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Currency Mismatches and Corporate Default Risk

Currency Mismatches and Corporate Default Risk »

Source: Currency Mismatches and Corporate Default Risk : Modeling, Measurement, and Surveillance Applications

Volume/Issue: 2006/269

Series: IMF Working Papers

Author(s): Andre Santos , and Jorge Chan-Lau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2006

ISBN: 9781451865295

Keywords: Default risk, currency mismatch, econometric estimation, financial surveillance, probability, equation, diffusion model, bond, calibration,

Currency mismatches in corporate balance sheets have been singled out as an important factor underlying the severity of recent financial crises. We propose several structural models for measuring default risk for f...

El Salvador

El Salvador »

Source: El Salvador : Technical Note on Safety Nets and Crisis Management Arrangements

Volume/Issue: 2014/46

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 February 2014

ISBN: 9781475588118

Keywords: Deposit insurance, Bank supervision, Bank legislation, Bank resolution, El Salvador, Financial Sector Assessment Program, Financial safety nets, Reports on the Observance of Standards and Codes, Risk management, Liquidity management

This Technical Note presents an assessment of safety nets and crisis management arrangements in El Salvador. In El Salvador, the bank safety net-emergency liquidity assistance, resolution, and deposit insurance-fac...

Credit Cycle and Capital Buffers in Central America, Panama, and the Dominican Republic

Credit Cycle and Capital Buffers in Central America, Panama, and the Dominican Republic »

Source: Credit Cycle and Capital Buffers in Central America, Panama, and the Dominican Republic

Volume/Issue: 2019/39

Series: IMF Working Papers

Author(s): Valentina Flamini , Pierluigi Bologna , Fabio Di Vittorio , and Rasool Zandvakil

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 February 2019

ISBN: 9781484397992

Keywords: Exchange rate policy, Credit booms, Central banks, Credit pricing, Credit risk, Credit cycle;Financial crises;Countercyclical capital buffer;Basel III;CPI inflation;GFC;countercyclical;synchronicity

Credit is key to support healthy and sustainable economic growth but excess aggregate credit growth can signal the build-up of imbalances and lead to systemic financial crisis. Hence, monitoring the credit cycle is...

Financial Integration, Growth, and Volatility

Financial Integration, Growth, and Volatility »

Source: Financial Integration, Growth, and Volatility

Volume/Issue: 2005/67

Series: IMF Working Papers

Author(s): Anne Epaulard , and Aude Pommeret

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2005

ISBN: 9781451860863

Keywords: Risk-sharing, Endogenous Growth, Stochastic Growth, global financial markets, financial markets, foreign assets, General Aggregative Models: Neoclassical, International Factor Movements and International Business: General, Financial Aspects of Economic Integration, Economic Growth of Open Economies

The aim of this paper is to evaluate the welfare gains from financial integration for developing and emerging market economies. To do so, we build a stochastic endogenous growth model for a small open economy that...

Fintech in Latin America and the Caribbean: Stocktaking

Fintech in Latin America and the Caribbean: Stocktaking »

Source: Fintech in Latin America and the Caribbean: Stocktaking

Volume/Issue: 2019/71

Series: IMF Working Papers

Author(s): Pelin Berkmen , Kimberly Beaton , Dmitry Gershenson , Javier Arze del Granado , Kotaro Ishi , Meeyeon Kim , Emanuel Kopp , and Marina Rousset

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 March 2019

ISBN: 9781498303248

Keywords: Central banks, Central bank role, Central bank legislation, Central bank accounting, Bank credit, Fintech, cross border payments, financial sector, financial regulation, financial stability and integrity

In Latin America and the Caribbean (LAC), financial technology has been growing rapidly and is on the agenda of many policy makers. Fintech provides opportunities to deepen financial development, competition, innov...

Currency Mismatches and Corporate Default Risk
			: Modeling, Measurement, and Surveillance Applications

Currency Mismatches and Corporate Default Risk : Modeling, Measurement, and Surveillance Applications »

Volume/Issue: 2006/269

Series: IMF Working Papers

Author(s): Andre Santos , and Jorge Chan-Lau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2006

DOI: http://dx.doi.org/10.5089/9781451865295.001

ISBN: 9781451865295

Keywords: Default risk, currency mismatch, econometric estimation, financial surveillance, probability, equation, diffusion model, bond, calibration,

Currency mismatches in corporate balance sheets have been singled out as an important factor underlying the severity of recent financial crises. We propose several structural models for measuring default risk for f...

El Salvador
			: Technical Note on Safety Nets and Crisis Management Arrangements

El Salvador : Technical Note on Safety Nets and Crisis Management Arrangements »

Volume/Issue: 2014/46

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 February 2014

DOI: http://dx.doi.org/10.5089/9781475588118.002

ISBN: 9781475588118

Keywords: Deposit insurance, Bank supervision, Bank legislation, Bank resolution, El Salvador, Financial Sector Assessment Program, Financial safety nets, Reports on the Observance of Standards and Codes, Risk management, Liquidity management

This Technical Note presents an assessment of safety nets and crisis management arrangements in El Salvador. In El Salvador, the bank safety net-emergency liquidity assistance, resolution, and deposit insurance-fac...

Credit Cycle and Capital Buffers in Central America, Panama, and the Dominican Republic

Credit Cycle and Capital Buffers in Central America, Panama, and the Dominican Republic »

Volume/Issue: 2019/39

Series: IMF Working Papers

Author(s): Valentina Flamini , Pierluigi Bologna , Fabio Di Vittorio , and Rasool Zandvakil

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 February 2019

DOI: http://dx.doi.org/10.5089/9781484397992.001

ISBN: 9781484397992

Keywords: Exchange rate policy, Credit booms, Central banks, Credit pricing, Credit risk, Credit cycle;Financial crises;Countercyclical capital buffer;Basel III;CPI inflation;GFC;countercyclical;synchronicity

Credit is key to support healthy and sustainable economic growth but excess aggregate credit growth can signal the build-up of imbalances and lead to systemic financial crisis. Hence, monitoring the credit cycle is...

Financial Integration, Growth, and Volatility

Financial Integration, Growth, and Volatility »

Volume/Issue: 2005/67

Series: IMF Working Papers

Author(s): Anne Epaulard , and Aude Pommeret

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2005

DOI: http://dx.doi.org/10.5089/9781451860863.001

ISBN: 9781451860863

Keywords: Risk-sharing, Endogenous Growth, Stochastic Growth, global financial markets, financial markets, foreign assets, General Aggregative Models: Neoclassical, International Factor Movements and International Business: General, Financial Aspects of Economic Integration, Economic Growth of Open Economies

The aim of this paper is to evaluate the welfare gains from financial integration for developing and emerging market economies. To do so, we build a stochastic endogenous growth model for a small open economy that...

Fintech in Latin America and the Caribbean: Stocktaking

Fintech in Latin America and the Caribbean: Stocktaking »

Volume/Issue: 2019/71

Series: IMF Working Papers

Author(s): Pelin Berkmen , Kimberly Beaton , Dmitry Gershenson , Javier Arze del Granado , Kotaro Ishi , Meeyeon Kim , Emanuel Kopp , and Marina Rousset

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 March 2019

DOI: http://dx.doi.org/10.5089/9781498303248.001

ISBN: 9781498303248

Keywords: Central banks, Central bank role, Central bank legislation, Central bank accounting, Bank credit, Fintech, cross border payments, financial sector, financial regulation, financial stability and integrity

In Latin America and the Caribbean (LAC), financial technology has been growing rapidly and is on the agenda of many policy makers. Fintech provides opportunities to deepen financial development, competition, innov...