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New Zealand Bank Vulnerabilities in International Perspective

New Zealand Bank Vulnerabilities in International Perspective »

Source: New Zealand Bank Vulnerabilities in International Perspective

Volume/Issue: 2009/224

Series: IMF Working Papers

Author(s): Rodrigo Cubero , and Ray Brooks

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

ISBN: 9781451873719

Keywords: bank funding, bank asset quality, mortgages, mortgage, banking, probability of default, bank capital,

The global financial crisis is creating stress on banking systems across the world through funding and asset quality shocks. This paper combines different stress scenarios, as well as cross-country analysis, to ass...

Macrofinancial Modeling At Central Banks

Macrofinancial Modeling At Central Banks »

Source: Macrofinancial Modeling At Central Banks : Recent Developments and Future Directions

Volume/Issue: 2012/21

Series: IMF Working Papers

Author(s): Jan Vlcek , and Scott Roger

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463931834

Keywords: Monetary policy analysis, financial frictions, macroeconomic modeling, banking, bank capital, financial stability, banking sector, interbank market, Macroeconomics: Consumption, Saving

This paper surveys dynamic stochastic general equilibrium models with financial frictions in use by central banks and discusses priorities for future development of such models for the purpose of monetary and finan...

New Zealand Bank Vulnerabilities in International Perspective

New Zealand Bank Vulnerabilities in International Perspective »

Volume/Issue: 2009/224

Series: IMF Working Papers

Author(s): Rodrigo Cubero , and Ray Brooks

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

DOI: http://dx.doi.org/10.5089/9781451873719.001

ISBN: 9781451873719

Keywords: bank funding, bank asset quality, mortgages, mortgage, banking, probability of default, bank capital,

The global financial crisis is creating stress on banking systems across the world through funding and asset quality shocks. This paper combines different stress scenarios, as well as cross-country analysis, to ass...

Macrofinancial Modeling At Central Banks
			: Recent Developments and Future Directions

Macrofinancial Modeling At Central Banks : Recent Developments and Future Directions »

Volume/Issue: 2012/21

Series: IMF Working Papers

Author(s): Jan Vlcek , and Scott Roger

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

DOI: http://dx.doi.org/10.5089/9781463931834.001

ISBN: 9781463931834

Keywords: Monetary policy analysis, financial frictions, macroeconomic modeling, banking, bank capital, financial stability, banking sector, interbank market, Macroeconomics: Consumption, Saving

This paper surveys dynamic stochastic general equilibrium models with financial frictions in use by central banks and discusses priorities for future development of such models for the purpose of monetary and finan...