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How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis

How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis »

Article

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...

How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis

How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis »

Journal Issue

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...

Financial Cycles

Financial Cycles »

Article

Source: Financial Cycles : What? How? When?

Volume/Issue: 2011/76

Series: IMF Working Papers

Author(s): Marco Terrones , Ayhan Kose , and Stijn Claessens

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

ISBN: 9781455227037

Keywords: credit cycles, asset busts, crunches, house prices, financial cycles, financial crises, financial markets, equity markets, International Policy Coordination and Transmission,

This paper provides a comprehensive analysis of financial cycles using a large database covering 21 advanced countries over the period 1960:1-2007:4. Specifically, we analyze cycles in credit, house prices, and equ...

Financial Cycles : What? How? When?

Financial Cycles : What? How? When? »

Journal Issue

Volume/Issue: 2011/76

Series: IMF Working Papers

Author(s): Marco Terrones , Ayhan Kose , and Stijn Claessens

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

DOI: http://dx.doi.org/10.5089/9781455227037.001

ISBN: 9781455227037

Keywords: credit cycles, asset busts, crunches, house prices, financial cycles, financial crises, financial markets, equity markets, International Policy Coordination and Transmission,

This paper provides a comprehensive analysis of financial cycles using a large database covering 21 advanced countries over the period 1960:1-2007:4. Specifically, we analyze cycles in credit, house prices, and equ...

Macroeconomic Patterns and Monetary Policy in the Run-up to Asset Price Busts

Macroeconomic Patterns and Monetary Policy in the Run-up to Asset Price Busts »

Journal Issue

Volume/Issue: 2009/252

Series: IMF Working Papers

Author(s): Alasdair Scott , Pau Rabanal , and Prakash Kannan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2009

DOI: http://dx.doi.org/10.5089/9781451873993.001

ISBN: 9781451873993

Keywords: inflation, monetary fund, monetary conditions, central bank

We find that inflation, output and the stance of monetary policy do not typically display unusual behavior ahead of asset price busts. By contrast, credit, shares of investment in GDP, current account deficits, and...

Macroeconomic Patterns and Monetary Policy in the Run-up to Asset Price Busts

Macroeconomic Patterns and Monetary Policy in the Run-up to Asset Price Busts »

Article

Source: Macroeconomic Patterns and Monetary Policy in the Run-up to Asset Price Busts

Volume/Issue: 2009/252

Series: IMF Working Papers

Author(s): Alasdair Scott , Pau Rabanal , and Prakash Kannan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2009

ISBN: 9781451873993

Keywords: inflation, monetary fund, monetary conditions, central bank

We find that inflation, output and the stance of monetary policy do not typically display unusual behavior ahead of asset price busts. By contrast, credit, shares of investment in GDP, current account deficits, and...

International Financial Statistics Yearbook, 2007

International Financial Statistics Yearbook, 2007 »

Book

Series: International Financial Statistics

Author(s): International Monetary Fund. Statistics Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 August 2007

DOI: http://dx.doi.org/10.5089/9781589066557.041

ISBN: 9781589066557

Keywords: banking, banking institutions, national bank, ports, bonds, foreign exchange, deposit rate, money market, banknotes, government finance

The International Financial Statistics Yearbook, usually published in September, contains available annual data covering 12 years for countries appearing in the monthly issues of IFS. The IFS service is the standar...

IMF Concludes 2006 Article IV Consultation with the Russian Federation

IMF Concludes 2006 Article IV Consultation with the Russian Federation »

Article

Source: Russian Federation : Staff Report for the 2006 Article IV Consultation

Volume/Issue: 2006/429

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 December 2006

ISBN: 9781451975246

Keywords: debt, interest, budget, deficit

Propelled by large terms-of-trade gains, GDP growth has accelerated and is running close to potential. The demand pressures associated with the large terms-of-trade gains are reflected in a fast real appreciation o...

Russian Federation : Staff Report for the 2006 Article IV Consultation

Russian Federation : Staff Report for the 2006 Article IV Consultation »

Journal Issue

Volume/Issue: 2006/429

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 December 2006

DOI: http://dx.doi.org/10.5089/9781451975246.002

ISBN: 9781451975246

Keywords: debt, interest, budget, deficit

Propelled by large terms-of-trade gains, GDP growth has accelerated and is running close to potential. The demand pressures associated with the large terms-of-trade gains are reflected in a fast real appreciation o...

Russian Federation: Staff Report for the 2006 Article IV Consultation

Russian Federation: Staff Report for the 2006 Article IV Consultation »

Article

Source: Russian Federation : Staff Report for the 2006 Article IV Consultation

Volume/Issue: 2006/429

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 December 2006

ISBN: 9781451975246

Keywords: debt, interest, budget, deficit

Propelled by large terms-of-trade gains, GDP growth has accelerated and is running close to potential. The demand pressures associated with the large terms-of-trade gains are reflected in a fast real appreciation o...