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Toward An Effective Supervision of Partially Dollarized Banking Systems

Toward An Effective Supervision of Partially Dollarized Banking Systems »

Source: Toward An Effective Supervision of Partially Dollarized Banking Systems

Volume/Issue: 2006/32

Series: IMF Working Papers

Author(s): Antonio Garcia Pascual , Jorge Cayazzo , Socorro Heysen , and Eva Gutierrez

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2006

ISBN: 9781451862928

Keywords: credit risk, banking, foreign exchange, credit risks

The paper presents a supervisory framework that addresses the vulnerabilities of partially dollarized banking systems. The tendency to underprice systemic liquidity risk and currency-induced credit risk creates vul...

Assessing Target Zone Credibility

Assessing Target Zone Credibility »

Source: Assessing Target Zone Credibility : Mean Reversion and Devaluation Expectations in the EMS

Volume/Issue: 1991/96

Series: IMF Working Papers

Author(s): Lars Svensson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1991

ISBN: 9781451949964

Keywords: exchange rate, exchange rates, foreign exchange, exchange risk, foreign exchange risk

The paper presents estimates of devaluation expectations for six EMS currencies relative to the Deutsche mark, for the period March 1979-May 1990. The estimation method is simple and operational, and consistently g...

Adopter un taux de change flexible Comment, quand et dans quels délais?
			: How, When, and How Fast?

Adopter un taux de change flexible Comment, quand et dans quels délais? : How, When, and How Fast? »

Series: Economic Issues

Author(s): Cem Karacadag , Gilda Fernandez , and Rupa Duttagupta

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 September 2006

Language: French

DOI: http://dx.doi.org/10.5089/9781589065390.051

ISBN: 9781589065390

Keywords: exchange rate, foreign exchange, inflation, foreign currency, foreign exchange market, monetary policy, exchange rate flexibility, exchange rate risk, exchange rate regime, flexible exchange rate

A growing number of countries are adopting flexible exchange rate regimes because flexibility offers more protection against external shocks and greater monetary independence. Other countries have made the transiti...

Republic of Slovenia

Republic of Slovenia »

Source: Republic of Slovenia : Financial System Stability Assessment Update, including Reports on the Observance of Standards and Codes on the following topics: Banking Supervision and Insurance Supervision

Volume/Issue: 2004/137

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 May 2004

ISBN: 9781451835663

Keywords: banking, foreign exchange, banking system, credit risk, banking sector

This paper presents a Financial System Stability Assessment Update for Slovenia, including Reports on the Observance of Standards and Codes on Banking Supervision and Insurance Supervision. The Slovenian financial...

Welfare Effects of Transparency in Foreign Exchange Markets

Welfare Effects of Transparency in Foreign Exchange Markets »

Source: Welfare Effects of Transparency in Foreign Exchange Markets : The Role of Hedging Opportunities

Volume/Issue: 2002/219

Series: IMF Working Papers

Author(s): Burkhard Drees , and Bernhard Eckwert

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2002

ISBN: 9781451875188

Keywords: information, foreign exchange, foreign exchange market, exchange rate, currency risk, futures market, Exchange and Production Economies, Information And Uncertainty,

This paper studies the impact of enhanced transparency on risk sharing opportunities in the foreign exchange market and the associated implications for ex ante welfare. Transparency is measured in this model by the...

Transactions Costs and Vehicle Currencies

Transactions Costs and Vehicle Currencies »

Source: Transactions Costs and Vehicle Currencies

Volume/Issue: 1989/96

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 November 1989

ISBN: 9781451949902

Keywords: transactions costs, foreign exchange, exchange rate, exchange rate risk, world trade

The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, inclu...

Determinants of Foreign Currency Borrowing in the New Member States of the EU

Determinants of Foreign Currency Borrowing in the New Member States of the EU »

Source: Determinants of Foreign Currency Borrowing in the New Member States of the EU

Volume/Issue: 2008/173

Series: IMF Working Papers

Author(s): Christoph Rosenberg , and Marcel Tirpák

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2008

ISBN: 9781451870312

Keywords: Foreign currency borrowing, new EU member states, foreign currency, exchange rate, foreign exchange, inflation, currency risk,

The paper investigates the determinants of foreign currency borrowing by the private sector in the new member states of the European Union. We find that striking differences in patterns of foreign currency borrowin...

Toward An Effective Supervision of Partially Dollarized Banking Systems

Toward An Effective Supervision of Partially Dollarized Banking Systems »

Volume/Issue: 2006/32

Series: IMF Working Papers

Author(s): Antonio Garcia Pascual , Jorge Cayazzo , Socorro Heysen , and Eva Gutierrez

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2006

DOI: http://dx.doi.org/10.5089/9781451862928.001

ISBN: 9781451862928

Keywords: credit risk, banking, foreign exchange, credit risks

The paper presents a supervisory framework that addresses the vulnerabilities of partially dollarized banking systems. The tendency to underprice systemic liquidity risk and currency-induced credit risk creates vul...

 the Simplest Test of Target Zone Credibility

the Simplest Test of Target Zone Credibility »

Source: the Simplest Test of Target Zone Credibility

Volume/Issue: 1990/106

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1990

ISBN: 9781451947007

Keywords: Exchange rates, target zones, credibility, devaluation risks, term structure, interest rate bands, exchange rate, foreign exchange, exchange rate band, capital flows

Under the assumption of no arbitrage exchange rate target zone credibility is tested by whether domestic interest rates fall within “rate-of-return bands” between the maximum and minimum home-currency...

Assessing Target Zone Credibility
			: Mean Reversion and Devaluation Expectations in the EMS

Assessing Target Zone Credibility : Mean Reversion and Devaluation Expectations in the EMS »

Volume/Issue: 1991/96

Series: IMF Working Papers

Author(s): Lars Svensson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1991

DOI: http://dx.doi.org/10.5089/9781451949964.001

ISBN: 9781451949964

Keywords: exchange rate, exchange rates, foreign exchange, exchange risk, foreign exchange risk

The paper presents estimates of devaluation expectations for six EMS currencies relative to the Deutsche mark, for the period March 1979-May 1990. The estimation method is simple and operational, and consistently g...