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1. |
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
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2. |
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
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3. |
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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4. |
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
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5. |
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
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6. |
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
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7. |
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.
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8. |
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
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9. |
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
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10. |
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.
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11. |
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.
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12. |
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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13. |
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
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14. |
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
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15. |
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
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16. |
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
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17. |
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
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18. |
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
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19. |
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
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20. |
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 1, 2012
Subject(s): Banking systems | Debt | Economic models | Monetary policy | Korea, Republic of
Author's keyword(s):
Macroprudential Policies
| Macroprudential Model
| Systemic Risk
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