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The Future of China's Bond Market

This book analyzes segments of China's bond market, from sovereign, policy bank, and credit bonds, to the rapidly growing local government bond market.

The Future of China's Bond Market

This book analyzes segments of China's bond market, from sovereign, policy bank, and credit bonds, to the rapidly growing local government bond market.

Austria

Austria »

Source: Austria : Publication of Financial Sector Assessment Program Documentation-Technical Note on Stress Testing the Banking Sector

Volume/Issue: 2014/16

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 January 2014

ISBN: 9781484377000

Keywords: banking, banking system, interbank market

This Technical Note discusses key results of stress testing of the banking sector in Austria. The Austrian banking system is in a recovery phase following the 2008-2009 global financial crisis. Stress testing resul...

The Future of China's Bond Market

The Future of China's Bond Market »

Series: Books

Publisher: CITIC

Publication Date: 29 March 2019

Language: Chinese

DOI: http://dx.doi.org/10.5089/9781513507798.071

ISBN: 9781513507798

Keywords: Bond markets, Bond issues, Interest rates, Central banks, Bond yields, bond market, interbank, implicit guarantee, People's Bank of China, renminbi

China's bond market is destined to play an increasingly important role, both at home and abroad. And the inclusion of the country's bonds in global indexes will be a milestone for its financial market integration,...

The Future of China's Bond Market

The Future of China's Bond Market »

Series: Books

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 March 2019

DOI: http://dx.doi.org/10.5089/9781484372142.071

ISBN: 9781484372142

Keywords: Bond markets, Bond issues, Interest rates, Central banks, Bond yields, bond market, interbank, implicit guarantee, people 's bank of China, renminbi

China's bond market is destined to play an increasingly important role, both at home and abroad. And the inclusion of the country's bonds in global indexes will be a milestone for its financial market integration,...

Financial Spillovers to Chile

Financial Spillovers to Chile »

Source: Financial Spillovers to Chile

Volume/Issue: 2012/254

Series: IMF Working Papers

Author(s): Jiri Podpiera

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 October 2012

ISBN: 9781475552195

Keywords: Credit Spread, Interbank Market Spread, Financial Spillover, bond, interbank market, bond market, banking, banking sector, Asset Pricing,

This paper quantifies financial spillovers from global risk factors to banks' funding costs in Chile. It decomposes Chilean banks' bond and interbank spreads into domestic and external factors. The results suggest...

Nigeria

Nigeria »

Source: Nigeria : Publication of Financial Sector Assessment Program Documentation--Technical Note on Stress Testing

Volume/Issue: 2013/141

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. African Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 28 May 2013

ISBN: 9781484350096

Keywords: banking, banking system, interbank market, banking sector, excess liquidity

To assess the financial stability in Nigeria, various stress tests and analytic processes were undertaken jointly by the Nigerian authorities and the Financial Sector Assessment Program (FSAP) team. The exercise in...

Financial Institutions, Financial Contagion, and Financial Crises

Financial Institutions, Financial Contagion, and Financial Crises »

Source: Financial Institutions, Financial Contagion, and Financial Crises

Volume/Issue: 2000/92

Series: IMF Working Papers

Author(s): Haizhou Huang , and Chenggang Xu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2000

ISBN: 9781451851588

Keywords: financial contagion, financial crises, interbank market, bank run, bank runs

Financial crises are endogenized through corporate and interbank market institutions. Single-bank financing leads to a pooling equilibrium in the interbank market. With private information about one’s own so...

What Drives China's Interbank Market?

What Drives China's Interbank Market? »

Source: What Drives China's Interbank Market?

Volume/Issue: 2009/189

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

ISBN: 9781451873368

Keywords: Interbank market, GARCH, reserve requirements, bond, deposit rate, reserve requirement,

Interest rates in China comprise a mix of both market determined interest rates (interbank rates and bond yields), and regulated interest rates (lending and deposit rates), reflecting China's gradual process of int...

The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis

The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis »

Source: The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis

Volume/Issue: 2009/206

Series: IMF Working Papers

Author(s): Heiko Hesse , and Nathaniel Frank

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

ISBN: 9781451873535

Keywords: Interbank markets, Markov-Switching, GARCH, money markets, central bank, money market, discount rates, interbank money markets, Financial Markets and the Macroeconomy, Instruments

This paper provides evidence that central bank interventions had a statistically significant impact on easing stress in unsecured interbank markets during the first phase of the subprime crisis which began in July...

Sovereigns and Financial Intermediaries Spillovers

Sovereigns and Financial Intermediaries Spillovers »

Source: Sovereigns and Financial Intermediaries Spillovers

Volume/Issue: 2019/43

Series: IMF Working Papers

Author(s): Hamid Tabarraei , Abdelaziz Rouabah , and Olivier Pierrard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 February 2019

ISBN: 9781498300704

Keywords: Central banks, Interest rates on loans, Bank capital, Market interest rates, Bank liquidity, Sovereign risk, Contagion, Interbank market, interbank, deposit rate

We examine the spillover effects between sovereigns and banks in a model with a heterogeneous banking system. An increase in sovereign's default risk affects financial intermediaries through two channels in this mo...

A Simple Model of An International Lender of Last Resort

A Simple Model of An International Lender of Last Resort »

Source: A Simple Model of An International Lender of Last Resort

Volume/Issue: 2000/75

Series: IMF Working Papers

Author(s): Haizhou Huang , and C. Goodhart

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2000

ISBN: 9781451849721

Keywords: International lender of last resort, banking crisis, currency crisis, interbank market, banking, contagion, financial contagion

This paper develops a simple model of an international lender of last resort (ILOLR). The world economy consists of many open economies, each with a banking system and a central bank operating under a pegged exchan...