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Capital Controls or Macroprudential Regulation?

Capital Controls or Macroprudential Regulation? »

Source: Capital Controls or Macroprudential Regulation?

Volume/Issue: 2015/218

Series: IMF Working Papers

Author(s): Anton Korinek , and Damiano Sandri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2015

ISBN: 9781513506463

Keywords: pecuniary externalities, macroprudential regulation, inequality, exchange rate, exchange, lenders, borrowers, markets, International Lending and Debt Problems, Open Economy Macroeconomics

International capital flows can create significant financial instability in emerging economies because of pecuniary externalities associated with exchange rate movements. Does this make it optimal to impose capital...

Price of Risk

Price of Risk »

Source: Price of Risk : Recent Evidence From Large Financials

Volume/Issue: 2010/190

Series: IMF Working Papers

Author(s): Manmohan Singh , and Karim Youssef

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2010

ISBN: 9781455202249

Keywords: Price of risk, risk-neutral probabilities, real-world probabilities, cheapest-to-deliver bonds, distance-to-distress, JPoD, LCFIs, probabilities, probability, bond

Probability of default (PD) measures have been widely used in estimating potential losses of, and contagion among, large financial institutions. In a period of financial stress however, the existing methods to comp...

Capital Controls or Macroprudential Regulation?

Capital Controls or Macroprudential Regulation? »

Volume/Issue: 2015/218

Series: IMF Working Papers

Author(s): Anton Korinek , and Damiano Sandri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2015

DOI: http://dx.doi.org/10.5089/9781513506463.001

ISBN: 9781513506463

Keywords: pecuniary externalities, macroprudential regulation, inequality, exchange rate, exchange, lenders, borrowers, markets, International Lending and Debt Problems, Open Economy Macroeconomics

International capital flows can create significant financial instability in emerging economies because of pecuniary externalities associated with exchange rate movements. Does this make it optimal to impose capital...

Price of Risk
			: Recent Evidence From Large Financials

Price of Risk : Recent Evidence From Large Financials »

Volume/Issue: 2010/190

Series: IMF Working Papers

Author(s): Manmohan Singh , and Karim Youssef

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2010

DOI: http://dx.doi.org/10.5089/9781455202249.001

ISBN: 9781455202249

Keywords: Price of risk, risk-neutral probabilities, real-world probabilities, cheapest-to-deliver bonds, distance-to-distress, JPoD, LCFIs, probabilities, probability, bond

Probability of default (PD) measures have been widely used in estimating potential losses of, and contagion among, large financial institutions. In a period of financial stress however, the existing methods to comp...