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World Economic and Financial Surveys

Global Financial Stability Report

Grappling with Crisis Legacies

September 2011
©2011 International Monetary Fund
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The Global Financial Stability Report provides semiannual assessments of global financial markets and addresses emerging market financing in a global context.

Contents

Chapter 1: Overcoming Political Risks and Crisis Legacies

Global Stability Assessment
Sovereign Vulnerabilities and Contagion Risks
Is the Search for Yield Leading to Credit Excesses?
Policy Priorities
Annex 1.1. Macro-Financial Linkages in Emerging Markets and Impact of Shocks on Bank Capital Adequacy Ratios
References

Chapter 2: Long-Term Investors and Their Asset Allocation: Where Are They Now?

Summary
Longer-Term Trends in Global Asset Allocation
Determinants of Private Asset Allocation
Conclusions and Policy Implications
Annex 2.1. Asset Allocation: Theory and Practice
Annex 2.2. Results of the IMF Survey on Global Asset Allocation
Annex 2.3. Defining Foreign Exchange Reserves and Sovereign Wealth Funds
Annex 2.4. Theoretical Foundation of the Regression Specification and Detailed Regression Results
References

Chapter 3: Toward Operationalizing Macroprudential Policies: When to Act?

Summary
From Sources of Risk to Systemic Risk Indicators: Helpful Hints from a Structural Macro-Financial Model
The Quest for Leading Indicators of Financial Sector Distress
Macroprudential Indicators and Policies: Stitching Them Together
Conclusions and Practical Guidelines
Annex 3.1. Description of the Structural Model
Annex 3.2. Predicting the Probability of a Banking Crisis
Annex 3.3. Finding a Robust Set of Near-Coincident Indicators
References

Statistical Appendix (*) (1100 KB pdf file)

IMF GFSR Report cover

Press Briefing

September 21, 2011

September 13, 2011


Transcript Transcript|  Webcast webcast

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Chapter 1

Chapter 2

Chapter 3

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