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Systemic Risk from Global Financial Derivatives

Systemic Risk from Global Financial Derivatives »

Source: Systemic Risk from Global Financial Derivatives : A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax

Volume/Issue: 2012/282

Series: IMF Working Papers

Author(s): Sheri Markose

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 November 2012

ISBN: 9781475577501

Keywords: Systemic Risk, Financial Network, Too-Interconnected-to-Fail, Eigenvector Centrality, Super Spreader Tax, contagion, financial contagion, collateral

Financial network analysis is used to provide firm level bottom-up holistic visualizations of interconnections of financial obligations in global OTC derivatives markets. This helps to identify Systemically Importa...

Optimal Bank Recovery

Optimal Bank Recovery »

Source: Optimal Bank Recovery

Volume/Issue: 2015/217

Series: IMF Working Papers

Author(s): C. Goodhart , and Miguel Segoviano Basurto

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 September 2015

ISBN: 9781513584263

Keywords: Bank Recovery, Metrics for Triggers, Loss Absorption, Probability of Distress, Loan Default, banks, bank, risk, value, systemic risk

Banks' living wills involve both recovery and resolution. Since it may not always be clear when recovery plans or actions should be triggered, there is a role for an objective metric to trigger recovery. We outline...

Market-Based Structural Top-Down Stress Tests of the Banking System*

Market-Based Structural Top-Down Stress Tests of the Banking System* »

Source: Market-Based Structural Top-Down Stress Tests of the Banking System

Volume/Issue: 2013/88

Series: IMF Working Papers

Author(s): Jorge Chan-Lau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 April 2013

ISBN: 9781484306314

Keywords: Banks, Banking systems, Emerging markets, Economic models, Financial sector, Financial institutions, Stress testing, Stress tests, Systemic risk, default risk

Despite increased need for top-down stress tests of financial institutions, performing them is challenging owing to the absence of granular information on banks' trading and loan portfolios. To deal with these data...

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...

Country Insurance Using Financial Instruments1

Country Insurance Using Financial Instruments1 »

Source: Country Insurance Using Financial Instruments

Volume/Issue: 2011/169

Series: IMF Working Papers

Author(s): Luca Ricci , Marcos Chamon , and Yuanyan Zhang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2011

ISBN: 9781462315321

Keywords: financial innovation, country insurance, contagion, sudden stop, systemic risks, probability, hedge, minimization, hedge ratios, International Lending and Debt Problems

The availability of financial instruments related to indices that track global financial conditions and risk appetite can potentially offer countries alternative options to insure against external shocks. This pape...

Banks’ Foreign Credit Exposures and Borrowers’ Rollover Risks Measurement, Evolution and Determinants1

Banks’ Foreign Credit Exposures and Borrowers’ Rollover Risks Measurement, Evolution and Determinants1 »

Source: Banks' Foreign Credit Exposures and Borrowers' Rollover Risks Measurement, Evolution and Determinants

Volume/Issue: 2013/9

Series: IMF Working Papers

Author(s): Eugenio Cerutti

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 January 2013

ISBN: 9781475544602

Keywords: Systemic risks, banking system, international, contagion, vulnerabilities, banking, claims, banking systems, banking statistics, International Lending and Debt Problems

The recent crises highlighted the role of cross-border banking linkages. This paper proposes two new measures for better capturing creditor banking systems' foreign credit exposures and borrower countries' reliance...

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...

The People's Republic of China

The People's Republic of China »

Source: The People's Republic of China : Financial Sector Assessment Program; Systemic Oversight of Financial Market Infrastructures - Technical Note

Volume/Issue: 2018/192

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 June 2018

ISBN: 9781484363805

Keywords: Financial Sector Assessment Program, Financial markets, Systemic risk, Financial sector oversight, Financial stability, Payment systems, Clearing and settlement systems, Market infrastructure

This Technical Note analyzes financial stability issues related to financial market infrastructures (FMIs) in China. Since the previous Financial Sector Assessment Program, the supervision and oversight of FMIs has...

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...

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...