Publications Search Results

January 31, 2015

The search found 68 of 13091 documents sorted by Date with the following criteria:
Subject / Keyword: Systemic

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1.

Title: Central Counterparties: Addressing their Too Important to Fail Nature
Author/Editor: Froukelien Wendt
Series: Working Paper No. 15/21
Published: January 27, 2015
Subject(s): Systemically important financial institutions | Financial institutions | Too-important-too-fail | Financial markets | Interconnectedness | Financial systems | International financial stability

 

2.

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

 

3.

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

 

4.

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

 

5.

Title: Limiting Taxpayer “Puts”—An Example from Central Counterparties
Author/Editor: Manmohan Singh
Series: Working Paper No. 14/203
Published: November 12, 2014
Subject(s): Nonbank financial sector | Systemically important financial institutions | Too-important-too-fail | Burden sharing | Risk management | Lender of last resort

 

6.

Title: Republic of Korea: Financial Sector Assessment Program-Detailed Assessment of Compliance on the CPSS-IOSCO Principles for Financial Market Infrastructures—BOK-WIRE+ and KRX CPP
Series: Country Report No. 14/308
Published: October 14, 2014
Subject(s): Financial Sector Assessment Program | Capital markets | Payment systems | Financial institutions | Core Principles for Systemically Important Payment Systems | Reports on the Observance of Standards and Codes | Korea, Republic of

 

7.

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

 

8.

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

 

9.

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

 

10.

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

 

11.

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

 

12.

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

 

13.

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

 

14.

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

 

15.

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.

 

16.

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

 

17.

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

 

18.

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.

 

19.

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.

 

20.

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

 

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