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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...

Russian Federation
			: Financial Sector Stability Assessment Update

Russian Federation : Financial Sector Stability Assessment Update »

Volume/Issue: 2010/96

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 April 2010

DOI: http://dx.doi.org/10.5089/9781455206476.002

ISBN: 9781455206476

Keywords: interest rate, deposit insurance, banking supervision, central bank, financial system

This paper presents the Financial Sector Stability Assessment Update on the Russian Federation. Indicators of bank soundness and performance are broadly favorable but credit risk poses a challenge over the medium t...

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...

Quality of Financial Policies and Financial System Stress

Quality of Financial Policies and Financial System Stress »

Volume/Issue: 2005/173

Series: IMF Working Papers

Author(s): Udaibir Das , Plamen Yossifov , Richard Podpiera , and Dmitriy Rozhkov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2005

DOI: http://dx.doi.org/10.5089/9781451861921.001

ISBN: 9781451861921

Keywords: financial stress, financial policies, financial system, banking, foreign exchange, banking sector, General Financial Markets: Government Policy and Regulation,

In this paper, we develop multi-country indices of financial system stress and quality of financial policies and use them in regression analysis of the determinants of financial stress. We find that countries with...

Quality of Financial Policies and Financial System Stress

Quality of Financial Policies and Financial System Stress »

Source: Quality of Financial Policies and Financial System Stress

Volume/Issue: 2005/173

Series: IMF Working Papers

Author(s): Udaibir Das , Plamen Yossifov , Richard Podpiera , and Dmitriy Rozhkov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2005

ISBN: 9781451861921

Keywords: financial stress, financial policies, financial system, banking, foreign exchange, banking sector, General Financial Markets: Government Policy and Regulation,

In this paper, we develop multi-country indices of financial system stress and quality of financial policies and use them in regression analysis of the determinants of financial stress. We find that countries with...

Russian Federation

Russian Federation »

Source: Russian Federation : Financial Sector Stability Assessment Update

Volume/Issue: 2010/96

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 April 2010

ISBN: 9781455206476

Keywords: interest rate, deposit insurance, banking supervision, central bank, financial system

This paper presents the Financial Sector Stability Assessment Update on the Russian Federation. Indicators of bank soundness and performance are broadly favorable but credit risk poses a challenge over the medium t...