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Pilot Project on Concentration and Distribution Measures for a Selected Set of Financial Soundness Indicators

Pilot Project on Concentration and Distribution Measures for a Selected Set of Financial Soundness Indicators »

Volume/Issue: 2016/26

Series: IMF Working Papers

Author(s): Joseph Crowley , Plapa Koukpamou , Elena Loukoianova , and André Mialou

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 February 2016

DOI: http://dx.doi.org/10.5089/9781498337014.001

ISBN: 9781498337014

Keywords: Financial Soundness Indicators, Concentration and Distribution Measures, institutions, data, pilot project, confidentiality, information, General, All Countries, Fiscal Crisis,

This paper reports the main findings of a pilot project launched in July 2014 by the IMF’s Statistics Department to test augmenting the IMF’s financial soundness indicators (FSIs) with concentration and distributio...

Contingent Liabilities from Banks
			: How to Track Them?

Contingent Liabilities from Banks : How to Track Them? »

Volume/Issue: 2015/255

Series: IMF Working Papers

Author(s): Serkan Arslanalp , and Yin Liao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 December 2015

DOI: http://dx.doi.org/10.5089/9781513568560.001

ISBN: 9781513568560

Keywords: bank, banks, banking, risk, Government Policy and Regulation, All Countries,

In this paper, we develop a methodology to assess potential losses to the government that could arise from bank failures. The approach is intended to be simple, parsimonious, and used in real time. It generates an...

Emerging Market Volatility
			: Lessons from The Taper Tantrum

Emerging Market Volatility : Lessons from The Taper Tantrum »

Volume/Issue: 2014/9

Series: Staff Discussion Notes

Author(s): Ratna Sahay , Vivek Arora , Athanasios Arvanitis , Hamid Faruqee , Papa N'Diaye , and Tommaso Mancini Griffoli

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 October 2014

DOI: http://dx.doi.org/10.5089/9781498318204.006

ISBN: 9781498318204

Keywords: Monetary policy, Emerging markets, United States, Capital flows, Financial markets, Capital market volatility, Macroprudential Policy, Developed countries, Tapering, unconventional monetary policy

Accommodative monetary policies in advanced economies have spurred increased capital inflows into emerging markets since the global financial crisis. Starting in May 2013, when the Federal Reserve publicly discusse...

Growth
			: Now and Forever?

Growth : Now and Forever? »

Volume/Issue: 2014/117

Series: IMF Working Papers

Author(s): Giang Ho , and Paolo Mauro

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 July 2014

DOI: http://dx.doi.org/10.5089/9781498309820.001

ISBN: 9781498309820

Keywords: growth forecast, optimism bias, forecast horizon, economic growth, growth forecasts, growth rates, growth rate, economic growth forecasts,

Forecasters often predict continued rapid economic growth into the medium and long term for countries that have recently experienced strong growth. Using long-term forecasts of economic growth from the IMF/World Ba...

Exchange Rate Volatility Under Peg
			: Do Trade Patterns Matter?

Exchange Rate Volatility Under Peg : Do Trade Patterns Matter? »

Volume/Issue: 2012/73

Series: IMF Working Papers

Author(s): Constant Lonkeng Ngouana

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2012

DOI: http://dx.doi.org/10.5089/9781475502251.001

ISBN: 9781475502251

Keywords: Basket peg, hard peg, exchange rate volatility, WAEMU, exchange rate, effective exchange rate, trading partners, nominal effective exchange rate, International Monetary Arrangements and Institutions,

This paper assesses the role of trade patterns in shaping the volatility of the effective exchange rate under two alternative peg regimes: a hard peg to a single currency and a peg to a basket of currencies. I link...

Measuring Oil-Price Shocks Using Market-Based Information

Measuring Oil-Price Shocks Using Market-Based Information »

Volume/Issue: 2012/19

Series: IMF Working Papers

Author(s): Tao Wu , and Michele Cavallo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

DOI: http://dx.doi.org/10.5089/9781463931810.001

ISBN: 9781463931810

Keywords: Oil Shocks, Market-Based Information, VAR Identification, oil market, opec, equation, oil demand, Multiple or Simultaneous Equation Models: Time-Series Models, Methodology for Collecting, Estimating

We study the effects of oil-price shocks on the U.S. economy combining narrative and quantitative approaches. After examining daily oil-related events since 1984, we classify them into various event types. We then...

Russian Federation
			: Technical Note on Stress Testing of the Banking Sector

Russian Federation : Technical Note on Stress Testing of the Banking Sector »

Volume/Issue: 2011/334

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 November 2011

DOI: http://dx.doi.org/10.5089/9781463925901.002

ISBN: 9781463925901

Keywords: capital adequacy, banking, capital ratio, banking sector, foreign exchange

This technical note focuses on the stress testing exercise in 2010 for the financial sector assessment program based on the existing approaches of the Central Bank of Russia, as well as a separate bottom-up exercis...

Information Rigidity in Growth Forecasts
			: Some Cross-Country Evidence

Information Rigidity in Growth Forecasts : Some Cross-Country Evidence »

Volume/Issue: 2011/125

Series: IMF Working Papers

Author(s): Natalia Tamirisa , Prakash Loungani , and Herman Stekler

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2011

DOI: http://dx.doi.org/10.5089/9781455263424.001

ISBN: 9781455263424

Keywords: Information rigidity, forecasts, crises, banking crises, recession, impulse responses, number of observations, forecast errors, Forecasting and Other Model Applications, Prices

We document information rigidity in forecasts for real GDP growth in 46 countries over the past two decades. We investigate: (i) if rigidities are lower around turning points in the economy, such as in times of rec...

Causes of Asset Shortages in Emerging Markets

Causes of Asset Shortages in Emerging Markets »

Volume/Issue: 2011/114

Series: IMF Working Papers

Author(s): Jiaqian Chen , and Patrick Imam

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2011

DOI: http://dx.doi.org/10.5089/9781455262373.001

ISBN: 9781455262373

Keywords: Asset Shortage, Emerging Market, Capital Market, Regulation, financial assets, interest rates, capital markets, capital account, pension funds, Money and Interest Rates: General

We first illustrate that emerging markets (EMs) face a shortage of financial assets, with financial assets not growing as rapidly as domestic savings. We then estimate the asset shortage in EMs for 1995-2008. We de...

Redesigning the Contours of the Future Financial System

Redesigning the Contours of the Future Financial System »

Volume/Issue: 2010/10

Series: IMF Staff Position Notes

Author(s): Laura Kodres , and Aditya Narain

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 August 2010

DOI: http://dx.doi.org/10.5089/9781462388882.004

ISBN: 9781462388882

Keywords: Bank supervision, Banks, Financial instruments, Financial institutions, Risk management, Multilateral surveillance, Nonbank financial sector, Global Financial Crisis 2008-2009, Fund role, Crises

This paper explores the private- and public-sector responses to the crisis and some of the probable outcomes. Aside from improved supervision of individual institutions, greater emphasis needs to be put on financia...