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October 25, 2014
 

The Search found 36 of 13789 documents sorted by Date with the following criteria:
Subject/Keyword: Systemic Risk

 
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1. Title: Macro-Prudential Policies to Mitigate Financial System Vulnerabilities
  Author/Editor: Stijn Claessens ; Swati R. Ghosh ; Roxana Mihet
  Series: Working Paper No. 14/155
  Published: August 19, 2014
  Subject(s): Macroprudential policies and financial stability | Banking systems | Systemic risk | Risk management | Econometric models
 
 
2. Title: Bank Size and Systemic Risk
  Author/Editor: Luc Laeven ; Lev Ratnovski ; Hui Tong
  Series: Staff Discussion Notes No. 14/4
  Published: May 08, 2014
  Subject(s): Systemic risk | Systemic risk assessment | Too-big-too-fail | Bank capital | Bank regulations | Corporate governance | Financial crisis | Bank financing | Bank deposits
 
 
3. Title: Measuring Systemic Risk-Adjusted Liquidity (SRL) - A Model Approach
  Author/Editor: Jobst, Andreas
  Series: Working Paper No. 12/209
  Published: August 01, 2012
  Subject(s): Banking sector | Economic models | Liquidity | Risk management | United States
  Author's Keyword(s): Systemic risk | liquidity risk | Net Stable Funding Ratio (NSFR) | extreme value theory | financial contagion | macroprudential regulation
 
4. Title: Measuring Systemic Liquidity Risk and the Cost of Liquidity Insurance
  Author/Editor: Severo, Tiago
  Series: Working Paper No. 12/194
  Published: July 01, 2012
  Author's Keyword(s): Liquidity | systemic risk | banks | stock returns | insurance
 
5. Title: Externalities and Macroprudential Policy
  Author/Editor: De Nicoló, Gianni ; Favara, Giovanni ; Ratnovski, Lev
  Series: Staff Discussion Notes No. 12/5
  Published: June 07, 2012
  Subject(s): Macroprudential Policy | Financial systems | Banks | Capital markets | Financial risk | Financial stability | Risk management
  Author's Keyword(s): Externalities | systemic risk | macroprudential policy
 
6. Title: Systemic Risk and Asymmetric Responses in the Financial Industry
  Author/Editor: López-Espinosa, Germán ; Rubia, Antonio ; Valderrama, Laura ; Moreno, Antonio
  Series: Working Paper No. 12/152
  Published: June 01, 2012
  Subject(s): Banking systems | Commercial banks | Economic models | Financial risk | Risk management
  Author's Keyword(s): Value at Risk | systemic risk | tail-risk dependence | downside risk.
 
7. Title: Monitoring Systemic Risk Based on Dynamic Thresholds
  Author/Editor: Lund-Jensen, Kasper
  Series: Working Paper No. 12/159
  Published: June 01, 2012
  Subject(s): Banking crisis | Banking sector | Economic models | Financial risk
  Author's Keyword(s): Systemic Risk | Financial Stability | Macroprudential Policy.
 
8. Title: Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach
  Author/Editor: Lopez-Espinosa, German ; Moreno, Antonio ; Rubia, Antonio ; Valderrama, Laura
  Series: Working Paper No. 12/46
  Published: February 01, 2012
  Subject(s): Economic models | Financial institutions | Financial risk | International banks | Liquidity
  Author's Keyword(s): Systemic Risk | Wholesale Funding | Liquidity Risk | Macroprudential Regulation
 
9. Title: From Stress to CoStress: Stress Testing Interconnected Banking Systems
  Author/Editor: Maino, Rodolfo ; Tintchev, Kalin
  Series: Working Paper No. 12/53
  Published: February 01, 2012
  Subject(s): Banking systems | Credit expansion | Credit risk | Economic models | External shocks | Risk management
  Author's Keyword(s): Stress Testing | Credit Risk | Systemic Risk
 
10. Title: Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing
  Author/Editor: De Nicoló, Gianni ; Lucchetta, Marcella
  Series: Working Paper No. 12/58
  Published: February 01, 2012
  Subject(s): Economic indicators | Financial risk | Forecasting models | Group of seven | Time series
  Author's Keyword(s): Systemic Risks | Dynamic Factor Model | Quantile Auto-regressions | Density Forecasts
 
11. Title: Managing Non-core Liabilities and Leverage of the Banking System: A Building Block for Macroprudential Policy Making in Korea
  Author/Editor: Alichi, Ali ; Ryoo, Sang Chul ; Hong, Cheol
  Series: Working Paper No. 12/27
  Published: January 01, 2012
  Subject(s): Banking systems | Debt | Economic models | Monetary policy | Korea, Republic of
  Author's Keyword(s): Macroprudential Policies | Macroprudential Model | Systemic Risk
 
12. Title: Financial Stability Reports:What Are They Good For?
  Author/Editor: Cihák, Martin ; Muñoz, Sònia ; Sharifuddin, Shakira Teh ; Tintchev, Kalin
  Series: Working Paper No. 12/1
  Published: January 01, 2012
  Subject(s): Central banks | Data quality assessment framework | Financial stability | Public information notices
  Author's Keyword(s): Financial Stability | Central Banking | Macro-Prudential Tools | Systemic Risk
 
13. Title: Macroprudential Policy: What Instruments and How to Use Them? Lessons from Country Experiences
  Author/Editor: Lim, Cheng Hoon ; Columba, Francesco ; Costa, Alejo ; Kongsamut, Piyabha ; Otani, Akira ; Saiyid, Mustafa ; Wezel, Torsten ; Wu, Xiaoyong
  Series: Working Paper No. 11/238
  Published: October 01, 2011
  Subject(s): Banks | Capital inflows | Credit risk | Cross country analysis | Developed countries | Emerging markets | Exchange rate regimes | Financial risk | Financial sector | Fiscal policy | Liquidity | Monetary policy
  Author's Keyword(s): macroprudential | instruments | systemic risk | procyclicality | interconnectedness | credit | liquidity | capital.
 
14. Title: Making Banks Safer: Can Volcker and Vickers Do It?
  Author/Editor: Chow, Julian T. S. ; Surti, Jay
  Series: Working Paper No. 11/236
  Published: October 01, 2011
  Subject(s): Bank regulations | Bank supervision | Banking | Commercial banks | Fiscal risk | Risk management | Securities markets | United Kingdom | United States
  Author's Keyword(s): Banks | Business Models | Systemic Risk
 
15. Title: Systemic Risks in Global Banking: What Available Data can tell us and What More Data are Needed?
  Author/Editor: Cerutti, Eugenio ; Claessens, Stijn ; McGuire, Patrick
  Series: Working Paper No. 11/222
  Published: September 01, 2011
  Subject(s): Bank credit | Banking systems | Credit risk | Data collection | Financial risk | International banking | International financial system
  Author's Keyword(s): Systemic risks | banking system | international | contagion | vulnerabilities
 
16. Title: Systemic Risk and Optimal Regulatory Architecture
  Author/Editor: Espinosa-Vega, Marco A ; Kahn, Charles ; Matta, Rafael ; Sole, Juan
  Series: Working Paper No. 11/193
  Published: August 01, 2011
  Subject(s): Bank regulations | Banks | Economic models | External shocks | Financial institutions | Financial risk | Liquidity
  Author's Keyword(s): Bank regulation | Systemic risk | Forbearance | Information sharing | Financial reform.
 
17. Title: Country Insurance Using Financial Instruments
  Author/Editor: Zhang, Yuanyan Sophia ; Chamon, Marcos ; Ricci, Luca Antonio
  Series: Working Paper No. 11/169
  Published: July 01, 2011
  Subject(s): Cross country analysis | Economic models | Emerging markets | External shocks | Financial instruments | Insurance | Risk management
  Author's Keyword(s): hedging | financial innovation | country insurance | contagion | sudden stop | systemic risks
 
18. Title: The Impact of the Global Financial Crisis on Microfinance and Policy Implications
  Author/Editor: Di Bella, Gabriel
  Series: Working Paper No. 11/175
  Published: July 01, 2011
  Subject(s): Global Financial Crisis 2008-2009 | Economic conditions | International capital markets | Interest rates on loans | Credit risk | Microfinance
  Author's Keyword(s): global financial crisis | systemic risk | microfinance | lending rate fundamentals
 
19. Title: Fat Tails and their (Un)happy Endings: Correlation Bias and its Implications for Systemic Risk and Prudential Regulation
  Author/Editor: Chan-Lau, Jorge A. ; International Monetary Fund
  Series: Working Paper No. 11/82
  Published: April 01, 2011
  Subject(s): Asset management | Bank supervision | Banks | Corporate governance | Economic models | Financial institutions | Financial risk | Risk management
  Author's Keyword(s): Basel III | correlation bias | copula capital structure model | corporate governance | prudential regulation | systemic risk.
 
20. Title: A network analysis of global banking:1978-2009
  Author/Editor: Minoiu, Camelia ; Reyes, Javier A.
  Series: Working Paper No. 11/74
  Published: April 01, 2011
  Subject(s): Banking crisis | Capital flows | Cross country analysis | Emerging markets | Financial crisis | International banking
  Author's Keyword(s): cross-border bank lending | network analysis | interconnectedness | financial crises | systemic risk
 

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