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How Do Central Banks Writeon Financial Stability?

How Do Central Banks Writeon Financial Stability? »

Source: How Do Central Banks Writeon Financial Stability?

Volume/Issue: 2006/163

Series: IMF Working Papers

Author(s): Martin Cihak

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2006

ISBN: 9781451864236

Keywords: financial system, financial institutions, financial systems, General Financial Markets: General (includes Measurement and Data), Financial Institutions and Services: General,

To showcase their increasing focus on financial stability, many central banks and other institutions have started publishing regular reports on financial stability. The paper presents a survey of the available fina...

From Stress to Costress

From Stress to Costress »

Source: From Stress to Costress : Stress Testing Interconnected Banking Systems

Volume/Issue: 2012/53

Series: IMF Working Papers

Author(s): Rodolfo Maino , and Kalin Tintchev

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2012

ISBN: 9781475502220

Keywords: banking, probabilities, probability, banking system, General Financial Markets: General (includes Measurement and Data), Financial Institutions and Services: General,

This paper presents an integrated framework for assessing systemic risk. The framework models banks' capital asset ratios as a function of future losses and credit growth using a generalized method of moments to ca...

How Do Central Banks Writeon Financial Stability?

How Do Central Banks Writeon Financial Stability? »

Volume/Issue: 2006/163

Series: IMF Working Papers

Author(s): Martin Cihak

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2006

DOI: http://dx.doi.org/10.5089/9781451864236.001

ISBN: 9781451864236

Keywords: financial system, financial institutions, financial systems, General Financial Markets: General (includes Measurement and Data), Financial Institutions and Services: General,

To showcase their increasing focus on financial stability, many central banks and other institutions have started publishing regular reports on financial stability. The paper presents a survey of the available fina...

From Stress to Costress
			: Stress Testing Interconnected Banking Systems

From Stress to Costress : Stress Testing Interconnected Banking Systems »

Volume/Issue: 2012/53

Series: IMF Working Papers

Author(s): Rodolfo Maino , and Kalin Tintchev

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2012

DOI: http://dx.doi.org/10.5089/9781475502220.001

ISBN: 9781475502220

Keywords: banking, probabilities, probability, banking system, General Financial Markets: General (includes Measurement and Data), Financial Institutions and Services: General,

This paper presents an integrated framework for assessing systemic risk. The framework models banks' capital asset ratios as a function of future losses and credit growth using a generalized method of moments to ca...

Quantitative Assessment of the Financial Sector

Quantitative Assessment of the Financial Sector »

Source: Quantitative Assessment of the Financial Sector : An Integrated Approach

Volume/Issue: 2004/153

Series: IMF Working Papers

Author(s): Rupert Worrell

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2004

ISBN: 9781451857184

Keywords: Financial assessment, financial stability, financial sector, financial system, financial institutions, bank of england, Financial Institutions and Services: General, General Financial Markets: General (includes Measurement and Data),

This paper suggests a strategy designed to make best use of the available quantitative techniques of financial sector assessment. It incorporates early warning systems, financial sector forecasts, stress tests for...

Introduction to Applied Stress Testing

Introduction to Applied Stress Testing »

Source: Introduction to Applied Stress Testing

Volume/Issue: 2007/59

Series: IMF Working Papers

Author(s): Martin Cihak

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2007

ISBN: 9781451866230

Keywords: banking, foreign exchange, capital adequacy, financial stability, financial sector, General Financial Markets: General (includes Measurement and Data), Financial Institutions and Services: General,

Stress testing is a useful and increasingly popular, yet sometimes misunderstood, method of analyzing the resilience of financial systems to adverse events. This paper aims to help demystify stress tests, and illus...

Next Generation System-Wide Liquidity Stress Testing1

Next Generation System-Wide Liquidity Stress Testing1 »

Source: Next Generation System-Wide Liquidity Stress Testing

Volume/Issue: 2012/3

Series: IMF Working Papers

Author(s): Claus Puhr , Andre Santos , Christian Schmieder , Salih Neftci , Benjamin Neudorfer , Stefan Schmitz , and Heiko Hesse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781475502466

Keywords: StressTesting, Basel III, liquidity, solvency, cash flow, maturity, Monetary and Capital Markets Department, General Financial Markets: General (includes Measurement and Data), Financial Institutions and Services: General,

A framework to run system-wide, balance sheet data-based liquidity stress tests is presented. The liquidity framework includes three elements: (a) a module to simulate the impact of bank run scenarios; (b) a module...

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...

Quantitative Assessment of the Financial Sector
			: An Integrated Approach

Quantitative Assessment of the Financial Sector : An Integrated Approach »

Volume/Issue: 2004/153

Series: IMF Working Papers

Author(s): Rupert Worrell

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2004

DOI: http://dx.doi.org/10.5089/9781451857184.001

ISBN: 9781451857184

Keywords: Financial assessment, financial stability, financial sector, financial system, financial institutions, bank of england, Financial Institutions and Services: General, General Financial Markets: General (includes Measurement and Data),

This paper suggests a strategy designed to make best use of the available quantitative techniques of financial sector assessment. It incorporates early warning systems, financial sector forecasts, stress tests for...

Introduction to Applied Stress Testing

Introduction to Applied Stress Testing »

Volume/Issue: 2007/59

Series: IMF Working Papers

Author(s): Martin Cihak

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2007

DOI: http://dx.doi.org/10.5089/9781451866230.001

ISBN: 9781451866230

Keywords: banking, foreign exchange, capital adequacy, financial stability, financial sector, General Financial Markets: General (includes Measurement and Data), Financial Institutions and Services: General,

Stress testing is a useful and increasingly popular, yet sometimes misunderstood, method of analyzing the resilience of financial systems to adverse events. This paper aims to help demystify stress tests, and illus...