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Systemic Risks in Global Banking
			: What Available Data Can Tell Us and What More Data Are Needed?

Systemic Risks in Global Banking : What Available Data Can Tell Us and What More Data Are Needed? »

Volume/Issue: 2011/222

Series: IMF Working Papers

Author(s): Eugenio Cerutti , Patrick McGuire , and Stijn Claessens

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

DOI: http://dx.doi.org/10.5089/9781463904241.001

ISBN: 9781463904241

Keywords: Systemic risks, banking system, international, contagion, vulnerabilities, banking, systemic risk, banking statistics, recapitalization, International Lending and Debt Problems

The recent financial crisis has shown how interconnected the financial world has become. Shocks in one location or asset class can have a sizable impact on the stability of institutions and markets around the world...

An Overview of Macroprudential Policy Tools

An Overview of Macroprudential Policy Tools »

Volume/Issue: 2014/214

Series: IMF Working Papers

Author(s): Stijn Claessens

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 December 2014

DOI: http://dx.doi.org/10.5089/9781484358115.001

ISBN: 9781484358115

Keywords: externalities, market failures, procyclicality, systemic risks, banks, credit, risk, capital, Government Policy and Regulation, Government Policy and Regulation,

Macroprudential policies - caps on loan to value ratios, limits on credit growth and other balance sheets restrictions, (countercyclical) capital and reserve requirements and surcharges, and Pigouvian levies - have...

Financial Stability Reports
			: What Are they Good for?

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

DOI: http://dx.doi.org/10.5089/9781463929923.001

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...

Romania
			: Financial Sector Assessment Program-Technical Note-Macroprudential Policy Framework and Tools

Romania : Financial Sector Assessment Program-Technical Note-Macroprudential Policy Framework and Tools »

Volume/Issue: 2018/164

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 June 2018

DOI: http://dx.doi.org/10.5089/9781484360736.002

ISBN: 9781484360736

Keywords: Financial Sector Assessment Program, Systemic risk assessment, Macroprudential policies and financial stability, Sovereign debt, Corporate sector

This Technical Note analyzes the implementation of macroprudential policy framework and tools in Romania. The National Bank of Romania (NBR) has a long experience in implementing macroprudential policy measures. Th...

Belgium
			: Financial System Stability Assessment-Technical Note- Stress Testing the Banking and Insurance Sectors and Systemic Risk Analysis

Belgium : Financial System Stability Assessment-Technical Note- Stress Testing the Banking and Insurance Sectors and Systemic Risk Analysis »

Volume/Issue: 2018/69

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 March 2018

DOI: http://dx.doi.org/10.5089/9781484345870.002

ISBN: 9781484345870

Keywords: Financial system stability assessment, Stress testing, Systemic risk, Banking sector, Insurance, Financial Sector Assessment Program, Belgium

This Technical Note discusses the results of the stress testing of Belgium's banking and insurance sectors. Belgium's financial sector remains resilient in the face of the rising cyclical vulnerabilities, but there...

Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information

Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information »

Volume/Issue: 2011/263

Series: IMF Working Papers

Author(s): Liliana Schumacher , and Theodore Barnhill

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

DOI: http://dx.doi.org/10.5089/9781463924614.001

ISBN: 9781463924614

Keywords: Solvency risk, systemic liquidity, probability, banking, banking system, bank failures, probabilities, General Financial Markets: Other,

This paper proposes and demonstrates a methodology for modeling correlated systemic solvency and liquidity risks for a banking system. Using a forward looking simulation of many risk factors applied to detailed bal...

Cyber Risk Surveillance: A Case Study of Singapore

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

DOI: http://dx.doi.org/10.5089/9781513526317.001

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...

Republic of Poland
			: Financial Sector Assessment Program-Technical Note-Macroprudential Policy Framework

Republic of Poland : Financial Sector Assessment Program-Technical Note-Macroprudential Policy Framework »

Volume/Issue: 2019/119

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 May 2019

DOI: http://dx.doi.org/10.5089/9781498313094.002

ISBN: 9781498313094

Keywords: Systemically important financial institutions, Systemic risk assessment, Financial crises, Macroprudential policies and financial stability, Financial markets, NBP, PWG, FSR, settlement system, ESRB

This Technical Note on Macroprudential Policy Framework for the Republic of Poland highlights that the present macroprudential policy framework provides a sound basis for macroprudential oversight of the financial...

Modifications to the Current List of Financial Soundness Indicators

Modifications to the Current List of Financial Soundness Indicators »

Volume/Issue: 2013/093

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 November 2013

DOI: http://dx.doi.org/10.5089/9781498341097.007

ISBN: 9781498341097

Keywords: Bank supervision, Financial soundness indicators, Nonbank financial sector, Time dimension of systemic risk, Systemic risk assessment, Financial crises, Macroprudential policies and financial stability, Financial institutions, Statistics Department, OFCs

The purpose of this paper is to inform Executive Directors on the outcomes of consultations conducted by the IMF's Statistics Department (STA) on revising the current list of FSIs in response to the global financia...

Progress Report on the Activities of the Independent Evaluation Office

Progress Report on the Activities of the Independent Evaluation Office »

Volume/Issue: 2015/022

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 April 2015

DOI: http://dx.doi.org/10.5089/9781498344661.007

ISBN: 9781498344661

Keywords: Capital account liberalization, Capital flows, Financial crises, Macroprudential policies and financial stability, Systemic risk, IEO, IMF, evaluation, liberalization, economic crisis

This progress report presents key conclusions and recommendations from an IEO evaluation of the IMF's response to the global financial and economic crisis and an update of the IEO evaluation of the IMF's approach t...