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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...

Switzerland

Switzerland »

Source: Switzerland : Technical Note-Systemic Risk and Contagion Analysis

Volume/Issue: 2014/268

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 September 2014

ISBN: 9781498353922

Keywords: contagion, financial institutions, systemic risk, financial stability, financial system

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Systemic Risk and Asymmetric Responses in the Financial Industry1

Systemic Risk and Asymmetric Responses in the Financial Industry1 »

Source: Systemic Risk and Asymmetric Responses in the Financial Industry

Volume/Issue: 2012/152

Series: IMF Working Papers

Author(s): Germán López-Espinosa , Antonio Rubia , Laura Valderrama , and Antonio Moreno

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

ISBN: 9781475504347

Keywords: Value at Risk, systemic risk, tail-risk dependence, downside risk, financial system, statistics, bond, financial institutions, probability

To date, an operational measure of systemic risk capturing non-linear tail comovement between system-wide and individual bank returns has not yet been developed. This paper proposes an extension of the so-called Co...

Cyber Risk Surveillance: A Case Study of Singapore

Cyber Risk Surveillance: A Case Study of Singapore »

Source: Cyber Risk Surveillance: A Case Study of Singapore

Volume/Issue: 2020/28

Series: IMF Working Papers

Author(s): Joseph Goh , Heedon Kang , Zhi Xing Koh , Jin Way Lim , Cheng Wei Ng , Galen Sher , and Chris Yao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 February 2020

ISBN: 9781513526317

Keywords: Systemically important financial institutions, Financial crises, Financial institutions, Financial systems, Financial services, Cyber risk, financial innovation, systemic risk, stress test., WP

Cyber risk is an emerging source of systemic risk in the financial sector, and possibly a macro-critical risk too. It is therefore important to integrate it into financial sector surveillance. This paper offers a r...

Financial Surveillance Strategy - Progress Report

Financial Surveillance Strategy - Progress Report »

Source: Financial Surveillance Strategy - Progress Report

Volume/Issue: 2013/015

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 March 2013

ISBN: 9781498341370

Keywords: Article IV consultations, Background papers, Financial risk, Financial systems, Surveillance, Central banking and monetary issues, Systemically important financial institutions, Macroprudential policies and financial stability, Financial institutions, article IV consultation

This note provides background to the informal Board briefing on the one-year progress in implementation of the FSS. The Board will have the opportunity to review progress in implementing the FSS in the context of t...

Macrofinancial Stress Testing - Principles and Practices-Background Material

Macrofinancial Stress Testing - Principles and Practices-Background Material »

Source: Macrofinancial Stress Testing - Principles and Practices-Background Material

Volume/Issue: 2012/075

Series: Policy Papers

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 August 2012

ISBN: 9781498339933

Keywords: Background papers, Bank supervision, Central banks, Financial institutions, Liquidity, Nonbank financial sector, Risk management, Stress testing, Financial crises, Systemically important financial institutions

Staff conducted a survey of stress testing practices among selected national central banks and supervisory authorities. The online survey was undertaken in November 2011 as part of the preparatory work for the pape...

Lessons and Policy Implications from the Global Financial Crisis

Lessons and Policy Implications from the Global Financial Crisis »

Source: Lessons and Policy Implications from the Global Financial Crisis

Volume/Issue: 2010/44

Series: IMF Working Papers

Author(s): Stijn Claessens , Luc Laeven , Deniz Igan , and Giovanni Dell'Ariccia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2010

ISBN: 9781451963021

Keywords: International financial architecture, regulation and supervision, subprime lending, contagion, households leverage, financial institutions, credit booms, systemic risk, deposit insurance, Economics Education and Teaching of Economics: Undergraduate

The ongoing global financial crisis is rooted in a combination of factors common to previous financial crises and some new factors. The crisis has brought to light a number of deficiencies in financial regulation a...

Systemic Real and Financial Risks

Systemic Real and Financial Risks »

Source: Systemic Real and Financial Risks : Measurement, Forecasting, and Stress Testing

Volume/Issue: 2012/58

Series: IMF Working Papers

Author(s): Marcella Lucchetta , and Gianni De Nicolo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2012

ISBN: 9781463937768

Keywords: Systemic Risks, Dynamic Factor Model, Quantile Auto-regressions, Density Forecasts, forecasting, bank credit, banking, probability, Econometric Modeling, Business Fluctuations

This paper formulates a novel modeling framework that delivers: (a) forecasts of indicators of systemic real risk and systemic financial risk based on density forecasts of indicators of real activity and financial...

Systemic Risk Modeling: How Theory Can Meet Statistics

Systemic Risk Modeling: How Theory Can Meet Statistics »

Source: Systemic Risk Modeling: How Theory Can Meet Statistics

Volume/Issue: 2020/54

Series: IMF Working Papers

Author(s): Raphael Espinoza , Miguel Segoviano , and Ji Yan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 March 2020

ISBN: 9781513536170

Keywords: Financial crises, Bank credit, Financial markets, Financial institutions, Macroprudential policies and financial stability, Systemic risk, Minsky effect, CIMDO, Default, WP

We propose a framework to link empirical models of systemic risk to theoretical network/ general equilibrium models used to understand the channels of transmission of systemic risk. The theoretical model allows for...

The Regulatory Responses to the Global Financial Crisis: Some Uncomfortable Questions

The Regulatory Responses to the Global Financial Crisis: Some Uncomfortable Questions »

Source: The Regulatory Responses to the Global Financial Crisis : Some Uncomfortable Questions

Volume/Issue: 2014/46

Series: IMF Working Papers

Author(s): Stijn Claessens , and Laura Kodres

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 March 2014

ISBN: 9781484335970

Keywords: regulation, systemic risks, macroprudential policies, financial stability, financial institutions, financial system, financial services, International Institutional Arrangements, General, Government Policy and Regulation

We identify current challenges for creating stable, yet efficient financial systems using lessons from recent and past crises. Reforms need to start from three tenets: adopting a system-wide perspective explicitly...