Publications Search Results

July 31, 2014

The search found 61 of 12731 documents sorted by Date with the following criteria:
Subject / Keyword: Systemic

Results: 1 2 3 4 [Next] [New Search] [Sort by Author] [Sort by Title]


1.

Title: Bank Size and Systemic Risk
Author/Editor: Luc Laeven ; Lev Ratnovski ; Hui Tong
Series: Staff Discussion Notes No. 14/4
Published: May 8, 2014
Subject(s): Systemic risk | Systemic risk assessment | Too-big-too-fail | Bank capital | Bank regulations | Corporate governance | Financial crisis | Bank financing | Bank deposits

 

2.

Title: Estimating the Costs of Financial Regulation
Author/Editor: Santos, Andre ; Elliott, Douglas
Series: Staff Discussion Notes No. 12/11
Published: September 11, 2012
Subject(s): Financial institutions | Capital markets | Banks | Bank reforms | Bank supervision
Author's keyword(s): Basel III | Systemically Important Institutions | Banks | Financial Regulation | Capital Requirements | Liquidity Requirements

 

3.

Title: Japan: Oversight and Supervision of Financial Market Infrastructures (FMIs) - Technical Note
Series: Country Report No. 12/229
Published: August 10, 2012
Subject(s): Capital markets | Core Principles for Systemically Important Payment Systems | Financial instruments | Financial Sector Assessment Program | Payment systems | Risk management | Securities markets | Japan

 

4.

Title: Measuring Systemic Risk-Adjusted Liquidity (SRL) - A Model Approach
Author/Editor: Jobst, Andreas
Series: Working Paper No. 12/209
Published: August 1, 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

 

5.

Title: Indonesia: CPSS Core Principles for Systemically Important Payment Systems
Series: Country Report No. 12/187
Published: July 18, 2012
Subject(s): Core Principles for Systemically Important Payment Systems | Financial Sector Assessment Program | Reports on the Observance of Standards and Codes | Payment systems | Central banks | Indonesia

 

6.

Title: Indonesia: CPSS-IOSCO Recommendations for Securities Settlement Systems - The Equity and Corporate Bonds Securities Settlement Systems
Series: Country Report No. 12/186
Published: July 18, 2012
Subject(s): Bond markets | Core Principles for Systemically Important Payment Systems | Financial Sector Assessment Program | Reports on the Observance of Standards and Codes | Securities markets | Securities regulations | Indonesia

 

7.

Title: Measuring Systemic Liquidity Risk and the Cost of Liquidity Insurance
Author/Editor: Severo, Tiago
Series: Working Paper No. 12/194
Published: July 1, 2012
Author's keyword(s): Liquidity | systemic risk | banks | stock returns | insurance

 

8.

Title: Building Blocks for Effective Macroprudential Policies in Latin America: Institutional Considerations
Author/Editor: Jácome, Luis Ignacio ; Nier, Erlend ; Imam, Patrick A.
Series: Working Paper No. 12/183
Published: July 1, 2012
Subject(s): Banking crisis | Cross country analysis | Financial stability | Latin America | Macroprudential policy | Monetary policy
Author's keyword(s): Macrorpudential policy | financial stability | systemic crises | central banks | banking supervision.

 

9.

Title: Spain: Oversight and Supervision of Financial Market Infrastructures Technical Note
Series: Country Report No. 12/144
Published: June 11, 2012
Subject(s): Capital markets | Core Principles for Systemically Important Payment Systems | Financial instruments | Financial risk | Financial Sector Assessment Program | Payment systems | Risk management | Securities markets | Spain

 

10.

Title: Externalities and Macroprudential Policy
Author/Editor: De Nicoló, Gianni ; Favara, Giovanni ; Ratnovski, Lev
Series: Staff Discussion Notes No. 12/5
Published: June 7, 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

 

11.

Title: Monitoring Systemic Risk Based on Dynamic Thresholds
Author/Editor: Lund-Jensen, Kasper
Series: Working Paper No. 12/159
Published: June 1, 2012
Subject(s): Banking crisis | Banking sector | Economic models | Financial risk
Author's keyword(s): Systemic Risk | Financial Stability | Macroprudential Policy.

 

12.

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 1, 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.

 

13.

Title: Quantifying Structural Subsidy Values for Systemically Important Financial Institutions
Author/Editor: Ueda, Kenichi ; Weder di Mauro, Beatrice
Series: Working Paper No. 12/128
Published: May 1, 2012
Subject(s): Banks | Cross country analysis | Financial institutions | Subsidies
Author's keyword(s): Systemically important financial institutions; bank funding subsidy; bank bailout

 

14.

Title: Regional Economic Outlook, April 2012: Asia and Pacific - Managing Spillovers and Advancing Economic Rebalancing
Author/Editor: International Monetary Fund. Asia and Pacific Dept
Published: April 27, 2012
Subject(s): Asia and Pacific | Banks | Capital markets | China | Economic conditions | Economic forecasting | Economic growth | Europe | External shocks | Spillovers
Author's keyword(s): economic | stabilization | turnaround | outlook | risks | policy challenges | sustainable growth | Asia | Pacific | financial linkages | financial markets | systemic economies | market movements | macroeconomics | macroeconomic policies | deleveraging | European banks | euro area | Lehman crisis | shock | rebalancing | low-income countries | Pacific Island countries | integration | investment | economic links

 

15.

Title: Saudi Arabia: Reports on the Observance of Standards and Codes
Series: Country Report No. 12/93
Published: April 18, 2012
Subject(s): Bank supervision | Banking sector | Basel Core Principles | Core Principles for Systemically Important Payment Systems | Financial Sector Assessment Program | Payment systems | Reports on the Observance of Standards and Codes | Securities markets | Securities regulations | Saudi Arabia

 

16.

Title: Israel: Detailed Assessment of Observance of Basel Committee on Payments and Settlement Systems Core Principles for Systemically Important Payment Systems
Series: Country Report No. 12/86
Published: April 12, 2012
Subject(s): Bank supervision | Banks | Central bank role | Central banks | Core Principles for Systemically Important Payment Systems | Payment systems | Reports on the Observance of Standards and Codes | Israel

 

17.

Title: Israel: Report on the Observance of Standards and Codes
Series: Country Report No. 12/72
Published: April 2, 2012
Subject(s): Bank supervision | Banks | Basel Core Principles | Core Principles for Systemically Important Payment Systems | Insurance supervision | Payment systems | Reports on the Observance of Standards and Codes | Securities markets | Securities regulations | Israel

 

18.

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 1, 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

 

19.

Title: From Stress to CoStress: Stress Testing Interconnected Banking Systems
Author/Editor: Maino, Rodolfo ; Tintchev, Kalin
Series: Working Paper No. 12/53
Published: February 1, 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

 

20.

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 1, 2012
Subject(s): Economic models | Financial institutions | Financial risk | International banks | Liquidity
Author's keyword(s): Systemic Risk | Wholesale Funding | Liquidity Risk | Macroprudential Regulation

 

Results: 1 2 3 4 [Next] [New Search] [Sort by Author] [Sort by Title]


How to Order