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Assessing Financial System Vulnerabilities
Author:
Mr. R. B. Johnston
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,
Miss Liliana B Schumacher
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Ms. Jingqing Chai
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Series:
IMF Working Papers
Volume/Issue:
Volume 2000: Issue 076
Language:
English
Publication Date:
01 Apr 2000
DOI:
https://doi.org/10.5089/9781451849868.001
ISBN:
9781451849868
ISSN:
1018-5941
Pages:
35
Keywords:
WP; financial system vulnerability; interest rate; risk model; vulnerability assessment; asymmetric information; incentive structure; risk models; financial system vulnerabilities; banking system; risk-management model; var model; net risk; financial system assessment; bank portfolio; market participant; risk-measurement model; bank exposure; Financial sector risk; Credit risk; Market risk; Financial sector stability; Financial statements
Legal-disclaimer:
IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
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Recent financial crises have highlighted the potentially significant macroeconomic costs of financial system instability, and the potential for the instability in the financial system of one country to have broader implications for the stability of financial systems and macroeconomic performance in other countries. This paper reviews the different analytical approaches to assessing vulnerabilities in the financial systems and the benefits and limitations of the different approaches, and suggests enhancements that could help strengthen financial system stability assessments.
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Cover IMF Working Papers
IMF Working Papers
ISSN:
1018-5941
Publisher:
International Monetary Fund