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Next Generation Balance Sheet Stress Testing

Next Generation Balance Sheet Stress Testing »

Volume/Issue: 2011/83

Series: IMF Working Papers

Author(s): Christian Schmieder , Maher Hasan , and Claus Puhr

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

DOI: http://dx.doi.org/10.5089/9781455226054.001

ISBN: 9781455226054

Keywords: Solvency Risk, Basel II, Basel III, banking, capital requirements, banking systems, market risk, General Financial Markets: General (includes Measurement and Data), Financial Institutions and Services: General,

This paper presents a "second-generation" solvency stress testing framework extending applied stress testing work centered on Cihák (2007). The framework seeks enriching stress tests in terms of risk-sensitivity, w...

Next Generation Balance Sheet Stress Testing1

Next Generation Balance Sheet Stress Testing1 »

Source: Next Generation Balance Sheet Stress Testing

Volume/Issue: 2011/83

Series: IMF Working Papers

Author(s): Christian Schmieder , Maher Hasan , and Claus Puhr

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

ISBN: 9781455226054

Keywords: Solvency Risk, Basel II, Basel III, banking, capital requirements, banking systems, market risk, General Financial Markets: General (includes Measurement and Data), Financial Institutions and Services: General,

This paper presents a "second-generation" solvency stress testing framework extending applied stress testing work centered on Cihák (2007). The framework seeks enriching stress tests in terms of risk-sensitivity, w...

Jointly Optimal Monetary and Fiscal Policy Rules under Borrowing Constraints

Jointly Optimal Monetary and Fiscal Policy Rules under Borrowing Constraints »

Volume/Issue: 2009/286

Series: IMF Working Papers

Author(s): Michael Kumhof , and Huixin Bi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2009

DOI: http://dx.doi.org/10.5089/9781451874310.001

ISBN: 9781451874310

Keywords: Optimal simple rules, monetary policy rules, fiscal policy rules, welfare analysis, borrowing constraints, tax revenue, inflation, government spending,

We study the welfare properties of an economy where both monetary and fiscal policy follow simple rules, and where a subset of agents is borrowing constrained. The optimized fiscal rule is far more aggressive than...

Jointly Optimal Monetary and Fiscal Policy Rules under Borrowing Constraints

Jointly Optimal Monetary and Fiscal Policy Rules under Borrowing Constraints »

Source: Jointly Optimal Monetary and Fiscal Policy Rules under Borrowing Constraints

Volume/Issue: 2009/286

Series: IMF Working Papers

Author(s): Michael Kumhof , and Huixin Bi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2009

ISBN: 9781451874310

Keywords: Optimal simple rules, monetary policy rules, fiscal policy rules, welfare analysis, borrowing constraints, tax revenue, inflation, government spending,

We study the welfare properties of an economy where both monetary and fiscal policy follow simple rules, and where a subset of agents is borrowing constrained. The optimized fiscal rule is far more aggressive than...

Actualidad: La OEI pide más claridad y franqueza en la labor del FMI en África

Actualidad: La OEI pide más claridad y franqueza en la labor del FMI en África »

Source: Boletín del FMI Vol.36, No.05 marzo 2007

Volume/Issue: 36/5

Series: IMF Survey

Author(s): International Monetary Fund. External Relations Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 March 2007

Language: Spanish

ISBN: 9781451973112

El Boletín del FMI aborda de manera específica el trabajo del FMI y los grandes temas macroeconómicos y financieros internacionales y ofrece análisis sobre la evolución en los distintos países y regiones y en el mu...

Actualidad: Un catedrático de MIT será Jefe del Departamento de Estudios

Actualidad: Un catedrático de MIT será Jefe del Departamento de Estudios »

Source: Boletín del FMI Vol.36, No.05 marzo 2007

Volume/Issue: 36/5

Series: IMF Survey

Author(s): International Monetary Fund. External Relations Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 March 2007

Language: Spanish

ISBN: 9781451973112

El Boletín del FMI aborda de manera específica el trabajo del FMI y los grandes temas macroeconómicos y financieros internacionales y ofrece análisis sobre la evolución en los distintos países y regiones y en el mu...

Calendario

Calendario »

Source: Boletín del FMI Vol.36, No.05 marzo 2007

Volume/Issue: 36/5

Series: IMF Survey

Author(s): International Monetary Fund. External Relations Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 March 2007

Language: Spanish

ISBN: 9781451973112

El Boletín del FMI aborda de manera específica el trabajo del FMI y los grandes temas macroeconómicos y financieros internacionales y ofrece análisis sobre la evolución en los distintos países y regiones y en el mu...

Foro: La amenaza de los desequilibrios mundiales

Foro: La amenaza de los desequilibrios mundiales »

Source: Boletín del FMI Vol.36, No.05 marzo 2007

Volume/Issue: 36/5

Series: IMF Survey

Author(s): International Monetary Fund. External Relations Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 March 2007

Language: Spanish

ISBN: 9781451973112

El Boletín del FMI aborda de manera específica el trabajo del FMI y los grandes temas macroeconómicos y financieros internacionales y ofrece análisis sobre la evolución en los distintos países y regiones y en el mu...

Foro: Seria reflexión sobre la cooperación entre países

Foro: Seria reflexión sobre la cooperación entre países »

Source: Boletín del FMI Vol.36, No.05 marzo 2007

Volume/Issue: 36/5

Series: IMF Survey

Author(s): International Monetary Fund. External Relations Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 March 2007

Language: Spanish

ISBN: 9781451973112

El Boletín del FMI aborda de manera específica el trabajo del FMI y los grandes temas macroeconómicos y financieros internacionales y ofrece análisis sobre la evolución en los distintos países y regiones y en el mu...

Foro: Unión Europea: Avances en la integración financiera

Foro: Unión Europea: Avances en la integración financiera »

Source: Boletín del FMI Vol.36, No.05 marzo 2007

Volume/Issue: 36/5

Series: IMF Survey

Author(s): International Monetary Fund. External Relations Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 March 2007

Language: Spanish

ISBN: 9781451973112

El Boletín del FMI aborda de manera específica el trabajo del FMI y los grandes temas macroeconómicos y financieros internacionales y ofrece análisis sobre la evolución en los distintos países y regiones y en el mu...