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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...

Balance of Payments Statistics Yearbook, 2010

Balance of Payments Statistics Yearbook, 2010 »

Series: Balance of Payments Statistics

Author(s): International Monetary Fund. Statistics Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 November 2010

DOI: http://dx.doi.org/10.5089/9781616350024.044

ISBN: 9781616350024

Keywords: liabilities, debt, payments, portfolio investment, loans, direct investment, financial derivatives, bonds, debt securities, equity securities

The BOPS Yearbook, usually published in December, contains balance of payments statistics for most of the world, compiled in accordance with the IMF's Balance of Payments Manual. Part 1 includes aggregate as well a...

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...

Recent Macroeconomic Developments and Prospects

Recent Macroeconomic Developments and Prospects »

Source: Regional Economic Outlook, May 2007, Middle East and Central Asia

Series: Regional Economic Outlook

Author(s): International Monetary Fund. Middle East and Central Asia Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 May 2007

ISBN: 9781589066441

Keywords: oil exporters, exporters, exporting countries, oil-exporting countries

Highlights The region covered by the Middle East and Central Asia Department (MCD) appears set for another year of strong growth. Real GDP should average over 6 percent in 2007, for...

Regional Economic Outlook, May 2007, Middle East and Central Asia

Regional Economic Outlook, May 2007, Middle East and Central Asia »

Series: Regional Economic Outlook

Author(s): International Monetary Fund. Middle East and Central Asia Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 May 2007

DOI: http://dx.doi.org/10.5089/9781589066441.083

ISBN: 9781589066441

Keywords: oil exporters, exporters, exporting countries, oil-exporting countries

Strong economic performance across the Middle East and Central Asia is examined against the background of high prices for energy and other commodities. Common economic trends are presented, while prospects and poli...

Back Matter

Back Matter »

Source: Regional Economic Outlook, May 2007, Middle East and Central Asia

Series: Regional Economic Outlook

Author(s): International Monetary Fund. Middle East and Central Asia Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 May 2007

ISBN: 9781589066441

Keywords: oil exporters, exporters, exporting countries, oil-exporting countries

Strong economic performance across the Middle East and Central Asia is examined against the background of high prices for energy and other commodities. Common economic trends are presented, while prospects and poli...

Front Matter

Front Matter »

Source: Regional Economic Outlook, May 2007, Middle East and Central Asia

Series: Regional Economic Outlook

Author(s): International Monetary Fund. Middle East and Central Asia Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 May 2007

ISBN: 9781589066441

Keywords: oil exporters, exporters, exporting countries, oil-exporting countries

Strong economic performance across the Middle East and Central Asia is examined against the background of high prices for energy and other commodities. Common economic trends are presented, while prospects and poli...

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...