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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...

Financial Stability Reports:What Are they Good for?

Financial Stability Reports:What Are they Good for? »

Source: Financial Stability Reports : What Are they Good for?

Volume/Issue: 2012/1

Series: IMF Working Papers

Author(s): Sònia Muñoz , Samir Jahjah , Martin Cihak , Sharika Sharifuddin , and Kalin Tintchev

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463929923

Keywords: Central Banking, Macro-Prudential Tools, Systemic Risk, banking, financial system, banking system, stock market

The global financial crisis has renewed policymakers' interest in improving the policy framework for financial stability, and an open question is to what extent and in what form should financial stability reports b...

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...

Macroprudential and Microprudential Policies

Macroprudential and Microprudential Policies »

Source: Macroprudential and Microprudential Policies : Toward Cohabitation

Volume/Issue: 2013/5

Series: Staff Discussion Notes

Author(s): Jacek Osinski , Katharine Seal , and Lex Hoogduin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 June 2013

ISBN: 9781484369999

Keywords: Financial systems, Financial stability, Financial institutions, Bank supervision, Macroprudential Policy, Banks, Business cycles, microprudential policy, supervision, financial cycle

Effective arrangements for micro and macroprudential policies to further overall financial stability are strongly desirable for all countries, emerging or advanced. Both policies complement each other, but there ca...

Use of Supervisory Standards in the Financial Sector Assessment Program-Understandings with Standard Setting Bodies

Use of Supervisory Standards in the Financial Sector Assessment Program-Understandings with Standard Setting Bodies »

Source: Use of Supervisory Standards in the Financial Sector Assessment Program-Understandings with Standard Setting Bodies

Volume/Issue: 2017/038

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 July 2017

ISBN: 9781498346641

Keywords: Financial sector, Financial systems, Containing systemic risk, Financial crises, Macroprudential policies and financial stability, full assessment, assessment, supervisory system, assessment report, sector

This paper informs the Executive Board of the staff-level understandings reached with global Standard Setting Bodies (SSBs) on the use of the three financial sector supervisory standards in FSAPs: the Basel Commit...

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...

Cybersecurity Risk Supervision

Cybersecurity Risk Supervision »

Source: Cybersecurity Risk Supervision

Volume/Issue: 2019/15

Series: Departmental Papers / Policy Papers

Author(s): Tamas Gaidosch , Frank Adelmann , Anastasiia Morozova , and Christopher Wilson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 September 2019

ISBN: 9781513507545

Keywords: Financial services, Financial sector oversight, Banking supervision, Risk management, Systemically important financial institutions, Financial systems, Macroprudential policies and financial stability, Financial markets, Cybersecurity, Cyber risks

This paper highlights the emerging supervisory practices that contribute to effective cybersecurity risk supervision, with an emphasis on how these practices can be adopted by those agencies that are at an early st...

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...