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Global Financial Stability Report, April 2019

Vulnerabilities in a Maturing Credit Cycle

The April 2019 GFSR finds that despite significant variability over the past two quarters, financial conditions remain accommodative.

Review of the Adequacy of the Fund’s Precautionary Balances

Review of the Adequacy of the Fund’s Precautionary Balances »

Source: Review of the Adequacy of the Fund's Precautionary Balances

Volume/Issue: 2018/007

Series: Policy Papers

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 February 2018

ISBN: 9781498307246

Keywords: Risk management, Credit risk, Financial risk, Credit demand, Credit, adequacy, SDRs, special reserve, general reserve, repurchase

This paper reviews the adequacy of the Fund's precautionary balances, using the framework approved by the Board in 2010. The review takes place on the standard two-year cycle and assesses developments since the las...

IMF Executive Board Discusses the Adequacy of the Fund’s Precautionary Balances

IMF Executive Board Discusses the Adequacy of the Fund’s Precautionary Balances »

Source: Review of the Adequacy of the Fund's Precautionary Balances

Volume/Issue: 2018/007

Series: Policy Papers

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 February 2018

ISBN: 9781498307246

Keywords: Risk management, Credit risk, Financial risk, Credit demand, Credit, adequacy, SDRs, special reserve, general reserve, repurchase

This paper reviews the adequacy of the Fund's precautionary balances, using the framework approved by the Board in 2010. The review takes place on the standard two-year cycle and assesses developments since the las...

Stress Testing of Financial Systems

Stress Testing of Financial Systems »

Source: Stress Testing of Financial Systems : An Overview of Issues, Methodologies, and FSAP Experiences

Volume/Issue: 2001/88

Series: IMF Working Papers

Author(s): Maria Martinez Peria , Giovanni Majnoni , Matthew Jones , and Winfrid Blaschke

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2001

ISBN: 9781451851168

Keywords: interest rate risk, credit, financial institutions, prices, General Financial Markets,

The paper has three objectives. After a general introduction to some of the concepts and basic techniques of stress testing, the paper gives an overview of some of the conceptual issues involved in evaluating risks...

Brazil

Brazil »

Source: Brazil : Technical Note on Macroprudential Policy Framework

Volume/Issue: 2013/148

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Western Hemisphere Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 June 2013

ISBN: 9781484375624

Keywords: financial system, reserve requirements, financial institutions, systemic risk

In recent years, the IMF has released a growing number of reports and other documents covering economic and financial developments and trends in member countries. Each report, prepared by a staff team after discuss...

Near-Coincident Indicators of Systemic Stress

Near-Coincident Indicators of Systemic Stress »

Source: Near-Coincident Indicators of Systemic Stress

Volume/Issue: 2013/115

Series: IMF Working Papers

Author(s): Ivailo Arsov , Elie Canetti , Laura Kodres , and Srobona Mitra

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 May 2013

ISBN: 9781484343784

Keywords: Coincident Indicator, Early Warning, Financial Stress, Tail Risk, financial institutions, financial system, Financial Forecasting and Simulation,

The G-20 Data Gaps Initiative has called for the IMF to develop standard measures of tail risk, which we identify in this paper with systemic risk. To understand the conditions under which tail risk is present, it...

A Framework for the Surveillance of Derivatives Activities

A Framework for the Surveillance of Derivatives Activities »

Source: A Framework for the Surveillance of Derivatives Activities

Volume/Issue: 2005/61

Series: IMF Working Papers

Author(s): Eva Gutierrez

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2005

ISBN: 9781451860801

Keywords: Derivatives, derivative, credit risk, credit derivatives, financial institutions, risk management, General Financial Markets: Other, Financial Institutions and Services: General,

This paper proposes a framework for the surveillance of financial institutions' derivatives activities. The designed framework builds on information likely to be collected by financial market regulators for supervi...

Macroprudential Stress Tests: A Reduced-Form Approach to Quantifying Systemic Risk Losses

Macroprudential Stress Tests: A Reduced-Form Approach to Quantifying Systemic Risk Losses »

Source: Macroprudential Stress Tests: A Reduced-Form Approach to Quantifying Systemic Risk Losses

Volume/Issue: 2018/49

Series: IMF Working Papers

Author(s): Zineddine Alla , Raphael Espinoza , Qiaoluan Li , and Miguel Segoviano Basurto

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 March 2018

ISBN: 9781484345344

Keywords: Systemic risk, Macroprudential policies and financial stability, Financial crises, Stress testing, Stress testing; systemic risk; financial stability, financial stability, Government Policy and Regulation, Financial Markets and the Macroeconomy

We present a novel approach that incorporates individual entity stress testing and losses from systemic risk effects (SE losses) into macroprudential stress testing. SE losses are measured using a reduced-form mode...

Preserving Financial Stability

Preserving Financial Stability »

Source: Preserving Financial Stability

Series: Economic Issues

Author(s): Garry Schinasi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 January 2006

ISBN: 9781589063563

Keywords: Financial risk, Financial stability, financial stability, financial system, financial institutions, financial markets, financial services

Compared with the analysis of monetary and macroeconomic stability, the analysis of financial stability is still in its infancy. As anyone who has tried to define financial stabilit...

What Are Reference Rates For?

What Are Reference Rates For? »

Source: What Are Reference Rates For?

Volume/Issue: 2017/13

Series: IMF Working Papers

Author(s): Divya Kirti

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 January 2017

ISBN: 9781475572315

Keywords: London interbank offer rate, Interest rates, Loans, Financial derivatives, Risk management, Reference rates, interest rate risk

What is the precise role of reference rates? Why does it matter if LIBOR was manipulated? To address these questions, I analyze the use of reference rates in floating-rate loans and interestrate derivatives in the...

U.S. Dollar Risk Premiums and Capital Flows

U.S. Dollar Risk Premiums and Capital Flows »

Source: U.S. Dollar Risk Premiums and Capital Flows

Volume/Issue: 2006/160

Series: IMF Working Papers

Author(s): Ravi Balakrishnan , and Volodymyr Tulin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2006

ISBN: 9781451864205

Keywords: U.S. Dollar, Risk Premiums, risk premium, bonds, investors, treasury bonds, financial markets,

This paper sheds light on the attractiveness of U.S. assets by studying dollar risk premiums, calculated using Consensus exchange rate forecasts, and linking them to bilateral capital flows. The paper finds that th...