Search Results

You are looking at 1 - 10 of 36 items :

  • Keyword: portfolio x
  • Business and Economy x
Clear All Modify Search
Brazilian Market Portfolio

Brazilian Market Portfolio »

Source: Brazilian Market Portfolio

Volume/Issue: 2017/51

Series: IMF Working Papers

Author(s): Cristina Tessari , and Alexis Meyer-Cirkel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 March 2017

ISBN: 9781475586084

Keywords: Western Hemisphere, Brazil, Capital markets, Global market portfolio, portfolio selection

In recent years, Brazil has achieved substantial progress in capital market development by building a diversified investor base and expanding the menu of available financial instruments. In this context, we evaluat...

Balance of Payments Statistics Yearbook, 2003

Balance of Payments Statistics Yearbook, 2003 »

Series: Balance of Payments Statistics

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 December 2003

DOI: http://dx.doi.org/10.5089/9781589062689.044

ISBN: 9781589062689

Keywords: liabilities, debt, payments, portfolio investment, loans, financial derivatives, bonds, debt securities, direct investment, equity securities

The BOPS Yearbook, usually published in December, contains balance of payments statistics for most of the world, compiled in accordance with the IMF's Balance of Payments Manual. Part 1 includes aggregate as well a...

Carry Trade vs. Deposit-Driven Euroization

Carry Trade vs. Deposit-Driven Euroization »

Source: Carry Trade vs. Deposit-Driven Euroization

Volume/Issue: 2018/58

Series: IMF Working Papers

Author(s): Nan Geng , Tiberiu Scutaru , and Johannes Wiegand

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 March 2018

ISBN: 9781484345269

Keywords: Financial Dollarization, Euroization, Emerging Europe, Portfolio Choice

Financial 'euroization'-or 'dollarization' outside of Central and Eastern Europe-is typically analyzed as a singular phenomenon that can be traced to a common set of factors. This paper argues that two types of eur...

Balance of Payments Statistics Yearbook, 2008

Balance of Payments Statistics Yearbook, 2008 »

Series: Balance of Payments Statistics

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 December 2008

DOI: http://dx.doi.org/10.5089/9781589067530.044

ISBN: 9781589067530

Keywords: Balance of payments statistics, Balance of Payments Statistics Publication, liabilities, debt, payments, portfolio investment, loans, financial derivatives, direct investment, bonds

The BOPS Yearbook, usually published in December, contains balance of payments statistics for most of the world, compiled in accordance with the IMF's Balance of Payments Manual. Part 1 includes aggregate as well a...

Portfolio Inflows and Real Effective Exchange Rates

Portfolio Inflows and Real Effective Exchange Rates »

Source: Portfolio Inflows and Real Effective Exchange Rates : Does the Sectorization Matter?

Volume/Issue: 2017/121

Series: IMF Working Papers

Author(s): Rasmané Ouedraogo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 May 2017

ISBN: 9781484301135

Keywords: Foreign exchange, Portfolio inflows, real effective exchange rate, sector

It has been well-established in the literature that portfolio inflows appreciate the real effective exchange rate. However, the literature lacks a systematic empirical analysis of the impact of portfolio inflows by...

A Primer on Managing Sovereign Debt-Portfolio Risks

A Primer on Managing Sovereign Debt-Portfolio Risks »

Source: A Primer on Managing Sovereign Debt-Portfolio Risks

Volume/Issue: 2018/74

Series: IMF Working Papers

Author(s): Thordur Jonasson , and Michael Papaioannou

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 April 2018

ISBN: 9781484350546

Keywords: Public debt management, Financial risk, Foreign Exchange Hedging, Government Securities Markets, General, Portfolio Choice

This paper provides an overview of sovereign debt portfolio risks and discusses various liability management operations (LMOs) and instruments used by public debt managers to mitigate these risks. Debt management s...

Cyber Risk for the Financial Sector: A Framework for Quantitative Assessment

Cyber Risk for the Financial Sector: A Framework for Quantitative Assessment »

Source: Cyber Risk for the Financial Sector: A Framework for Quantitative Assessment

Volume/Issue: 2018/143

Series: IMF Working Papers

Author(s): Antoine Bouveret

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 June 2018

ISBN: 9781484360750

Keywords: Operational risk, Systemic risk, Cyber risk, risk management, Financial Markets and the Macroeconomy, Portfolio Choice

Cyber risk has emerged as a key threat to financial stability, following recent attacks on financial institutions. This paper presents a novel documentation of cyber risk around the world for financial institutions...

Household Wealth and Resilience to Financial Shocks in Italy1

Household Wealth and Resilience to Financial Shocks in Italy1 »

Source: Household Wealth and Resilience to Financial Shocks in Italy

Volume/Issue: 2018/196

Series: IMF Working Papers

Author(s): Daniel Garcia-Macia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 31 August 2018

ISBN: 9781484374894

Keywords: Europe, Italy, Flow of funds, financial linkages, balance sheet analysis, bail-in, bailout, Portfolio Choice

High household wealth is often cited as a key strength of the Italian economy. Both in absolute terms and relative to income, the Italian household sector is wealthier than most euro area peers. A sizable fraction...

Portfolio Inflows Eclipsing Banking Inflows: Alternative Facts?

Portfolio Inflows Eclipsing Banking Inflows: Alternative Facts? »

Source: Portfolio Inflows Eclipsing Banking Inflows: Alternative Facts?

Volume/Issue: 2018/29

Series: IMF Working Papers

Author(s): Eugenio Cerutti , and Gee Hee Hong

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 February 2018

ISBN: 9781484341964

Keywords: Capital flows, portfolio inflows, bank inflows, global financial cycle, General, Open Economy Macroeconomics, International Policy Coordination and Transmission

Superficial examination of aggregate gross cross-border capital inflow data suggests that there was no substitution between portfolio inflows and bank loans in recent years. However, our novel analysis of disaggreg...

Uncertainty and Cross-Border Banking Flows*

Uncertainty and Cross-Border Banking Flows* »

Source: Uncertainty and Cross-Border Banking Flows

Volume/Issue: 2018/4

Series: IMF Working Papers

Author(s): Sangyup Choi , and Davide Furceri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 January 2018

ISBN: 9781484336793

Keywords: Sudden stops, uncertainty, cross-border banking flows, retrenchment, portfolio rebalancing, flight-to-quality, International Policy Coordination and Transmission

While global uncertainty-measured by the VIX-has proven to be a robust global 'push' factor of international capital flows, there has been no systematic study assessing the role of country-specific uncertainty as a...