Search Results

You are looking at 1 - 10 of 14 items :

  • Keyword: Capital Market x
  • Insurance - Risk Assessment and Management x
Clear All Modify Search
Cyclical Implications of Changing Bank Capital Requirements in a Macroeconomic Framework

Cyclical Implications of Changing Bank Capital Requirements in a Macroeconomic Framework »

Source: Cyclical Implications of Changing Bank Capital Requirements in a Macroeconomic Framework

Volume/Issue: 2005/168

Series: IMF Working Papers

Author(s): Eduardo Ganapolsky , and Mario Catalan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2005

ISBN: 9781451861877

Keywords: regulation, capital requirement, banking, bank capital, Financial Markets and the Macroeconomy, Financial Institutions and Services: Government Policy and Regulation,

There is a widespread view that bank capital requirements should be loosened during recessions and tightened during expansions to avoid excessive credit and output swings. This view is based on a partial analysis t...

Monetary Policy, Bank Leverage, and Financial Stability

Monetary Policy, Bank Leverage, and Financial Stability »

Source: Monetary Policy, Bank Leverage, and Financial Stability

Volume/Issue: 2011/244

Series: IMF Working Papers

Author(s): Fabian Valencia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2011

ISBN: 9781463923235

Keywords: Bank Leverage, Macroprudential regulation, bank capital, capital requirements, risk of default, bank default, bank risk, Financial Markets and the Macroeconomy,

This paper develops a model to assess how monetary policy rates affect bank risk-taking. In the model, a reduction in the risk-free rate increases lending profitability by reducing funding costs and increasing the...

Development of the Renminbi Market in Hong Kong SAR

Development of the Renminbi Market in Hong Kong SAR »

Source: Development of the Renminbi Market in Hong Kong SAR : Assessing Onshore-Offshore Market Integration

Volume/Issue: 2013/268

Series: IMF Working Papers

Author(s): R. Craig , Changchun Hua , Philip Ng , and Raymond Yuen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 December 2013

ISBN: 9781484332948

Keywords: offshore financial markets, arbitrage, capital inflows, International Monetary Arrangements and Institutions, Financial Aspects of Economic Integration, Macroeconomic Analyses of Economic Development,

Offshore use of the renminbi expanded rapidly in Hong Kong SAR as China sought to develop an international role for its currency while maintaining capital controls. This prompts two questions addressed in this pape...

The New Basel Capital Accord

The New Basel Capital Accord »

Source: The New Basel Capital Accord : The Devil Is in the (Calibration) Details

Volume/Issue: 2001/113

Series: IMF Working Papers

Author(s): Paul Kupiec

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2001

ISBN: 9781451853704

Keywords: bank regulation, Basel Accord, regulatory capital requirements, and credit risk, bond, capital requirements, credit risk, bonds, present value, General Financial Markets: Government Policy and Regulation

This paper considers characteristics of the capital requirements proposed in The New Basel Capital Accord (2001). Formal analysis identifies calibration features that could give rise to unintended consequences that...

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...

Possible Unintended Consequences of Basel III and Solvency II

Possible Unintended Consequences of Basel III and Solvency II »

Source: Possible Unintended Consequences of Basel III and Solvency II

Volume/Issue: 2011/187

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2011

ISBN: 9781462308279

Keywords: Basel III, Solvency II, Funding, capital requirements, credit risk, market risk, underwriting, Financial Institutions and Services: Government Policy and Regulation,

In today's financial system, complex financial institutions are connected through an opaque network of financial exposures. These connections contribute to financial deepening and greater savings allocation efficie...

Revisiting Risk-Weighted Assets

Revisiting Risk-Weighted Assets »

Source: Revisiting Risk-Weighted Assets

Volume/Issue: 2012/90

Series: IMF Working Papers

Author(s): Sofiya Avramova , and Vanessa Le Leslé

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2012

ISBN: 9781475502657

Keywords: Regulation, Risk-weighted Assets, Basel I, II, III, banking, capital requirements, market risk, Revisiting Risk-Weighted Assets, Financial Institutions and Services: Government Policy and Regulation

In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdictions and how this might undermine the Basel III capital a...

Cyclical Implications of Changing Bank Capital Requirements in a Macroeconomic Framework

Cyclical Implications of Changing Bank Capital Requirements in a Macroeconomic Framework »

Volume/Issue: 2005/168

Series: IMF Working Papers

Author(s): Eduardo Ganapolsky , and Mario Catalan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2005

DOI: http://dx.doi.org/10.5089/9781451861877.001

ISBN: 9781451861877

Keywords: regulation, capital requirement, banking, bank capital, Financial Markets and the Macroeconomy, Financial Institutions and Services: Government Policy and Regulation,

There is a widespread view that bank capital requirements should be loosened during recessions and tightened during expansions to avoid excessive credit and output swings. This view is based on a partial analysis t...

Monetary Policy, Bank Leverage, and Financial Stability

Monetary Policy, Bank Leverage, and Financial Stability »

Volume/Issue: 2011/244

Series: IMF Working Papers

Author(s): Fabian Valencia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2011

DOI: http://dx.doi.org/10.5089/9781463923235.001

ISBN: 9781463923235

Keywords: Bank Leverage, Macroprudential regulation, bank capital, capital requirements, risk of default, bank default, bank risk, Financial Markets and the Macroeconomy,

This paper develops a model to assess how monetary policy rates affect bank risk-taking. In the model, a reduction in the risk-free rate increases lending profitability by reducing funding costs and increasing the...

Development of the Renminbi Market in Hong Kong SAR
			: Assessing Onshore-Offshore Market Integration

Development of the Renminbi Market in Hong Kong SAR : Assessing Onshore-Offshore Market Integration »

Volume/Issue: 2013/268

Series: IMF Working Papers

Author(s): R. Craig , Changchun Hua , Philip Ng , and Raymond Yuen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 December 2013

DOI: http://dx.doi.org/10.5089/9781484332948.001

ISBN: 9781484332948

Keywords: offshore financial markets, arbitrage, capital inflows, International Monetary Arrangements and Institutions, Financial Aspects of Economic Integration, Macroeconomic Analyses of Economic Development,

Offshore use of the renminbi expanded rapidly in Hong Kong SAR as China sought to develop an international role for its currency while maintaining capital controls. This prompts two questions addressed in this pape...