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Financial Liberalization, Bank Market Structure, and Financial Deepening

Financial Liberalization, Bank Market Structure, and Financial Deepening »

Source: Financial Liberalization, Bank Market Structure, and Financial Deepening : An Interest Margin Analysis

Volume/Issue: 2000/38

Series: IMF Working Papers

Author(s): Abdourahmane Sarr

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

ISBN: 9781451845686

Keywords: Financial liberalization, financial deepening, bank market structure, interest margin, deposit interest rate ceiling, deposit interest, deposit interest rates, banking services, banking industry

The paper shows that commercial banks’ ability to lower deposit interest rates (market power) can increase deposit mobilization. Interest expenses saved can subsidize and lower fees on checking and branching...

Financial Stress, Downturns, and Recoveries

Financial Stress, Downturns, and Recoveries »

Source: Financial Stress, Downturns, and Recoveries

Volume/Issue: 2009/100

Series: IMF Working Papers

Author(s): Subir Lall , Roberto Cardarelli , and Selim Elekdag

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2009

ISBN: 9781451872477

Keywords: financial stress index, recoveries, banking, foreign exchange, financial system, stock market,

This paper examines why some financial stress episodes lead to economic downturns. The paper identifies episodes of financial turmoil using a financial stress index (FSI), and proposes an analytical framework to as...

Governance Practices At Financial Regulatory and Supervisory Agencies

Governance Practices At Financial Regulatory and Supervisory Agencies »

Source: Governance Practices At Financial Regulatory and Supervisory Agencies

Volume/Issue: 2009/135

Series: IMF Working Papers

Author(s): Alicia Novoa , and Steven Seelig

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2009

ISBN: 9781451872828

Keywords: Regulatory governance, financial sector supervisors, banking, bank supervisors, supervisory agencies

This paper summarizes the results of a survey of financial supervisory agencies in IMF member countries conducted in 2007. Responses were received from 140 financial sector supervisors in 103 countries. A majority...

Government Involvement in Corporate Debt Restructuring

Government Involvement in Corporate Debt Restructuring »

Source: Government Involvement in Corporate Debt Restructuring : Case Studies from the Great Recession

Volume/Issue: 2010/260

Series: IMF Working Papers

Author(s): David Grigorian , and Faezeh Raei

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2010

ISBN: 9781455209606

Keywords: corporate debt restructuring, contingent liablities, quasi-sovereign risk, debt restructuring, recapitalization, banking, Corporate Finance And Governance,

The paper examines recent episodes of government involvement in corporate debt restructurings. It argues that corporate debt restructuring is an important step toward recovery from a financial crisis. We then discu...

How Effective is Fiscal Policy Response in Systemic Banking Crises?

How Effective is Fiscal Policy Response in Systemic Banking Crises? »

Source: How Effective is Fiscal Policy Response in Systemic Banking Crises?

Volume/Issue: 2009/160

Series: IMF Working Papers

Author(s): Sanjeev Gupta , Carlos Mulas-Granados , and Emanuele Baldacci

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2009

ISBN: 9781451873078

Keywords: banking, banking crises, tax revenue, General Financial Markets: Government Policy and Regulation, Fiscal Policies and Behavior of Economic Agents: General, National Government Expenditures and Related Policies: General,

This paper studies the effects of fiscal policy response in 118 episodes of systemic banking crisis in advanced and emerging market countries during 1980-2008. It finds that timely countercyclical fiscal measures c...

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...

Distance-to-Default in Banking
			: A Bridge Too Far?

Distance-to-Default in Banking : A Bridge Too Far? »

Volume/Issue: 2006/215

Series: IMF Working Papers

Author(s): Amadou Sy , and Jorge Chan-Lau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2006

DOI: http://dx.doi.org/10.5089/9781451864755.001

ISBN: 9781451864755

Keywords: closure, prompt corrective action, distance-to-default, distance-to-capital, capital adequacy, banking, capital adequacy ratio, bank capital, deposit insurance,

In contrast to corporate defaults, regulators typically take a number of statutory actions to avoid the large fiscal costs associated with bank defaults. The distance-to-default, a widely used market-based measure...

The Federal Reserve System Balance Sheet
			: What Happened and Why it Matters

The Federal Reserve System Balance Sheet : What Happened and Why it Matters »

Volume/Issue: 2009/120

Series: IMF Working Papers

Author(s): Peter Stella

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2009

DOI: http://dx.doi.org/10.5089/9781451872675.001

ISBN: 9781451872675

Keywords: central bank, banknotes, banking, bank deposits

The recent expansion of the balance sheet of the consolidated Federal Reserve Banks (FRB) is analyzed in an historical context. The analysis reveals that the nature of Fed involvement in U.S. financial markets has...

A Model of the Lender of Last Resort

A Model of the Lender of Last Resort »

Volume/Issue: 1999/39

Series: IMF Working Papers

Author(s): Haizhou Huang , and C. Goodhart

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1999

DOI: http://dx.doi.org/10.5089/9781451845815.001

ISBN: 9781451845815

Keywords: Banking Crises, Financial Contagion, Moral Hazard, Lender of Last Resort, contagion, banking, bank size, banking system, bank failures

This paper develops a model of the lender of last resort. It provides an analytical basis for “too big too fail” and a rationale for “constructive ambiguity”. Key results are that if con...

A New Heuristic Measure of Fragility and Tail Risks
			: Application to Stress Testing

A New Heuristic Measure of Fragility and Tail Risks : Application to Stress Testing »

Volume/Issue: 2012/216

Series: IMF Working Papers

Author(s): Christian Schmieder , Tidiane Kinda , Nassim Taleb , Elena Loukoianova , and Elie Canetti

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

DOI: http://dx.doi.org/10.5089/9781475505665.001

ISBN: 9781475505665

Keywords: Stability, debt dynamics, sovereign debt, net debt, banking,

This paper presents a simple heuristic measure of tail risk, which is applied to individual bank stress tests and to public debt. Stress testing can be seen as a first order test of the level of potential negative...