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Systemic Risks in Global Banking

Systemic Risks in Global Banking »

Source: 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

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...

The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions

The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions »

Source: The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions

Volume/Issue: 2010/153

Series: IMF Working Papers

Author(s): Jiri Podpiera , and Inci Ötker

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

ISBN: 9781455201365

Keywords: Large Complex Financial Institutions, dynamic panel data, CAMELS, vulnerability analysis, bond, autocorrelation, corporate bond, statistics, standard errors, Financial Institutions and Services: Government Policy and Regulation

This paper attempts to identify the fundamental variables that drive the credit default swaps during the initial phase of distress in selected European Large Complex Financial Institutions (LCFIs). It uses yearly d...

Regional Financial Interlinkages and Financial Contagion within Europe

Regional Financial Interlinkages and Financial Contagion within Europe »

Source: Regional Financial Interlinkages and Financial Contagion within Europe

Volume/Issue: 2009/6

Series: IMF Working Papers

Author(s): Inci Ötker , Karl Driessen , and Zsófia Árvai

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2009

ISBN: 9781451871531

Keywords: Financial linkages, contagion, spillover effects, funding exposure, credit growth, Central, Eastern, Southeastern Europe, claims, banking

This paper focuses on financial interlinkages within Europe and potential contagion channeled through these interlinkages. It discusses the increased role of external financing as a source of funding for credit gro...

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...

The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions

The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions »

Volume/Issue: 2010/153

Series: IMF Working Papers

Author(s): Jiri Podpiera , and Inci Ötker

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

DOI: http://dx.doi.org/10.5089/9781455201365.001

ISBN: 9781455201365

Keywords: Large Complex Financial Institutions, dynamic panel data, CAMELS, vulnerability analysis, bond, autocorrelation, corporate bond, statistics, standard errors, Financial Institutions and Services: Government Policy and Regulation

This paper attempts to identify the fundamental variables that drive the credit default swaps during the initial phase of distress in selected European Large Complex Financial Institutions (LCFIs). It uses yearly d...

Regional Financial Interlinkages and Financial Contagion within Europe

Regional Financial Interlinkages and Financial Contagion within Europe »

Volume/Issue: 2009/6

Series: IMF Working Papers

Author(s): Inci Ötker , Karl Driessen , and Zsófia Árvai

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2009

DOI: http://dx.doi.org/10.5089/9781451871531.001

ISBN: 9781451871531

Keywords: Financial linkages, contagion, spillover effects, funding exposure, credit growth, Central, Eastern, Southeastern Europe, claims, banking

This paper focuses on financial interlinkages within Europe and potential contagion channeled through these interlinkages. It discusses the increased role of external financing as a source of funding for credit gro...