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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 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
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2. |
Title:
Regional Economic Outlook, October 2011: Asia and Pacific - Navigating an Uncertain Global Environment While Building Inclusive Growth
Author/Editor: International Monetary Fund. Asia and Pacific Dept
Published: October 7, 2011
Subject(s): Asia and Pacific | Credit expansion | Demand | Economic conditions | Economic forecasting | Economic growth | Economic indicators | Inflation | Economic integration
Author's keyword(s):
World Economic and Financial Surveys
| growth
| domestic demand
| inflation pressure
| uncertain global environment
| downside risks
| spillovers
| euro area stress
| banks
| vulnerabilities
| policy challenges
| rapid credit growth
| monetary policy
| poverty
| growth
| inequality
| financial integration
| risk sharing
| contagion
| resilience
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3. |
Title:
Risk Sharing and Financial Contagion in Asia: An Asset Price Perspective
Author/Editor: Rungcharoenkitkul, Phurichai
Series: Working Paper No. 11/242
Published: October 1, 2011
Subject(s): Asia | Risk management | Asset prices | Interest rates | Bonds | Economic integration
Author's keyword(s):
financial integration
| risk sharing
| contagion
| affine term structure model
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4. |
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 1, 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
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5. |
Title:
Assessing Systemic Trade Interconnectedness - An Empirical Approach
Author/Editor: Errico, Luca ; Massara, Alexander
Series: Working Paper No. 11/214
Published: September 1, 2011
Subject(s): Cross country analysis | Direction of trade | International trade | Trade integration
Author's keyword(s):
systemic
| trade
| interconnectedness
| DOTS
| network analysis
| cross-border spillovers
| contagion
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6. |
Title:
Country Insurance Using Financial Instruments
Author/Editor: Zhang, Yuanyan Sophia ; Chamon, Marcos ; Ricci, Luca Antonio
Series: Working Paper No. 11/169
Published: July 1, 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
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7. |
Title:
Global and Regional Spillovers to GCC Equity Markets
Author/Editor: Saadi Sedik, Tahsin ; Williams, Oral
Series: Working Paper No. 11/138
Published: June 1, 2011
Subject(s): Cooperation Council for the Arab States of the Gulf | Economic integration | Economic models | External shocks | Regional shocks | Spillovers | Stock markets | United States
Author's keyword(s):
GCC
| Stock markets
| spillovers
| contagion
| financial integration
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8. |
Title:
Sovereign Spreads and Contagion Risks in Asia
Author/Editor: Caceres, Carlos ; Unsal, D. Filiz
Series: Working Paper No. 11/134
Published: June 1, 2011
Subject(s): Asia | Bond markets | Bonds | Exchange rates | Financial crisis | Financial risk | Global Financial Crisis 2008-2009 | Sovereign debt
Author's keyword(s):
Sovereign spreads; contagion; exchange rates; market price of risk; fiscal policy.
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9. |
Title:
International Mutual Funds, Capital Flow Volatility, and Contagion-A Survey
Author/Editor: Gelos, Gaston
Series: Working Paper No. 11/92
Published: April 1, 2011
Subject(s): Asset management | Bond markets | Capital flows | Emerging markets | Financial instruments | Financial risk | International capital markets | Investment | Transparency
Author's keyword(s):
Capital flows
| contagion
| mutual funds
| institutional investors
| emerging markets
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10. |
Title:
Financial Contagion through Bank Deleveraging: Stylized Facts and Simulations Applied to the Financial Crisis
Author/Editor: Tressel, Thierry
Series: Working Paper No. 10/236
Published: October 1, 2010
Subject(s): Banks | Cross country analysis | Economic models | External shocks | Global Financial Crisis 2008-2009 | Globalization | International banking
Author's keyword(s):
Financial Contagion
| Deleveraging
| Funding Shocks
| Network Analysis.
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11. |
Title:
Macroprudential Regulation under Repo Funding
Author/Editor: Valderrama, Laura
Series: Working Paper No. 10/220
Published: September 1, 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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12. |
Title:
Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals?
Author/Editor: Caceres, Carlos ; Guzzo, Vincenzo ; Segoviano Basurto, Miguel A.
Series: Working Paper No. 10/120
Published: May 1, 2010
Subject(s): Bonds | Cross country analysis | Economic models | Financial crisis | Fiscal policy | Global Financial Crisis 2008-2009 | Risk premium | Sovereign debt | Spillovers
Author's keyword(s):
Sovereign spreads
| contagion
| market price of risk
| fiscal policy
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13. |
Title:
The Global Financial Crisis and its Impact on the Chilean Banking System
Author/Editor: Chan-Lau, Jorge A.
Series: Working Paper No. 10/108
Published: April 1, 2010
Subject(s): Banking sector | Chile | Credit risk | Economic models | Financial crisis | Financial systems | Fiscal policy | Global Financial Crisis 2008-2009 | International banking | International banks | Stabilization measures
Author's keyword(s):
Corisk
| quantile regression
| banks
| financial crisis
| contagion
| Chile
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14. |
Title:
Lessons and Policy Implications from the Global Financial Crisis
Author/Editor: Claessens, Stijn ; Dell'Ariccia, Giovanni ; Igan, Deniz ; Laeven, Luc
Series: Working Paper No. 10/44
Published: February 1, 2010
Subject(s): Asset prices | Bank regulations | Bank supervision | Central bank role | Financial crisis | Financial sector | Fiscal policy | Fiscal reforms | Global Financial Crisis 2008-2009 | International financial system | Intervention | Liquidity management | Price increases | Stabilization measures
Author's keyword(s):
International financial architecture
| regulation and supervision
| financial crises
| subprime lending
| contagion
| households leverage
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15. |
Title:
Correlations in Emerging Market Bonds: The Role of Local and Global Factors
Author/Editor: Bunda, Irina ; Hamann, A. Javier ; Lall, Subir
Series: Working Paper No. 10/6
Published: January 1, 2010
Subject(s): Asset prices | Bond markets | Cross country analysis | Economic models | Emerging markets | Financial crisis
Author's keyword(s):
Emerging markets
| bond markets
| financial crises
| comovement
| contagion
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16. |
Title:
Are Financial Crises Alike?
Author/Editor: Dungey, Mardi ; Fry, Renee ; González-Hermosillo, Brenda ; Martin, Vance ; Tang, Chrismin
Series: Working Paper No. 10/14
Published: January 1, 2010
Subject(s): Banking crisis | Capital markets | Cross country analysis | Developed countries | Economic models | Emerging markets | External shocks | Financial crisis | Spillovers
Author's keyword(s):
Financial crises
| Contagion
| Factor models
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17. |
Title:
Foreign Banks in the CESE Countries: In for a Penny, in for a Pound?
Author/Editor: Maechler, Andrea M. ; Ong, Li L.
Series: Working Paper No. 09/54
Published: March 1, 2009
Subject(s): Banks | Central and Eastern Europe | Southern Europe | Banking | Foreign investment | Private sector | Emerging markets | Economic integration | Spillovers | Data collection | Cross country analysis
Author's keyword(s):
Contagion
| cross-border claims
| home
| host
| local affiliates of foreign banks
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18. |
Title:
Regional Financial Interlinkages and Financial Contagion Within Europe
Author/Editor: Árvai, Zsófia ; Driessen, Karl ; Ötker, Inci
Series: Working Paper No. 09/6
Published: January 1, 2009
Subject(s): Spillovers | Europe | Credit expansion | Emerging markets | Economic integration | Regional shocks | Financial sector | Financial risk | Private sector | Financial stability
Author's keyword(s):
Financial linkages
| contagion
| spillover effects
| funding exposure
| credit growth
| Central
| Eastern
| Southeastern Europe
| Emerging Markets
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19. |
Title:
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets
Author/Editor: Beirne, John ; Maria Caporale, Guglielmo ; Schulze-Ghattas, Marianne ; Spagnolo, Nicola
Series: Working Paper No. 08/286
Published: December 1, 2008
Subject(s): Spillovers | Stock markets | Developed countries | Emerging markets | Economic models
Author's keyword(s):
Volatility spillovers
| Contagion
| Stock markets
| Emerging markets
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20. |
Title:
Estimating Spillover Risk Among Large EU Banks
Author/Editor: Cihák, Martin ; Ong, Li L.
Series: Working Paper No. 07/267
Published: November 1, 2007
Subject(s): Financial stability | European Union | Banking systems
Author's keyword(s):
European Union
| financial stability
| spillovers
| contagion
| large banks
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