Browse

You are looking at 1 - 10 of 12 items :

  • IMF Working Papers x
Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information

Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information »

Volume/Issue: 2011/263

Series: IMF Working Papers

Author(s): Liliana Schumacher , and Theodore Barnhill

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

DOI: http://dx.doi.org/10.5089/9781463924614.001

ISBN: 9781463924614

Keywords: Solvency risk, systemic liquidity, probability, banking, banking system, bank failures, probabilities, General Financial Markets: Other,

This paper proposes and demonstrates a methodology for modeling correlated systemic solvency and liquidity risks for a banking system. Using a forward looking simulation of many risk factors applied to detailed bal...

Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information

Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information »

Source: Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information

Volume/Issue: 2011/263

Series: IMF Working Papers

Author(s): Liliana Schumacher , and Theodore Barnhill

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

ISBN: 9781463924614

Keywords: Solvency risk, systemic liquidity, probability, banking, banking system, bank failures, probabilities, General Financial Markets: Other,

This paper proposes and demonstrates a methodology for modeling correlated systemic solvency and liquidity risks for a banking system. Using a forward looking simulation of many risk factors applied to detailed bal...

Monetary Transmission in Low Income Countries

Monetary Transmission in Low Income Countries »

Volume/Issue: 2010/223

Series: IMF Working Papers

Author(s): Peter Montiel , Antonio Spilimbergo , and Prachi Mishra

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2010

DOI: http://dx.doi.org/10.5089/9781455208883.001

ISBN: 9781455208883

Keywords: exchange rate, interest rate, institutions, bank lending, monetary transmission, central bank, government securities, Macroeconomic Analyses of Economic Development,

This paper reviews monetary transmission mechanisms in low-income countries (LICs) to identify aspects of the channels that may operate differently in LICs relative to advanced and emerging economies. Given the wea...

Monetary Transmission in Low Income Countries

Monetary Transmission in Low Income Countries »

Source: Monetary Transmission in Low Income Countries

Volume/Issue: 2010/223

Series: IMF Working Papers

Author(s): Peter Montiel , Antonio Spilimbergo , and Prachi Mishra

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2010

ISBN: 9781455208883

Keywords: exchange rate, interest rate, institutions, bank lending, monetary transmission, central bank, government securities, Macroeconomic Analyses of Economic Development,

This paper reviews monetary transmission mechanisms in low-income countries (LICs) to identify aspects of the channels that may operate differently in LICs relative to advanced and emerging economies. Given the wea...

Informality and Regulations
			: What Drives Firm Growth?

Informality and Regulations : What Drives Firm Growth? »

Volume/Issue: 2007/112

Series: IMF Working Papers

Author(s): Era Dabla-Norris , and Gabriela Inchauste

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2007

DOI: http://dx.doi.org/10.5089/9781451866766.001

ISBN: 9781451866766

Keywords: Firm growth, informality, business environment, Transition countries, regulatory burden, survey, organized crime, correlation, standard errors,

The paper relies on a rich firm-level data set on transition economies to examine the role of informality as an important channel through which regulatory and other policy constraints affect firm growth. We find th...

Informality and Regulations

Informality and Regulations »

Source: Informality and Regulations : What Drives Firm Growth?

Volume/Issue: 2007/112

Series: IMF Working Papers

Author(s): Era Dabla-Norris , and Gabriela Inchauste

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2007

ISBN: 9781451866766

Keywords: Firm growth, informality, business environment, Transition countries, regulatory burden, survey, organized crime, correlation, standard errors,

The paper relies on a rich firm-level data set on transition economies to examine the role of informality as an important channel through which regulatory and other policy constraints affect firm growth. We find th...

Weathering the Storm So Far
			: The Impact of the 2003-05 Oil Shock on Low-Income Countries

Weathering the Storm So Far : The Impact of the 2003-05 Oil Shock on Low-Income Countries »

Volume/Issue: 2006/171

Series: IMF Working Papers

Author(s): Helaway Tadesse , Mark Lewis , Jörg Zeuner , James John , Luzmaria Monasi , and Paolo Dudine

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2006

DOI: http://dx.doi.org/10.5089/9781451864311.001

ISBN: 9781451864311

Keywords: adjustment, fiscal, quasi-fiscal, pass-through, low-income country, IMF financing, oil imports, oil importers, National Deficit Surplus, Energy and the Macroeconomy

This paper examines the impact of the 2003-05 oil price increase on the balance of payments positions and IMF financing needs of low-income country oil importers. It finds that stronger exports reflecting favorable...

Weathering the Storm So Far

Weathering the Storm So Far »

Source: Weathering the Storm So Far : The Impact of the 2003-05 Oil Shock on Low-Income Countries

Volume/Issue: 2006/171

Series: IMF Working Papers

Author(s): Helaway Tadesse , Mark Lewis , Jörg Zeuner , James John , Luzmaria Monasi , and Paolo Dudine

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2006

ISBN: 9781451864311

Keywords: adjustment, fiscal, quasi-fiscal, pass-through, low-income country, IMF financing, oil imports, oil importers, National Deficit Surplus, Energy and the Macroeconomy

This paper examines the impact of the 2003-05 oil price increase on the balance of payments positions and IMF financing needs of low-income country oil importers. It finds that stronger exports reflecting favorable...

In the Pipeline
			: Georgia's Oil and Gas Transit Revenues

In the Pipeline : Georgia's Oil and Gas Transit Revenues »

Volume/Issue: 2004/209

Series: IMF Working Papers

Author(s): Jonathan Dunn , Andreas Billmeier , and Bert van Selm

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2004

DOI: http://dx.doi.org/10.5089/9781451874785.001

ISBN: 9781451874785

Keywords: Transit fees, fiscal revenue, gas, oil and gas, gas transit, oil producing, oil producing countries, Energy and the Macroeconomy,

Starting in 2005, nontax revenue in Georgia is expected to rise significantly, in the form of transit fees for oil transported through the Baku-Tbilisi-Ceyhan Oil Pipeline. Transit fees for gas transported through...

In the Pipeline

In the Pipeline »

Source: In the Pipeline : Georgia's Oil and Gas Transit Revenues

Volume/Issue: 2004/209

Series: IMF Working Papers

Author(s): Jonathan Dunn , Andreas Billmeier , and Bert van Selm

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2004

ISBN: 9781451874785

Keywords: Transit fees, fiscal revenue, gas, oil and gas, gas transit, oil producing, oil producing countries, Energy and the Macroeconomy,

Starting in 2005, nontax revenue in Georgia is expected to rise significantly, in the form of transit fees for oil transported through the Baku-Tbilisi-Ceyhan Oil Pipeline. Transit fees for gas transported through...