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Systemic Banking Crises Database
			: An Update

Systemic Banking Crises Database : An Update »

Volume/Issue: 2012/163

Series: IMF Working Papers

Author(s): Fabian Valencia , and Luc Laeven

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

DOI: http://dx.doi.org/10.5089/9781475505054.001

ISBN: 9781475505054

Keywords: banking, banking crises, recapitalization, bank claims, Monetary Policy, Central Banking, and the Supply of Money and Credit: General, Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General

We update the widely used banking crises database by Laeven and Valencia (2008, 2010) with new information on recent and ongoing crises, including updated information on policy responses and outcomes (i.e. fiscal c...

Systemic Banking Crises Database: An Update

Systemic Banking Crises Database: An Update »

Source: Systemic Banking Crises Database : An Update

Volume/Issue: 2012/163

Series: IMF Working Papers

Author(s): Fabian Valencia , and Luc Laeven

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

ISBN: 9781475505054

Keywords: banking, banking crises, recapitalization, bank claims, Monetary Policy, Central Banking, and the Supply of Money and Credit: General, Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General

We update the widely used banking crises database by Laeven and Valencia (2008, 2010) with new information on recent and ongoing crises, including updated information on policy responses and outcomes (i.e. fiscal c...

Short-Term Wholesale Funding and Systemic Risk

Short-Term Wholesale Funding and Systemic Risk »

Source: Short-Term Wholesale Funding and Systemic Risk : A Global Covar Approach

Volume/Issue: 2012/46

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2012

ISBN: 9781463936471

Keywords: Wholesale Funding, Macroprudential Regulation, recapitalization, financial system, contagion, Multiple or Simultaneous Equation Models: General, Financial Institutions and Services: General, General Financial Markets,

In this paper we identify some of the main factors behind systemic risk in a set of international large-scale complex banks using the novel CoVaR approach. We find that short-term wholesale funding is a key determi...

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...

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...

Assessing the Risk of Private Sector Debt Overhang in the Baltic Countries

Assessing the Risk of Private Sector Debt Overhang in the Baltic Countries »

Source: Assessing the Risk of Private Sector Debt Overhang in the Baltic Countries

Volume/Issue: 2010/250

Series: IMF Working Papers

Author(s): Valerie Herzberg

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2010

ISBN: 9781455209507

Keywords: private sector debt, Baltic economies, debt overhang, corporate sector, debt service, central bank, Financial Economics: General, Financial Institutions and Services: General,

Between 2000 and 2007 nonfinancial private sector credit expanded rapidly in the Baltic countries, resulting in a non-negligible build-up of debt. Could this legacy debt hold back the economic recovery of the regio...