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Next Generation Balance Sheet Stress Testing1

Next Generation Balance Sheet Stress Testing1 »

Source: Next Generation Balance Sheet Stress Testing

Volume/Issue: 2011/83

Series: IMF Working Papers

Author(s): Christian Schmieder , Maher Hasan , and Claus Puhr

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

ISBN: 9781455226054

Keywords: Solvency Risk, Basel II, Basel III, banking, capital requirements, banking systems, market risk, General Financial Markets: General (includes Measurement and Data), Financial Institutions and Services: General,

This paper presents a "second-generation" solvency stress testing framework extending applied stress testing work centered on Cihák (2007). The framework seeks enriching stress tests in terms of risk-sensitivity, w...

Next Generation Balance Sheet Stress Testing

Next Generation Balance Sheet Stress Testing »

Volume/Issue: 2011/83

Series: IMF Working Papers

Author(s): Christian Schmieder , Maher Hasan , and Claus Puhr

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

DOI: http://dx.doi.org/10.5089/9781455226054.001

ISBN: 9781455226054

Keywords: Solvency Risk, Basel II, Basel III, banking, capital requirements, banking systems, market risk, General Financial Markets: General (includes Measurement and Data), Financial Institutions and Services: General,

This paper presents a "second-generation" solvency stress testing framework extending applied stress testing work centered on Cihák (2007). The framework seeks enriching stress tests in terms of risk-sensitivity, w...

IMF Conditionality and Country Ownership of Programs

IMF Conditionality and Country Ownership of Programs »

Source: IMF Conditionality and Country Ownership of Programs

Volume/Issue: 2001/142

Series: IMF Working Papers

Author(s): Mohsin Khan , and Sunil Sharma

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2001

ISBN: 9781451856255

Keywords: IMF-supported programs, ownership, principal-agent, moral-hazard, structural conditionality, moral hazard, capital markets, international capital markets, Asymmetric and Private Information, International Lending and Debt Problems

The paper uses finance and agency theory to establish two main propositions: First, that the conditionality attached to adjustment programs supported by the IMF is justified. Second, that ownership of programs by t...

IMF Conditionality and Country Ownership of Programs

IMF Conditionality and Country Ownership of Programs »

Volume/Issue: 2001/142

Series: IMF Working Papers

Author(s): Mohsin Khan , and Sunil Sharma

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2001

DOI: http://dx.doi.org/10.5089/9781451856255.001

ISBN: 9781451856255

Keywords: IMF-supported programs, ownership, principal-agent, moral-hazard, structural conditionality, moral hazard, capital markets, international capital markets, Asymmetric and Private Information, International Lending and Debt Problems

The paper uses finance and agency theory to establish two main propositions: First, that the conditionality attached to adjustment programs supported by the IMF is justified. Second, that ownership of programs by t...