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Cross-Border Financial Surveillance

Cross-Border Financial Surveillance »

Source: Cross-Border Financial Surveillance : A Network Perspective

Volume/Issue: 2010/105

Series: IMF Working Papers

Author(s): Juan Sole , and Marco Espinosa-Vega

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2010

ISBN: 9781455200641

Keywords: Financial Surveillance, Network Analysis, Cross-Border Financial Linkages, banking, contagion, banking system, banking systems, bank for international settlements,

Effective cross-border financial surveillance requires the monitoring of direct and indirect systemic linkages. This paper illustrates how network analysis could make a significant contribution in this regard by si...

Strengthening IMF Crisis Prevention

Strengthening IMF Crisis Prevention »

Source: Strengthening IMF Crisis Prevention

Volume/Issue: 2005/206

Series: IMF Working Papers

Author(s): Jonathan Ostry , and Jeronimo Zettelmeyer

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2005

ISBN: 9781451862256

Keywords: IMF surveillance, capital markets, crisis lending, financial crises, capital inflows, International Economic Order, International Monetary Arrangements and Institutions, International Lending and Debt Problems,

To better fulfill its crisis-prevention mandate, IMF surveillance needs to provide stronger incentives for countries to follow good policies and for markets to avoid boom-bust cycles in capital flows. To this end,...

Systemic Contingent Claims Analysis

Systemic Contingent Claims Analysis »

Source: Systemic Contingent Claims Analysis : Estimating Market-Implied Systemic Risk

Volume/Issue: 2013/54

Series: IMF Working Papers

Author(s): Andreas A. Jobst , and Dale Gray

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 February 2013

ISBN: 9781475572780

Keywords: macroprudential policy and surveillance, contingent claims analysis (CCA), systemic CCA, conditional tail expectation (CTE), extreme value theory (EVT), risk-adjusted balance sheets, stress testing, capital adequacy, Model Construction and Estimation, Government Policy and Regulation

The recent global financial crisis has forced a re-examination of risk transmission in the financial sector and how it affects financial stability. Current macroprudential policy and surveillance (MPS) efforts are...

Redesigning the Contours of the Future Financial System

Redesigning the Contours of the Future Financial System »

Source: Redesigning the Contours of the Future Financial System

Volume/Issue: 2010/10

Series: IMF Staff Position Notes

Author(s): Laura Kodres , and Aditya Narain

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 August 2010

ISBN: 9781462388882

Keywords: Bank supervision, Banks, Financial instruments, Financial institutions, Risk management, Multilateral surveillance, Nonbank financial sector, Global Financial Crisis 2008-2009, Fund role, Crises

This paper explores the private- and public-sector responses to the crisis and some of the probable outcomes. Aside from improved supervision of individual institutions, greater emphasis needs to be put on financia...

Cross-Border Financial Surveillance
			: A Network Perspective

Cross-Border Financial Surveillance : A Network Perspective »

Volume/Issue: 2010/105

Series: IMF Working Papers

Author(s): Juan Sole , and Marco Espinosa-Vega

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2010

DOI: http://dx.doi.org/10.5089/9781455200641.001

ISBN: 9781455200641

Keywords: Financial Surveillance, Network Analysis, Cross-Border Financial Linkages, banking, contagion, banking system, banking systems, bank for international settlements,

Effective cross-border financial surveillance requires the monitoring of direct and indirect systemic linkages. This paper illustrates how network analysis could make a significant contribution in this regard by si...

Strengthening IMF Crisis Prevention

Strengthening IMF Crisis Prevention »

Volume/Issue: 2005/206

Series: IMF Working Papers

Author(s): Jonathan Ostry , and Jeronimo Zettelmeyer

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2005

DOI: http://dx.doi.org/10.5089/9781451862256.001

ISBN: 9781451862256

Keywords: IMF surveillance, capital markets, crisis lending, financial crises, capital inflows, International Economic Order, International Monetary Arrangements and Institutions, International Lending and Debt Problems,

To better fulfill its crisis-prevention mandate, IMF surveillance needs to provide stronger incentives for countries to follow good policies and for markets to avoid boom-bust cycles in capital flows. To this end,...

Systemic Contingent Claims Analysis
			: Estimating Market-Implied Systemic Risk

Systemic Contingent Claims Analysis : Estimating Market-Implied Systemic Risk »

Volume/Issue: 2013/54

Series: IMF Working Papers

Author(s): Andreas A. Jobst , and Dale Gray

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 February 2013

DOI: http://dx.doi.org/10.5089/9781475572780.001

ISBN: 9781475572780

Keywords: macroprudential policy and surveillance, contingent claims analysis (CCA), systemic CCA, conditional tail expectation (CTE), extreme value theory (EVT), risk-adjusted balance sheets, stress testing, capital adequacy, Model Construction and Estimation, Government Policy and Regulation

The recent global financial crisis has forced a re-examination of risk transmission in the financial sector and how it affects financial stability. Current macroprudential policy and surveillance (MPS) efforts are...

Redesigning the Contours of the Future Financial System

Redesigning the Contours of the Future Financial System »

Volume/Issue: 2010/10

Series: IMF Staff Position Notes

Author(s): Laura Kodres , and Aditya Narain

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 August 2010

DOI: http://dx.doi.org/10.5089/9781462388882.004

ISBN: 9781462388882

Keywords: Bank supervision, Banks, Financial instruments, Financial institutions, Risk management, Multilateral surveillance, Nonbank financial sector, Global Financial Crisis 2008-2009, Fund role, Crises

This paper explores the private- and public-sector responses to the crisis and some of the probable outcomes. Aside from improved supervision of individual institutions, greater emphasis needs to be put on financia...