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May 19, 2013

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Subject/Keyword: Systemic risk

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1. 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   2. 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   3. 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   4. 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.   5. 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.   6. 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   7. 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   8. 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   9. 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   10. 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   11. 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   12. 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.   13. 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   14. 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.   15. 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   16. 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   17. 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.   18. 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   19. Title: A New Index of Currency Mismatch and Systemic Risk   Author/Editor: Ranciere, Romain ; Tornell, Aaron ; Vamvakidis, Athanasios   Series: Working Paper No. 10/263   Published: November 01, 2010   Subject(s): Banking sector | Cross country analysis | Currencies | Economic models | Emerging markets | Europe | External borrowing | Financial crisis | Fiscal risk | Loans | Sovereign debt | Time series   Author's Keyword(s): Currency Mismatch | Emerging Economies | Systemic Risk | Financial Crises.   20. Title: Macroprudential Regulation under Repo Funding   Author/Editor: Valderrama, Laura   Series: Working Paper No. 10/220   Published: September 01, 2010   Subject(s): Bank regulations | Bankruptcy | Capital | Economic models | Financial institutions | Financial risk | International financial system | Liquidity   Author's Keyword(s): Repurchase Agreement | Haircut | Margin Call | Liquidity Hoarding | Systemic Risk | Financial Contagion | Macroprudential Regulation.

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