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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....

Approaches to Debt Reduction

Approaches to Debt Reduction »

Source: Finance & Development, September 1989

Volume/Issue: 26/3

Series: Finance & Development

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1989

ISBN: 9781451952032

Keywords: financial systems, financial institutions, financial liberalization, financial markets, domestic financial systems

For the latest thinking about the international financial system, monetary policy, economic development, poverty reduction, and other critical issues, subscribe to Finance & Development (F&D). This lively quarterly...

Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings

Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings »

Source: Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings

Volume/Issue: 2012/23

Series: IMF Working Papers

Author(s): John Kiff , Sylwia Nowak , and Liliana Schumacher

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463931858

Keywords: Sovereign ratings, rating agencies, credit ratings, asian crisis, emerging markets, An Investigation into the Impact and Accuracy of Sovereign Ratings, Financial Institutions and Services: General, Corporate Finance and Governance: Government Policy and Regulation,

We find that Credit Rating Agencies (CRA)'s opinions have an impact in the cost of funding of sovereign issuers and consequently ratings are a concern for financial stability. While ratings produced by the major CR...

The Bank and the Environment: Questions & Answers

The Bank and the Environment: Questions & Answers »

Source: Finance & Development, September 1989

Volume/Issue: 26/3

Series: Finance & Development

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1989

ISBN: 9781451952032

Keywords: financial systems, financial institutions, financial liberalization, financial markets, domestic financial systems

For the latest thinking about the international financial system, monetary policy, economic development, poverty reduction, and other critical issues, subscribe to Finance & Development (F&D). This lively quarterly...

Books

Books »

Source: Finance & Development, September 1989

Volume/Issue: 26/3

Series: Finance & Development

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1989

ISBN: 9781451952032

Keywords: financial systems, financial institutions, financial liberalization, financial markets, domestic financial systems

For the latest thinking about the international financial system, monetary policy, economic development, poverty reduction, and other critical issues, subscribe to Finance & Development (F&D). This lively quarterly...

Books in brief

Books in brief »

Source: Finance & Development, September 1989

Volume/Issue: 26/3

Series: Finance & Development

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1989

ISBN: 9781451952032

Keywords: financial systems, financial institutions, financial liberalization, financial markets, domestic financial systems

For the latest thinking about the international financial system, monetary policy, economic development, poverty reduction, and other critical issues, subscribe to Finance & Development (F&D). This lively quarterly...

Calibrating Your Intuition

Calibrating Your Intuition »

Source: Calibrating Your Intuition : Capital Allocation for Market and Credit Risk

Volume/Issue: 2002/99

Series: IMF Working Papers

Author(s): Paul Kupiec

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2002

ISBN: 9781451852288

Keywords: value at risk, capital allocation, bond, equity capital, stock capital, Financial Institutions and Services: Government Policy and Regulation,

Value-at-Risk (VaR) models often are used to estimate the equity investment that is required to limit the default rate on funding debt. Typical VaR "buffer stock" capital calculations produce biased estimates. To e...

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...

CHAPTER II THE INFLUENCE OF CREDIT DERIVATIVE AND STRUCTURED CREDIT MARKETS ON FINANCIAL STABILITY

CHAPTER II THE INFLUENCE OF CREDIT DERIVATIVE AND STRUCTURED CREDIT MARKETS ON FINANCIAL STABILITY »

Source: Global Financial Stability Report, April 2006 : Market Developments and Issues

Series: Global Financial Stability Report

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 May 2006

ISBN: 9781451939194

Keywords: credit risk, derivative, hedge, credit derivative, risk transfer

There is growing recognition that the dispersion of credit risk by banks to a broader and more diverse group of investors, rather than warehousing such risk on their balance sheets, has helped to make the ba...

CHAPTER III: RISK TRANSFER AND THE INSURANCE INDUSTRY

CHAPTER III: RISK TRANSFER AND THE INSURANCE INDUSTRY »

Source: Risk Transfer and the insurance industry

Series: Global Financial Stability Report

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 October 2004

ISBN: 9781451939323

Keywords: bonds, insurance companies, risk management, bond, credit risk

The transfer of risk from banks to non-bank institutions, such as mutual funds, pension funds, insurers, and hedge funds, has been taking place for many years. Banks have generally tried to distribute the ri...