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U.S. Dollar Dynamics

U.S. Dollar Dynamics »

Source: U.S. Dollar Dynamics : How Important Are Policy Divergence and FX Risk Premiums?

Volume/Issue: 2016/125

Series: IMF Working Papers

Author(s): Ravi Balakrishnan , Stefan Laseen , and Andrea Pescatori

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 July 2016

ISBN: 9781498348416

Keywords: Foreign exchange, monetary policy shocks, FX risk premium, SVAR

We investigate the drivers of dynamics of major U.S. FX bilaterals. We first construct a novel measure of FX risk premiums using Consensus exchange rate forecasts. We then use VAR analysis to show that (i) risk pre...

DTS, or et Monnaies
			: Troisième exposé sur les changements intervenus dans le domaine juridique

DTS, or et Monnaies : Troisième exposé sur les changements intervenus dans le domaine juridique »

Series: Pamphlet Series

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 January 1980

Language: French

DOI: http://dx.doi.org/10.5089/9781451925913.054

ISBN: 9781451925913

Keywords: exchange rate, exchange rates, monetary system, monetary fund, central bank, european monetary system, exchange arrangements, international monetary system, court, exchange risks

...

The Cost of Foreign Exchange Intervention

The Cost of Foreign Exchange Intervention »

Source: The Cost of Foreign Exchange Intervention : Concepts and Measurement

Volume/Issue: 2016/89

Series: IMF Working Papers

Author(s): Gustavo Adler , and Rui Mano

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 April 2016

ISBN: 9781484323076

Keywords: central bank balance sheet, international reserves, foreign exchange intervention, currency risk premium

The accumulation of large foreign asset positions by many central banks through sustained foreign exchange (FX) intervention has raised questions about its associated fiscal costs. This paper clarifies conceptual i...

A Primer on Managing Sovereign Debt-Portfolio Risks

A Primer on Managing Sovereign Debt-Portfolio Risks »

Source: A Primer on Managing Sovereign Debt-Portfolio Risks

Volume/Issue: 2018/74

Series: IMF Working Papers

Author(s): Thordur Jonasson , and Michael Papaioannou

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 April 2018

ISBN: 9781484350546

Keywords: Public debt management, Financial risk, Foreign Exchange Hedging, Government Securities Markets, General, Portfolio Choice

This paper provides an overview of sovereign debt portfolio risks and discusses various liability management operations (LMOs) and instruments used by public debt managers to mitigate these risks. Debt management s...

International Capital Flow Pressures

International Capital Flow Pressures »

Source: International Capital Flow Pressures

Volume/Issue: 2018/30

Series: IMF Working Papers

Author(s): Linda Goldberg , and Signe Krogstrup

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 February 2018

ISBN: 9781484341803

Keywords: Exchange Market Pressure; Risk aversion; Safe haven; Capital flows; Exchange Rate; Foreign Exchange Reserves, Exchange Market Pressure, Risk aversion, Safe haven, Capital flows, Exchange Rate, Foreign Exchange Reserves, Portfolio Choice, General

This paper presents a new measure of capital flow pressures in the form of a recast Exchange Market Pressure index. The measure captures pressures that materialize in actual international capital flows as well as p...

Central Bank Reserve Management and International Financial Stability-Some Post-Crisis Reflections1

Central Bank Reserve Management and International Financial Stability-Some Post-Crisis Reflections1 »

Source: Central Bank Reserve Management and International Financial Stability-Some Post-Crisis Reflections

Volume/Issue: 2018/31

Series: IMF Working Papers

Author(s): Bradley Jones

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 February 2018

ISBN: 9781484342008

Keywords: Financial stability, Foreign exchange, Central banks and their policies, Financial crises, Central bank reserve management, risk management, Financial Markets and the Macroeconomy, International Institutional Arrangements

Motivated by the tension first revealed during the global financial crisis between the domestic and international financial stability obligations of central bank reserve managers, this paper offers some reflections...

Review of the Method of Valuation of the SDR - Initial Considerations

Review of the Method of Valuation of the SDR - Initial Considerations »

Source: Review of the Method of Valuation of the SDR - Initial Considerations

Volume/Issue: 2015/041

Series: Policy Papers

Author(s): International Monetary Fund. Asia and Pacific Dept;International Monetary Fund. Strategy, Policy, & Review Department;International Monetary Fund. Legal Dept.;International Monetary Fund. Secretary's Department;International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 July 2015

ISBN: 9781498344319

Keywords: China, Currency selection, Foreign exchange transactions, SDR interest rate basket, SDR valuation, SDR valuation basket, SDR valuation method, Freely usable currencies, International monetary system, Exchange risk

This paper lays out initial considerations for the quinquennial review of the method of valuation of the Special Drawing Right (SDR) currency basket. As in previous reviews, a key objective is to enhance the attrac...

Issues in Reserves Adequacy and Management

Issues in Reserves Adequacy and Management »

Source: Issues in Reserves Adequacy and Management

Volume/Issue: 2001/031

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 October 2001

ISBN: 9781498327671

Keywords: Capital account, Exchange risk, Monetary reserves, Reserve management policy, Access to international capital markets, Financial crises, Balance of payments, Foreign exchange, Financial markets, PP

...

Annexes

Annexes »

Source: DTS, or et Monnaies : Troisième exposé sur les changements intervenus dans le domaine juridique

Series: Pamphlet Series

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 January 1980

Language: French

ISBN: 9781451925913

Keywords: exchange rate, exchange rates, monetary system, monetary fund, central bank, european monetary system, exchange arrangements, international monetary system, court, exchange risks

Annexe A. Evaluation du droit de tirage spécial (règle 0-1) La valeur du droit de tirage spécial sera égale à la somme des montants suivants des monnaies énumérées ci-après:...

Introduction

Introduction »

Source: DTS, or et Monnaies : Troisième exposé sur les changements intervenus dans le domaine juridique

Series: Pamphlet Series

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 January 1980

Language: French

ISBN: 9781451925913

Keywords: exchange rate, exchange rates, monetary system, monetary fund, central bank, european monetary system, exchange arrangements, international monetary system, court, exchange risks

La présente brochure est la troisième étude consacrée aux changements qui se sont produits dans le droit monétaire, tant au niveau international qu’interne, à la suite de l’effondrement du système des parité...