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The Prudential Regulation and Management of Foreign Exchange Risk

The Prudential Regulation and Management of Foreign Exchange Risk »

Source: The Prudential Regulation and Management of Foreign Exchange Risk

Volume/Issue: 1998/37

Series: IMF Working Papers

Author(s): Richard Abrams , and Paulina Beato

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1998

ISBN: 9781451845549

Keywords: prudential regulation, risk, foreign currency, banking supervision, exchange risk, foreign exchange risk, exchange rate, income statement

This paper examines issues in the prudential management and regulation of foreign exchange risk. It begins with measurement issues, notably converting foreign currency items into domestic currency terms, and calcul...

Italy

Italy »

Source: Italy : Detailed Assessment of Observance of Basel Core Principles for Effective Banking Supervision

Volume/Issue: 2013/354

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 December 2013

ISBN: 9781475572551

Keywords: banking supervision, risk management, risk profile, financial intermediaries, exchange information

This paper elaborates key findings of the Detailed Assessment of Observance of Basel Core Principles for Effective Banking Supervision by Italy. The core supervisory process at the Banca d'Italia (BI) is strong, an...

From Fixed to Float-Operational Aspects of Moving Toward Exchange Rate Flexibility

From Fixed to Float-Operational Aspects of Moving Toward Exchange Rate Flexibility »

Source: From Fixed to Float-Operational Aspects of Moving Toward Exchange Rate Flexibility

Volume/Issue: 2004/043

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 November 2004

ISBN: 9781498330015

Keywords: Currency pegs, Exchange markets, Exchange rate regimes, Flexible exchange rates, Floating exchange rates, Real effective exchange rates, Exchange rate policy, Nominal effective exchange rate, Central banks, PP

...

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...

Macroprudential Policy - An Organizing Framework - Background Paper1

Macroprudential Policy - An Organizing Framework - Background Paper1 »

Source: Macroprudential Policy - An Organizing Framework - Background Paper

Volume/Issue: 2011/018

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 March 2011

ISBN: 9781498339179

Keywords: Background papers, Exchange rate policy, Financial risk, Financial stability, Fiscal policy, International financial system, Monetary policy, Financial crises, Macroprudential policies and financial stability, Financial systems

MCM conducted a survey in December 2010 to take stock of international experiences with financial stability and the evolving macroprudential policy framework. The survey was designed to seek information in three br...

Macroprudential Policy - An Organizing Framework1

Macroprudential Policy - An Organizing Framework1 »

Source: Macroprudential Policy - An Organizing Framework

Volume/Issue: 2011/017

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 March 2011

ISBN: 9781498339162

Keywords: Bilateral surveillance, Exchange rate policy, Exchange rate regimes, Financial risk, Financial stability, Fiscal policy, Fund role, International financial system, Monetary policy, Multilateral surveillance

Macroprudential policy is a complement to microprudential policy and it interacts with other types of public policy that have an impact on systemic financial stability. Indeed, prudential regulation, as carried out...

What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia

What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia »

Source: What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia

Volume/Issue: 2019/169

Series: IMF Working Papers

Author(s): Gee Hee Hong , Anne Oeking , Kenneth Kang , and Changyong Rhee

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 August 2019

ISBN: 9781513509006

Keywords: Financial crises, Central banks, Financial institutions, Macroprudential policies and financial stability, Exchange risk, Covered interest parity, limits to arbitrage, U.S.dollar funding, FX swaps., IIP

Asian countries have high demand for U.S. dollars and are sensitive to U.S. dollar funding costs. An important, but often overlooked, component of these costs is the basis spread in the cross-currency swap market t...

2012 Review of Data Provision to the Fund for Surveillance Purposes

2012 Review of Data Provision to the Fund for Surveillance Purposes »

Source: 2012 Review of Data Provision to the Fund for Surveillance Purposes

Volume/Issue: 2012/074

Series: Policy Papers

Author(s): International Monetary Fund. Statistics Dept.;International Monetary Fund. Strategy, Policy, & Review Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 28 August 2012

ISBN: 9781498339957

Keywords: Data quality assessment framework, Economic indicators, Government finance statistics, Surveillance, Access to international capital markets, Accounting, Assets, Balance of payments, Balance sheets, Banking sector

The IMF keeps data provision by members under periodic review since timely, accurate, and comprehensive data are essential for fulfilling its surveillance mandate. The previous Review of Data Provision to the Fund...

Debt Limits in Fund-Supported Programs - Proposed New Guidelines

Debt Limits in Fund-Supported Programs - Proposed New Guidelines »

Source: Debt Limits in Fund-Supported Programs - Proposed New Guidelines

Volume/Issue: 2009/038

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 May 2009

ISBN: 9781498335744

Keywords: Access limits, Access to Fund general resources, Concessional aid, Debt management, Debt sustainability, External debt, External financing, Financial management, Fund facilities, Fund policies

Low-income countries (LICs) face significant challenges in meeting their development objectives, while maintaining a sustainable debt position. To address this dilemma, the international community has largely advoc...

The Prudential Regulation and Management of Foreign Exchange Risk

The Prudential Regulation and Management of Foreign Exchange Risk »

Volume/Issue: 1998/37

Series: IMF Working Papers

Author(s): Richard Abrams , and Paulina Beato

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1998

DOI: http://dx.doi.org/10.5089/9781451845549.001

ISBN: 9781451845549

Keywords: prudential regulation, risk, foreign currency, banking supervision, exchange risk, foreign exchange risk, exchange rate, income statement

This paper examines issues in the prudential management and regulation of foreign exchange risk. It begins with measurement issues, notably converting foreign currency items into domestic currency terms, and calcul...