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Cross-country Consumption Risk Sharing, a Long-run Perspective

Cross-country Consumption Risk Sharing, a Long-run Perspective »

Source: Cross-country Consumption Risk Sharing, a Long-run Perspective

Volume/Issue: 2010/64

Series: IMF Working Papers

Author(s): Zhaogang Qiao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2010

ISBN: 9781451982084

Keywords: Consumption risk sharing, Intertemporal smoothing, Nonstationary panel analysis, Cointegration, risk sharing, equation, time series, statistic, Macroeconomics and Monetary Economics: General, International Economics: General,

This paper estimates an empirical nonstationary panel regression model that tests long-run consumption risk sharing across a sample of OECD and emerging market (EM) countries. This is in contrast to the existing li...

South Africa
			: Detailed Assessment of Observance on the International Association of Insurance Supervisors' Insurance Core Principles

South Africa : Detailed Assessment of Observance on the International Association of Insurance Supervisors' Insurance Core Principles »

Volume/Issue: 2010/354

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 December 2010

DOI: http://dx.doi.org/10.5089/9781455212750.002

ISBN: 9781455212750

Keywords: insurance companies, risk management, supervisory authority, insurance business, internal controls

Insurance regulation in South Africa is sound and takes a thorough approach to regulation, recognizes the scale and development of the market, and the need for effective market conduct as prudential regulation. The...

Cross-country Consumption Risk Sharing, a Long-run Perspective

Cross-country Consumption Risk Sharing, a Long-run Perspective »

Volume/Issue: 2010/64

Series: IMF Working Papers

Author(s): Zhaogang Qiao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2010

DOI: http://dx.doi.org/10.5089/9781451982084.001

ISBN: 9781451982084

Keywords: Consumption risk sharing, Intertemporal smoothing, Nonstationary panel analysis, Cointegration, risk sharing, equation, time series, statistic, Macroeconomics and Monetary Economics: General, International Economics: General,

This paper estimates an empirical nonstationary panel regression model that tests long-run consumption risk sharing across a sample of OECD and emerging market (EM) countries. This is in contrast to the existing li...

Measuring Integrated Market and Credit Risks in Bank Portfolios
			: An Application to a Set of Hypothetical Banks Operation in South Africa

Measuring Integrated Market and Credit Risks in Bank Portfolios : An Application to a Set of Hypothetical Banks Operation in South Africa »

Volume/Issue: 2000/212

Series: IMF Working Papers

Author(s): Panagiotis Papapanagiotou , Theodore Barnhill , and Liliana Schumacher

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2000

DOI: http://dx.doi.org/10.5089/9781451874884.001

ISBN: 9781451874884

Keywords: Economic models, Capital markets, Credit risk, Banking, South Africa, VaR, market risk, bank risk, credit ratings

The banking crises of the 1990s emphasize the need to model the connections between volatility and the potential losses faced by financial institutions due to correlated market and credit risks. We present a simula...

Measuring Integrated Market and Credit Risks in Bank Portfolios: An Application to a Set of Hypothetical Banks Operating in South Africa

Measuring Integrated Market and Credit Risks in Bank Portfolios: An Application to a Set of Hypothetical Banks Operating in South Africa »

Source: Measuring Integrated Market and Credit Risks in Bank Portfolios : An Application to a Set of Hypothetical Banks Operation in South Africa

Volume/Issue: 2000/212

Series: IMF Working Papers

Author(s): Panagiotis Papapanagiotou , Theodore Barnhill , and Liliana Schumacher

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2000

ISBN: 9781451874884

Keywords: Economic models, Capital markets, Credit risk, Banking, South Africa, VaR, market risk, bank risk, credit ratings

The banking crises of the 1990s emphasize the need to model the connections between volatility and the potential losses faced by financial institutions due to correlated market and credit risks. We present a simula...

Protecting Bank Deposits

Protecting Bank Deposits »

Source: Protecting Bank Deposits

Series: Economic Issues

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 August 1997

ISBN: 9781557756428

Keywords: deposit insurance, banking, banking system, bank managers, insurance system

Over the past fifteen years, almost three fourths of the member countries of the International Monetary Fund have faced crises in their banking systems. These crises have led many countries to consider or to...

Protecting Bank Deposits

Protecting Bank Deposits »

Series: Economic Issues

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 August 1997

DOI: http://dx.doi.org/10.5089/9781557756428.051

ISBN: 9781557756428

Keywords: deposit insurance, banking, banking system, bank managers, insurance system

Banking crises have led many countries to consider deposit insuranceschemes to protect depositors and the banking system itself from the impact of bank failures. But should society be unconditionally responsible fo...

Back Matter

Back Matter »

Source: Protecting Bank Deposits

Series: Economic Issues

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 August 1997

ISBN: 9781557756428

Keywords: deposit insurance, banking, banking system, bank managers, insurance system

Banking crises have led many countries to consider deposit insuranceschemes to protect depositors and the banking system itself from the impact of bank failures. But should society be unconditionally responsible fo...

Front Matter

Front Matter »

Source: Protecting Bank Deposits

Series: Economic Issues

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 August 1997

ISBN: 9781557756428

Keywords: deposit insurance, banking, banking system, bank managers, insurance system

Banking crises have led many countries to consider deposit insuranceschemes to protect depositors and the banking system itself from the impact of bank failures. But should society be unconditionally responsible fo...

South Africa

South Africa »

Source: South Africa : Detailed Assessment of Observance on the International Association of Insurance Supervisors' Insurance Core Principles

Volume/Issue: 2010/354

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 December 2010

ISBN: 9781455212750

Keywords: insurance companies, risk management, supervisory authority, insurance business, internal controls

Insurance regulation in South Africa is sound and takes a thorough approach to regulation, recognizes the scale and development of the market, and the need for effective market conduct as prudential regulation. The...