Browse

You are looking at 1 - 8 of 8 items :

  • Asia and the Pacific x
  • Keywords: Financial x
Clear All
Consistent Quantitative Operational Risk Measurement and Regulation

Consistent Quantitative Operational Risk Measurement and Regulation »

Source: 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

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...

A Theory of Domestic and International Trade Finance

A Theory of Domestic and International Trade Finance »

Volume/Issue: 2011/262

Series: IMF Working Papers

Author(s): JaeBin Ahn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

DOI: http://dx.doi.org/10.5089/9781463924607.001

ISBN: 9781463924607

Keywords: great trade collapse, payment system, letter of credit, screening, credit, counterparty, counterpart, Macroeconomic Aspects Of International Trade And Finance, Financial Institutions And Services,

This paper provides a theory model of trade finance to explain the "great trade collapse." The model shows that, first, the riskiness of international transactions rises relative to domestic transactions during eco...

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...

Procyclicality in Central Bank Reserve Management
			: Evidence from the Crisis

Procyclicality in Central Bank Reserve Management : Evidence from the Crisis »

Volume/Issue: 2010/150

Series: IMF Working Papers

Author(s): Jukka Pihlman , and Han Hoorn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

DOI: http://dx.doi.org/10.5089/9781455201334.001

ISBN: 9781455201334

Keywords: reserve management, central bank, banking, reserve managers, General Financial Markets,

A decade-long diversification of official reserves into riskier investments came to an abrupt end at the beginning of the global financial crisis, when many central bank reserve managers started to withdraw their d...

Operational Risk
			: The Sting is Still in the Tail But the Poison Dependson the Dose

Operational Risk : The Sting is Still in the Tail But the Poison Dependson the Dose »

Volume/Issue: 2007/239

Series: IMF Working Papers

Author(s): Andreas Jobst

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2007

DOI: http://dx.doi.org/10.5089/9781451868036.001

ISBN: 9781451868036

Keywords: financial regulation, Basel Committee, Basel II, New Basel Capital Accord, extreme value theory, generalized extreme value (GEV) distribution, extreme value theory (EVT), generalized Pareto distribution (GPD), peak-over-threshold (POT) method, g-and-h distribution

This paper investigates the generalized parametric measurement methods of aggregate operational risk in compliance with the regulatory capital standards for operational risk in the New Basel Capital Accord ("Basel...

Operational Risk

Operational Risk »

Source: Operational Risk : The Sting is Still in the Tail But the Poison Dependson the Dose

Volume/Issue: 2007/239

Series: IMF Working Papers

Author(s): Andreas Jobst

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2007

ISBN: 9781451868036

Keywords: financial regulation, Basel Committee, Basel II, New Basel Capital Accord, extreme value theory, generalized extreme value (GEV) distribution, extreme value theory (EVT), generalized Pareto distribution (GPD), peak-over-threshold (POT) method, g-and-h distribution

This paper investigates the generalized parametric measurement methods of aggregate operational risk in compliance with the regulatory capital standards for operational risk in the New Basel Capital Accord ("Basel...

Procyclicality in Central Bank Reserve Management

Procyclicality in Central Bank Reserve Management »

Source: Procyclicality in Central Bank Reserve Management : Evidence from the Crisis

Volume/Issue: 2010/150

Series: IMF Working Papers

Author(s): Jukka Pihlman , and Han Hoorn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

ISBN: 9781455201334

Keywords: reserve management, central bank, banking, reserve managers, General Financial Markets,

A decade-long diversification of official reserves into riskier investments came to an abrupt end at the beginning of the global financial crisis, when many central bank reserve managers started to withdraw their d...

A Theory of Domestic and International Trade Finance1

A Theory of Domestic and International Trade Finance1 »

Source: A Theory of Domestic and International Trade Finance

Volume/Issue: 2011/262

Series: IMF Working Papers

Author(s): JaeBin Ahn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

ISBN: 9781463924607

Keywords: great trade collapse, payment system, letter of credit, screening, credit, counterparty, counterpart, Macroeconomic Aspects Of International Trade And Finance, Financial Institutions And Services,

This paper provides a theory model of trade finance to explain the "great trade collapse." The model shows that, first, the riskiness of international transactions rises relative to domestic transactions during eco...