Search Results

You are looking at 1 - 4 of 4 items :

  • Keyword: risk x
  • United Kingdom x
Clear All Modify Search
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...

Ambiguity, Transparency, and Institutional Strength

Ambiguity, Transparency, and Institutional Strength »

Source: Ambiguity, Transparency, and Institutional Strength

Volume/Issue: 2004/115

Series: IMF Working Papers

Author(s): S. Erbas

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2004

ISBN: 9781451853896

Keywords: risk, Knightian uncertainty, vertical and horizontal integration, institutions, probability, probabilities, investors, investment decisions, expected value, Analysis of Collective Decision-Making: General

Institutional transparency makes future contingencies more easily predictable for investors. Greater transparency can be achieved through vertical and horizontal integration of policy rules, which may result in low...

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...

Ambiguity, Transparency, and Institutional Strength

Ambiguity, Transparency, and Institutional Strength »

Volume/Issue: 2004/115

Series: IMF Working Papers

Author(s): S. Erbas

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2004

DOI: http://dx.doi.org/10.5089/9781451853896.001

ISBN: 9781451853896

Keywords: risk, Knightian uncertainty, vertical and horizontal integration, institutions, probability, probabilities, investors, investment decisions, expected value, Analysis of Collective Decision-Making: General

Institutional transparency makes future contingencies more easily predictable for investors. Greater transparency can be achieved through vertical and horizontal integration of policy rules, which may result in low...