers

Author(s): Martin Cihak , Simon Wolfe , and Klaus Schaeck

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2006

DOI: http://dx.doi.org/10.5089/9781451864038.001

ISBN: 9781451864038

Keywords: banking competition, market structure, regulation, duration analysis, banking, statistic, banking system, probability, Financial Institutions and Services: Government Policy and Regulation,

This paper provides the first empirical analysis of the cross-country relationship between a direct measure of competitive conduct of financial institutions and banking system fragility. Using the Panzar and Rosse...

Asymmetric Information and the Market Structure of the Banking Industry

Asymmetric Information and the Market Structure of the Banking Industry »

Volume/Issue: 1998/92

Series: IMF Working Papers

Author(s): Giovanni Dell'Ariccia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 1998

DOI: http://dx.doi.org/10.5089/9781451951547.001

ISBN: 9781451951547

Keywords: Loan Market, Barriers to Entry, Spatial Competition, competition, banking, banking industry, barrier to entry, mergers

The paper analyzes the effects of informational asymmetries on the market structure of the banking industry in a multi-period model of spatial competition. All lenders face uncertainty with regard to borrowers&#x20...

Banks As Coordinators of Economic Growth

Banks As Coordinators of Economic Growth »

Volume/Issue: 2006/264

Series: IMF Working Papers

Author(s): Kenichi Ueda

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2006

DOI: http://dx.doi.org/10.5089/9781451865240.001

ISBN: 9781451865240

Keywords: Bank-oriented financial system, bank control, firm group, interbank market, deposit rate, bond, banking, financial system, Noncooperative Games, Exchange and Production Economies

This paper formally identifies an important role of banks: Banks competitively internalize production externalities and facilitate economic growth. I formulate a canonical growth model with externalities as a game...

Consistent Quantitative Operational Risk Measurement and Regulation
			: Challenges of Model Specification, Data Collection and Loss Reporting

Consistent Quantitative Operational Risk Measurement and Regulation : Challenges of Model Specification, Data Collection and Loss Reporting »

Volume/Issue: 2007/254

Series: IMF Working Papers

Author(s): Andreas Jobst

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2007

DOI: http://dx.doi.org/10.5089/9781451868173.001

ISBN: 9781451868173

Keywords: financial regulation, bank regulation, Basel Committee, Basel II, New Basel Capital Accord, fat tail behavior, extreme tail behavior, extreme value theory, g-and-h distribution, AMA

Amid increased size and complexity of the banking industry, operational risk has a greater potential to transpire in more harmful ways than many other sources of risk. This paper provides a succinct overview of the...

Cooperative Banks and Financial Stability

Cooperative Banks and Financial Stability »

Volume/Issue: 2007/2

Series: IMF Working Papers

Author(s): Martin Cihak , and Heiko Hesse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2007

DOI: http://dx.doi.org/10.5089/9781451865660.001

ISBN: 9781451865660

Keywords: financial sector stability, cooperative banks, savings banks, banking, cooperative bank, savings bank, Cooperative Enterprises,

Cooperative banks are an important, and growing, part of many financial systems. This paper empirically analyzes the role of cooperative banks in financial stability. Contrary to some suggestions in the literature,...