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- Keyword: Banking x
- Keywords: equation x
A Credit Crunch? A Case Study of Finland in the Aftermath of the Banking Crisis »
Source: A Credit Crunch? a Case Study of Finland in the Aftermath of the Banking Crisis
Volume/Issue: 1996/135
Series: IMF Working Papers
Author(s): Ceyla Pazarbasioglu
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 December 1996
ISBN: 9781451855661
Keywords: Finland, banking, equation, banking crisis, bank lending, equations
This paper estimates a disequilibrium model of credit supply and demand to evaluate whether there was a credit crunch in Finland following the banking crisis of 1991-92. Empirical analysis suggests that the marked...
Testing a Disequilibrium Model of Lending Rate Determination »
Source: Testing a Disequilibrium Model of Lending Rate Determination : The Case of Malaysia
Volume/Issue: 1991/84
Series: IMF Working Papers
Author(s): Barry Scholnick
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 September 1991
ISBN: 9781451954364
Keywords: cointegration, equation, banking, probability, statistics
This study examines whether lending rates cleared the market for loans in Malaysia after interest rate liberalization. It is based on a theoretical model in which adverse selection and marginal cost pricing are bro...
Bank Capital and Uncertainty »
Source: Bank Capital and Uncertainty
Volume/Issue: 2010/208
Series: IMF Working Papers
Author(s): Fabian Valencia
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 September 2010
ISBN: 9781455205394
Keywords: Banking Capital, Risk, Uncertainty, bank capital, equation, statistics, independent variables,
An important role for bank capital is that of a buffer against unexpected losses. As uncertainty about these losses increases, the theory predicts an increase in the optimal level of bank capital. This paper invest...
Innovation in Banking and Excessive Loan Growth »
Source: Innovation in Banking and Excessive Loan Growth
Volume/Issue: 2008/188
Series: IMF Working Papers
Author(s): International Monetary Fund
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 July 2008
ISBN: 9781451870466
Keywords: credit screening, loan quality, signaling games, incentive compatibility, probability, banking, equation, banking system, banks ? loan,
The volume of credit extended by a bank can be an informative signal of its abilities in loan selection and management. It is shown that, under asymmetric information, banks may therefore rationally lend more than...
Financial Linkages Across Korean Banks »
Source: Financial Linkages Across Korean Banks
Volume/Issue: 2011/201
Series: IMF Working Papers
Author(s): Burcu Aydin , Myeongsuk Kim , and Ho-Seong Moon
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 August 2011
ISBN: 9781462303229
Keywords: network approach, covariance analysis, portfolio risk, banking, probability, banking system, equation, probabilities, Model Evaluation and Selection, Econometric Methods: - Single Equation Models,
This paper assesses the interconnectedness across Korean banks using three alternative methodologies. Two methodologies utilize high frequency financial data while the third uses bank balance sheet data to assess b...
Systemic Risk and Financial Consolidation »
Source: Systemic Risk and Financial Consolidation : Are they Related?
Volume/Issue: 2002/55
Series: IMF Working Papers
Author(s): Gianni De Nicolo , and Myron Kwast
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 March 2002
ISBN: 9781451847635
Keywords: bank consolidation, correlations, correlation, banking, equation, time series, Financial Institutions And Services,
We argue that firm interdependencies, as measured by correlations of stock returns, provide an indicator of systemic risk potential. We find a positive trend in stock return correlations net of diversification effe...
Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System* »
Source: Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System
Volume/Issue: 2012/124
Series: IMF Working Papers
Author(s): Jorge Chan-Lau
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 May 2012
ISBN: 9781475503531
Keywords: Dynamic provisions, procyclicality, simulation, Chile, banking, calibration, bank solvency, equation, statistics
Dynamic provisions could help to enhance the solvency of individual banks and reduce procyclicality. Accomplishing these objectives depends on country-specific features of the banking system, business practices, an...
Interest Rate Pass-Through in Romania and Other Central European Economies »
Source: Interest Rate Pass-Through in Romania and Other Central European Economies
Volume/Issue: 2004/211
Series: IMF Working Papers
Author(s): Alexander Tieman
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 November 2004
ISBN: 9781451874877
Keywords: Monetary policy transmission, Interest rate, Central European Economies, equation, inflation, equations, statistic, Monetary Policy, Central Banking, and the Supply of Money and Credit: General,
Interest rate pass-through from policy interest rates to market rates and inflation has been hypothesized to play a lesser role in Romania than in other Central European transition economies. This paper tests this...
Macroeconomic Adjustment in a Highly Dollarized Economy »
Source: Macroeconomic Adjustment in a Highly Dollarized Economy : The Case of Cambodia
Volume/Issue: 2002/92
Series: IMF Working Papers
Author(s): International Monetary Fund
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 May 2002
ISBN: 9781451851601
Keywords: foreign currency, inflation, monetary policy, high inflation, Multiple or Simultaneous Equation Models: General, Central Banking, and the Supply of Money and Credit: General, Co-currency Circulation, Kalman Filter, Currency Board Arrangement,
Cambodia became dollarized suddenly in the early 1990s, as a result of massive dollar inflows stemming from a postconflict situation. Considering that the amount of dollars in circulation is unusually high, we atte...
Data-Rich DSGE and Dynamic Factor Models »
Source: Data-Rich DSGE and Dynamic Factor Models
Volume/Issue: 2011/216
Series: IMF Working Papers
Author(s): Maxym Kryshko
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 September 2011
ISBN: 9781463903497
Keywords: Data-rich DSGE models, dynamic factor models, Bayesian estimation, inflation, monetary policy, real output, monetary base, monetary economics, Bayesian Analysis, Multiple or Simultaneous Equation Models: Time-Series Models
Dynamic factor models and dynamic stochastic general equilibrium (DSGE) models are widely used for empirical research in macroeconomics. The empirical factor literature argues that the co-movement of large panels o...