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  • 2010-2014  (5)
  • 1
    Book
    Book
    A guide to IMF stress testing : methods and models (2014)
    Washington, DC : IMF
    Details
    UID:
    gbv_782176542
    Format: XVIII, 591 S. , graph. Darst. , 1 CD-ROM
    ISBN: 9781484368589
    Note: CD-ROM enth.: Toolkit
    Additional Edition: ISBN 9781475551297
    Language: English
    Subjects: Economics
    RVK:
    QK 320
    Keywords: Internationaler Währungsfonds ; Stresstest ; Elektronischer Datenträger als Beilage ; Aufsatzsammlung
    URL: Inhaltsverzeichnis
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  • 2
    Online Resource
    Online Resource
    Asia’s Stock Markets : Are There Crouching Tigers and Hidden Dragons? (2014)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_84594827X
    Format: Online-Ressource (46 p)
    Edition: Online-Ausg.
    ISBN: 148432014X , 9781484320143
    Series Statement: IMF Working Papers Working Paper No. 14/37
    Content: Stock markets play a key role in corporate financing in Asia. However, despite their increasing importance in terms of size and cross-border investment activity, the region’s markets are reputed to be more “idiosyncratic” and less reliant on economic and corporate fundamentals in their pricing. Using a model that draws on international asset pricing and economic theory, as well as accounting literature, we find evidence of greater idiosyncratic influences in the pricing of Asia’s stock markets, compared to their G-7 counterparts, beyond the identified systematic factors and local fundamentals. We also show proof of a significant relationship between the strength of implementation of securities regulations and the “noise” in stock pricing, which suggests that improvements in the regulation of securities markets in Asia could enhance the role of stock markets as stable and reliable sources of financing into the future
    Language: English
    DOI: 10.5089/9781484320143.001
    URL: kostenfrei
    URL: Volltext  (IMF e-Library)
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  • 3
    Online Resource
    Online Resource
    Credibility and crisis stress testing (2013)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845814044
    Format: Online-Ressource (63 p)
    Edition: Online-Ausg.
    ISBN: 1484395611 , 9781484395615
    Series Statement: IMF Working Papers Working Paper No. 13/178
    Content: Credibility is the bedrock of any crisis stress test. The use of stress tests to manage systemic risk was introduced by the U.S. authorities in 2009 in the form of the Supervisory Capital Assessment Program. Since then, supervisory authorities in other jurisdictions have also conducted similar exercises. In some of those cases, the design and implementation of certainelements of the framework have been criticized for their lack of credibility. This paper proposes a set of guidelines for constructing an effective crisis stress test. It combines financial markets impact studies of previous exercises with relevant case study information gleaned from those experiences to identify the key elements and to formulate their appropriate design. Pertinent concepts, issues and nuances particular to crisis stress testing are also discussed. The findings may be useful for country authorities seeking to include stress tests in their crisis management arsenal, as well as for the design of crisis programs
    Language: English
    Keywords: Graue Literatur
    DOI: 10.5089/9781484395615.001
    URL: kostenfrei
    URL: Volltext  (IMF e-Library)
    Author information: Pazarbaṣıoğlu, Ceyla
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  • 4
    Online Resource
    Online Resource
    HEAT! : a bank health assessment tool (2013)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845814036
    Format: Online-Ressource (20 p)
    Edition: Online-Ausg.
    ISBN: 1484385225 , 9781484385227
    Series Statement: IMF Working Papers Working Paper No. 13/177
    Content: Developments during the global financial crisis have highlighted the importance of differentiating across financial systems and institutions. Assessments of financial stability have increasingly considered the characteristics of individual banks within a financial system, as well as those with significant international reach, to identify vulnerabilities and inform policy decisions. This paper proposes a simple measure of bank soundness, the Bank Health Index (BHI), to facilitate preliminary analyses of individual financial institutions relative to their peers. The evidence suggests that the BHI is useful for a first-pass identification of bank soundness conditions. Automated spreadsheet templates of the bank Health Assessment Tool (HEAT!) are provided for users with access to the BankScope, Bloomberg and/or SNL database(s)
    Language: English
    Keywords: Graue Literatur
    DOI: 10.5089/9781484385227.001
    URL: kostenfrei
    URL: Volltext  (IMF e-Library)
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  • 5
    Online Resource
    Online Resource
    Ms. Muffet, the spider(gram) and the web of macro-financial linkages (2014)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845950711
    Format: Online-Ressource (42 p)
    Edition: Online-Ausg.
    ISBN: 1498366392 , 9781498366397
    Series Statement: IMF Working Papers Working Paper No. 14/99
    Content: The global financial crisis has underscored the importance of understanding macro-financial developments and spillovers in an increasingly interconnected and intricate system. At the IMF, staff is focusing on the linkages between the real economy and the financial sector, as well as the inter-relationships between global and individual-country risks. The Country Financial Stability Map provides an empirical framework for explicitly linking these various aspects of the IMF’s surveillance of its member countries. It identifies potential sources of macro-financial risks particular to a country and also enables an assessment of these risks in a global context through comparisons with the corresponding Global Financial Stability Map from the Global Financial Stability Report. The authors have developed an Excel-based tool (“Ms. Muffet”) to facilitate this analysis, which may be replicated by external users with access to the necessary databases, using the accompanying template
    Language: English
    Keywords: Graue Literatur
    DOI: 10.5089/9781498366397.001
    URL: kostenfrei
    URL: Volltext  (IMF e-Library)
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