Publications Search Results

August 31, 2015
 

The Search found 44 of 14593 documents sorted by Date with the following criteria:
Subject/Keyword: Systemic risk

 
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1. Title: Systemic Risk Assessment in Low Income Countries : Balancing Financial Stability and Development
  Author/Editor: Daniela Marchettini ; Rodolfo Maino
  Series: Working Paper No. 15/190
  Published: August 12, 2015
  Subject(s): Systemic risk assessment | Sub-Saharan Africa | Low income countries | Credit booms | Banking crisis | Financial sector | Development | Financial stability
 
 
2. Title: Systemic Risk, Aggregate Demand, and Commodity Prices
  Author/Editor: Javier Gómez-Pineda ; Dominique M. Guillaume ; Kadir Tanyeri
  Series: Working Paper No. 15/165
  Published: July 20, 2015
  Subject(s): Central banks and their policies | Foreign exchange | International finance | Systemic risk | Capital flows
 
 
3. Title: LTV and DTI Limits—Going Granular
  Author/Editor: Luis I. Jacome H. ; Srobona Mitra
  Series: Working Paper No. 15/154
  Published: July 15, 2015
  Subject(s): Loans | Mortgages | Debt service ratios | Housing prices | Systemic risk | Macroprudential policies and financial stability | Cross country analysis
 
 
4. Title: Designing Effective Macroprudential Stress Tests : Progress So Far and the Way Forward
  Author/Editor: Dimitri G. Demekas
  Series: Working Paper No. 15/146
  Published: June 30, 2015
  Subject(s): Financial stability | Banks | Liquidity | Stress tests | Systemic risk
 
 
5. Title: Interconnectedness, Systemic Crises and Recessions
  Author/Editor: Marco A Espinosa-Vega ; Steven Russell
  Series: Working Paper No. 15/46
  Published: February 27, 2015
  Subject(s): Interconnectedness | Banks | Financial crises | Economic recession | Systemic risk assessment | Equilibrium. Econometric models
 
 
6. Title: Centrality-based Capital Allocations
  Author/Editor: Adrian Alter ; Ben Craig ; Peter Raupach
  Series: Working Paper No. 14/237
  Published: December 24, 2014
  Subject(s): Banking systems | Interconnectedness | Capital requirements | Credit risk | Systemic risk | Financial contagion | Econometric models
 
 
7. Title: A Simple Macroprudential Liquidity Buffer
  Author/Editor: Daniel C. Hardy ; Philipp Hochreiter
  Series: Working Paper No. 14/235
  Published: December 22, 2014
  Subject(s): Banking sector | Liquidity | Bank financing | Systemic risk | Banking crisis | Macroprudential policies and financial stability | Crisis management
 
 
8. Title: An Overview of Macroprudential Policy Tools
  Author/Editor: Stijn Claessens
  Series: Working Paper No. 14/214
  Published: December 11, 2014
  Subject(s): Macroprudential policies and financial stability | Monetary policy | Procyclicality of financial system | Financial intermediation | Other systemic risk tools
 
 
9. 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
 
 
10. 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
 
 
11. Title: Measuring Systemic Risk-Adjusted Liquidity (SRL) : A Model Approach
  Author/Editor: Andreas Jobst
  Series: Working Paper No. 12/209
  Published: August 01, 2012
  Subject(s): Banking sector | Economic models | Risk management
  Author's Keyword(s): Systemic risk | liquidity risk | Net Stable Funding Ratio (NSFR) | extreme value theory | financial contagion | macroprudential regulation
 
12. Title: Measuring Systemic Liquidity Risk and the Cost of Liquidity Insurance
  Author/Editor: Tiago Severo
  Series: Working Paper No. 12/194
  Published: July 01, 2012
  Subject(s): Banks | Credit risk | International banks | Liquidity
  Author's Keyword(s): Liquidity | systemic risk | banks | stock returns | insurance
 
13. 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
 
14. Title: Systemic Risk and Asymmetric Responses in the Financial Industry
  Author/Editor: Germán López-Espinosa ; Antonio Rubia ; Laura Valderrama ; Antonio Moreno
  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.
 
15. Title: Monitoring Systemic Risk Based on Dynamic Thresholds
  Author/Editor: Kasper Lund-Jensen
  Series: Working Paper No. 12/159
  Published: June 01, 2012
  Subject(s): Financial stability | Macroprudential Policy | Banking crisis | Banking sector | Economic models | Financial risk
  Author's Keyword(s): Systemic Risk | Financial Stability | Macroprudential Policy.
 
16. Title: From Stress to Costress : Stress Testing Interconnected Banking Systems
  Author/Editor: Rodolfo Maino ; Kalin Tintchev
  Series: Working Paper No. 12/53
  Published: February 01, 2012
  Subject(s): Banking systems | Credit expansion | Credit risk | Economic models | External shocks | Risk management | Stress testing
  Author's Keyword(s): Stress Testing | Credit Risk | Systemic Risk
 
17. Title: Short-Term Wholesale Funding and Systemic Risk : A Global Covar Approach
  Series: Working Paper No. 12/46
  Published: February 01, 2012
  Subject(s): Economic models | Financial institutions | Financial risk | International banks
  Author's Keyword(s): Systemic Risk | Wholesale Funding | Liquidity Risk | Macroprudential Regulation
 
18. Title: Systemic Real and Financial Risks : Measurement, Forecasting, and Stress Testing
  Author/Editor: Marcella Lucchetta ; Gianni De Nicoló
  Series: Working Paper No. 12/58
  Published: February 01, 2012
  Subject(s): Economic indicators | Financial risk | Forecasting models | Group of seven | Prices
  Author's Keyword(s): Systemic Risks | Dynamic Factor Model | Quantile Auto-regressions | Density Forecasts
 
19. 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
 
20. Title: Managing Non-Core Liabilities and Leverage of the Banking System : A Building Block for Macroprudential Policy Making in Korea
  Author/Editor: Ali Alichi ; Cheol Hong ; Sang Chul Ryoo
  Series: Working Paper No. 12/27
  Published: January 01, 2012
  Subject(s): Banking systems | Economic models
  Author's Keyword(s): Macroprudential Policies | Macroprudential Model | Systemic Risk
 

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