Browse

You are looking at 1 - 10 of 16 items :

  • Insurance - Risk Assessment and Management x
Clear All
Credit Booms and Lending Standards

Credit Booms and Lending Standards »

Source: Credit Booms and Lending Standards : Evidence From the Subprime Mortgage Market

Volume/Issue: 2008/106

Series: IMF Working Papers

Author(s): Giovanni Dell'Ariccia , Luc Laeven , and Deniz Igan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2008

ISBN: 9781451869675

Keywords: credit boom, lending standards, subprime loans, financial accelerators, applications, mortgage, mortgage market, mortgage lenders,

This paper links the current sub-prime mortgage crisis to a decline in lending standards associated with the rapid expansion of this market. We show that lending standards declined more in areas that experienced la...

Spain
			: Financial Sector Assessment Program:  Detailed Assessment of Observance of the IAIS Insurance Core Principles

Spain : Financial Sector Assessment Program: Detailed Assessment of Observance of the IAIS Insurance Core Principles »

Volume/Issue: 2006/219

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 June 2006

DOI: http://dx.doi.org/10.5089/9781451812213.002

ISBN: 9781451812213

Keywords: supervisory authority, insurance companies, risk management, internal control

This paper presents a detailed assessment of the observance of the Insurance Core Principles (ICP) of the International Association of Insurance Supervisors (IAIS) in Spain. The IMF, for their assessment, consulted...

Spain
			: Financial Sector Assessment Program:  Technical Note:  Supervision of Insurance:  Alternative Models for an Independent Agency

Spain : Financial Sector Assessment Program: Technical Note: Supervision of Insurance: Alternative Models for an Independent Agency »

Volume/Issue: 2006/217

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 June 2006

DOI: http://dx.doi.org/10.5089/9781451964684.002

ISBN: 9781451964684

Keywords: supervisory agencies, prudential supervision, supervisory authority, financial supervision

This report is the summary of a technical note on Supervision of Insurance of Spain and Alternative Models for an Independent Agency. It reviews the organizational alternatives for insurance supervision and discuss...

Spain
			: IAIS Insurance Core Principles:  Detailed Assessment of Observance

Spain : IAIS Insurance Core Principles: Detailed Assessment of Observance »

Volume/Issue: 2012/139

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 June 2012

DOI: http://dx.doi.org/10.5089/9781475504262.002

ISBN: 9781475504262

Keywords: risk management, reinsurance, internal controls, life insurance, policyholders

This paper provides an update on the significant regulatory and supervisory development in the Spanish insurance sector since 2006. The Spanish authorities have taken steps to address a number of shortcomings ident...

Spain
			: Report on the Observance of Standards and Codes:  Summary Assessments

Spain : Report on the Observance of Standards and Codes: Summary Assessments »

Volume/Issue: 2012/138

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 June 2012

DOI: http://dx.doi.org/10.5089/9781475504248.002

ISBN: 9781475504248

Keywords: risk management, internal controls, securities markets, reinsurance, life insurance

This paper presents assessment results for the current state of the implementation of the Basel Core Principles for Effective Banking Supervision (BCP) in Spain. It found that significant changes have occurred in S...

Credit Booms and Lending Standards
			: Evidence From the Subprime Mortgage Market

Credit Booms and Lending Standards : Evidence From the Subprime Mortgage Market »

Volume/Issue: 2008/106

Series: IMF Working Papers

Author(s): Giovanni Dell'Ariccia , Luc Laeven , and Deniz Igan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2008

DOI: http://dx.doi.org/10.5089/9781451869675.001

ISBN: 9781451869675

Keywords: credit boom, lending standards, subprime loans, financial accelerators, applications, mortgage, mortgage market, mortgage lenders,

This paper links the current sub-prime mortgage crisis to a decline in lending standards associated with the rapid expansion of this market. We show that lending standards declined more in areas that experienced la...

Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR

Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR »

Volume/Issue: 2013/218

Series: IMF Working Papers

Author(s): Dale Gray

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 October 2013

DOI: http://dx.doi.org/10.5089/9781484322185.001

ISBN: 9781484322185

Keywords: contingent claims analysis (CCA), global vector autoregression (GVAR), banking, banking systems, banking system, sovereign risk, Model Construction and Estimation,

The purpose of this paper is to develop a model framework for the analysis of interactions between banking sector risk, sovereign risk, corporate sector risk, real economic activity, and credit growth for 15 Europe...

Pricing of Sovereign Credit Risk
			: Evidence From Advanced Economies During the Financial Crisis

Pricing of Sovereign Credit Risk : Evidence From Advanced Economies During the Financial Crisis »

Volume/Issue: 2012/24

Series: IMF Working Papers

Author(s): Emre Alper , Lorenzo Forni , and Marc Gerard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

DOI: http://dx.doi.org/10.5089/9781463931865.001

ISBN: 9781463931865

Keywords: bond, arbitrage, bonds, stock prices, Advanced Economies, Sovereign Spreads, Fiscal Risks,

We investigate the pricing of sovereign credit risk over the period 2008-2010 for selected advanced economies by examining two widely-used indicators: sovereign credit default swap (CDS) and relative asset swap (RA...

Sub-National Credit Risk and Sovereign Bailouts
			: Who Pays the Premium?

Sub-National Credit Risk and Sovereign Bailouts : Who Pays the Premium? »

Volume/Issue: 2014/20

Series: IMF Working Papers

Author(s): Eva Jenkner , and Zhongjin Lu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 January 2014

DOI: http://dx.doi.org/10.5089/9781484398876.001

ISBN: 9781484398876

Keywords: sub-national public finances, sovereign risk premium, bailout, bond, bond yields, bonds, financial sector, bond market, State and Local Borrowing,

Studies have shown that markets may underprice sub-national governments' risk on the implicit assumption that these entities would be bailed out by their central government in case of financial difficulties. Howeve...

Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR

Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR »

Source: Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR

Volume/Issue: 2013/218

Series: IMF Working Papers

Author(s): Dale Gray

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 October 2013

ISBN: 9781484322185

Keywords: contingent claims analysis (CCA), global vector autoregression (GVAR), banking, banking systems, banking system, sovereign risk, Model Construction and Estimation,

The purpose of this paper is to develop a model framework for the analysis of interactions between banking sector risk, sovereign risk, corporate sector risk, real economic activity, and credit growth for 15 Europe...