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ANNEX SUMMING UP BY THE ACTING CHAIR

ANNEX SUMMING UP BY THE ACTING CHAIR »

Source: Global Financial Stability Report, April 2008 : Containing Systemic Risks and Restoring Financial Soundness

Series: Global Financial Stability Report

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 April 2008

ISBN: 9781589067202

Keywords: credit, financial institutions, financial stability, prices, collateral

The following remarks by the Acting Chair were made at the conclusion of the Executive Board’s discussion of the Global Financial Stability Report on March 26, 2008....

Canada

Canada »

Source: Canada : Financial Sector Assessment Program: Detailed Assessment of Observance of the CPSS/IOSCO Recommendations for Securities Settlement Systems

Volume/Issue: 2008/60

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 February 2008

ISBN: 9781451807035

Keywords: credit, collateral, securities settlement, custody, securities settlement systems

The Canadian Depository for Securities (CDS) is the operator of the securities settlement system. The design and operations of the CDS are covered by a solid legal basis. The regulatory framework is clear and trans...

CDS Spreads in European Periphery

CDS Spreads in European Periphery »

Source: CDS Spreads in European Periphery : Some Technical Issues to Consider

Volume/Issue: 2012/77

Series: IMF Working Papers

Author(s): Manmohan Singh , and Mohsan Bilal

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2012

ISBN: 9781475502299

Keywords: CDS spreads, peripheral Europe, stochastic recovery rate, probability of default, collateral use in OTC derivatives, price of risk, otc, bonds, derivative, bond

This paper looks at some technical issues when using CDS data, and if these are incorporated, the analysis or regression results are likely to benefit. The paper endorses the use of stochastic recovery in CDS model...

Central Bank Balance Sheet Policies and Spillovers to Emerging Markets

Central Bank Balance Sheet Policies and Spillovers to Emerging Markets »

Source: Central Bank Balance Sheet Policies and Spillovers to Emerging Markets

Volume/Issue: 2017/172

Series: IMF Working Papers

Author(s): Manmohan Singh , and Haobin Wang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 July 2017

ISBN: 9781484311417

Keywords: financial spillovers; collateral; RRP (reverse repo program); fed funds rate; General Collateral Finance (GCF rate); macro-prudential; capital control; quantitative easing, financial spillovers, collateral, RRP (reverse repo program), fed funds rate, General Collateral Finance (GCF rate), macro-prudential, capital control, quantitative easing, Government Policy and Regulation

We develop a theoretical model that shows that in the near future, the monetary policies of some key central banks in advanced economies (AEs) will have two dimensions-changes in short-term policy rates and balance...

Central Bank Collateral Frameworks

Central Bank Collateral Frameworks »

Source: Central Bank Collateral Frameworks : Principles and Policies

Volume/Issue: 2008/222

Series: IMF Working Papers

Author(s): Rebecca McCaughrin , Simon Gray , and Alexandre Chailloux

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2008

ISBN: 9781451870800

Keywords: Adverse selection, collateral, financial market crises, risk mitigation, credit, repo, pricing, counterparty,

Central bank collateral policies came under pressure with the 2007-08 financial market crisis. This paper addresses the rationale for and constraints in taking collateral, and recent practices in different collater...

Central Bank Response to the 2007-08 Financial Market Turbulence

Central Bank Response to the 2007-08 Financial Market Turbulence »

Source: Central Bank Response to the 2007-08 Financial Market Turbulence : Experiences and Lessons Drawn

Volume/Issue: 2008/210

Series: IMF Working Papers

Author(s): Peter Stella , Seiichi Shimizu , Simon Gray , Ulrich Klueh , and Alexandre Chailloux

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2008

ISBN: 9781451870688

Keywords: Central bank, collateral, credit, pricing,

The paper reviews the policy response of major central banks during the 2007–08 financial market turbulence and suggests that there is scope for convergence among central bank operational frameworks through...

Central Counterparties Resolution-An Unresolved Problem

Central Counterparties Resolution-An Unresolved Problem »

Source: Central Counterparties Resolution-An Unresolved Problem

Volume/Issue: 2018/65

Series: IMF Working Papers

Author(s): Manmohan Singh , and Dermot Turing

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 March 2018

ISBN: 9781484347300

Keywords: International financial markets, CCP resolution and recovery; VMGH; collateral; NCWO; FSB; ISDA, CCP resolution and recovery, VMGH, collateral, NCWO, FSB, ISDA, Government Policy and Regulation, International Monetary Arrangements and Institutions

Recovery and resolution regimes are being developed for central counterparties (CCPs). We analyse current resolution tools in the context of policy, which is to restore the critical functions of a failed CCP. We co...

The Changing Collateral Space

The Changing Collateral Space »

Source: The Changing Collateral Space

Volume/Issue: 2013/25

Series: IMF Working Papers

Author(s): Manmohan Singh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 28 January 2013

ISBN: 9781475542356

Keywords: velocity/re-use of collateral, central banks and QE, LCR, CCPs, custodians, CSDs, collateral, bonds, financial markets, derivatives market

This paper highlights the changing collateral landscape and how it may shape the global demand/supply for collateral. We first identify the key collateral pools (relative to the 'old' collateral space) and associat...

Chapter 12 Achieving Financial Stability Through Disclosure

Chapter 12 Achieving Financial Stability Through Disclosure »

Source: Current Developments in Monetary and Financial Law, Vol. 5

Series: Seminar Volumes

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 November 2008

ISBN: 9781589067738

Keywords: collateral, financial stability, hedge, deposit insurance, insolvency

Effective securities regulation contributes to financial stability by establishing a sound environment for capital formation. It fosters the efficient allocation of resources within...

CHAPTER 1. ASSESSING RISKS TO GLOBAL FINANCIAL STABILITY

CHAPTER 1. ASSESSING RISKS TO GLOBAL FINANCIAL STABILITY »

Source: Global Financial Stability Report, April 2008 : Containing Systemic Risks and Restoring Financial Soundness

Series: Global Financial Stability Report

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 April 2008

ISBN: 9781589067202

Keywords: credit, financial institutions, financial stability, prices, collateral

Overall risks to financial stability have increased sharply since the October 2007 Global Financial Stability Report (GFSR). The crisis that originated in a small segment of the U.S. mortgage market has spre...