X
feed icon rss

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
  • 1
    Online Resource
    Online Resource
    Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective / (2020)
    Washington, D.C. :International Monetary Fund,
    Details
    UID:
    edocfu_9960178655702883
    Format: 1 online resource (47 pages)
    ISBN: 1-5135-4962-6
    Series Statement: IMF Working Papers
    Content: The objective of this paper is to present an integrated tool suite for IFRS 9- and CECL-compatible estimation in top-down solvency stress tests. The tool suite serves as an illustration for institutions wishing to include accounting-based approaches for credit risk modeling in top-down stress tests. The tool suite is made available online along with this paper.
    Additional Edition: ISBN 1-5135-4908-1
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    FU Berlin
  • 2
    Online Resource
    Online Resource
    Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective / (2020)
    Washington, D.C. :International Monetary Fund,
    Details
    UID:
    edoccha_9960178655702883
    Format: 1 online resource (47 pages)
    ISBN: 1-5135-4962-6
    Series Statement: IMF Working Papers
    Content: The objective of this paper is to present an integrated tool suite for IFRS 9- and CECL-compatible estimation in top-down solvency stress tests. The tool suite serves as an illustration for institutions wishing to include accounting-based approaches for credit risk modeling in top-down stress tests. The tool suite is made available online along with this paper.
    Additional Edition: ISBN 1-5135-4908-1
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Charité
  • 3
    Online Resource
    Online Resource
    A Global Projection Model for Euro Area Large Economies / (2015)
    Washington, D.C. :International Monetary Fund,
    Details
    UID:
    edoccha_9958236111402883
    Format: 1 online resource (32 p.)
    ISBN: 1-4983-0419-2
    Series Statement: IMF Working Papers
    Content: The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. This paper creates a special version of GPM that includes the four largest Euro Area (EA) countries. The EA countries are more vulnerable to domestic and external demand shocks because adjustments in the real exchange rate between EA countries occur more gradually through inflation differentials. Spillovers from tight credit conditions in each EA country are limited by direct trade channels and small confidence spillovers, but we also consider scenarios where banks in all EU countries tighten credit conditions simultaneously.
    Note: Description based upon print version of record. , Cover; Abstract; Contents; I. Introduction; Figures; 1. IMF GPM6 coverage and weights by regions; II. Model Overview; A. Core Structure of GPM6; B. Introducing Large EA Countries into the EA4 GPM; 2. Nonlinear Effects of Output Gap on Core Inflation; III. Model Properties, Parameterization and Simulation results; A. Parameterization and Model Fit; Tables; 1. Calibrated and estimated country-level parameters; B. Simulation results; 2. Spillover coefficients across countries and regions; 3. A negative demand shock in Germany; 4. A common negative demand shock in the euro area , 5. A euro area-wide interest rate shock6. A bank lending tightening shock in Germany; 7. A common bank lending tightening shock; 8. Counterfactual exercise of looser bank lending standards after 2007Q4; 9. Counterfactual exercise of looser bank lending standards after 2011Q3; IV. Forecast performance; 3a. Selected Euro Area Countries: Growth Forecasts, 2014-16; 3b. Selected Euro Area Countries: Inflation (Headline), 2014-16; V. Conclusions; Appendix I. Out-of-sample forecast performance (RMSEs); Appendix II: Additional simulation results; Appendix III. : Euro area forecasts from the EA4 GPM , Appendix IV: Modified Notation in Country Blocks of the EA4 GPMAppendix V. Calibration of Spillover Coefficients
    Additional Edition: ISBN 1-4983-9960-6
    Additional Edition: ISBN 1-4983-2272-7
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Charité
  • 4
    Online Resource
    Online Resource
    Investment in the Euro Area : Why Has It Been Weak? (2015)
    Washington, D.C. :International Monetary Fund,
    Details
    UID:
    edocfu_9958236109602883
    Format: 1 online resource (31 p.)
    ISBN: 1-4983-6537-X , 1-4843-5854-6
    Series Statement: IMF Working Papers
    Content: Investment across the euro area remains below its pre-crisis level. Its performance has been weaker than in most previous recessions and financial crises. This paper shows that a part of this weakness can be explained by output dynamics, particularly before the European sovereign debt crisis. The rest is explained by a high cost of capital, financial constraints, corporate leverage, and uncertainty. There is a considerable cross country heterogeneity in terms of both investment dymanics and its determinants. Based on the findings of this paper, investment is expected to pick up as the recovery strengthens and uncertainty declines, but persistent financial fragmentation and high corporate leverage in some countries will likely continue to weigh on investment.
    Note: "February 2015." , Cover; Contents; I. Introduction; II. Literature Survey; III. Drivers of Investment in the Euro Area; A. Output Changes and the Real Cost of Capital; B. Additional Determinants of Investment; C. Accelerator + Model: Exploring Other Determinants of Investment; IV. The Magnitude of Missing Investment; V. Conclusion; References; Appendices; 1. Data Definitions and Sources; Figures; A1.1. Cost of Capital Calculations; 2. Results; Tables; A2.1. Accelerator Model- Total Investments (Newey-West HAC Standard; A2.1. Accelerator Model: Private Non-residential Investment/Capital Ratio , A2.2 Neoclassical Model: Estimates with Newey West Standard ErrorsA2.3. Neoclassical Model Augmented with Financial Constrains: Estimates with Newey West Standard Errors; A2.2. Neoclassical Model Without Financial Constrains: Private Non-residential Investment to Capital Ratio; A2.3. Neoclassical Model with Financial Constrains: Private Non-residential Investment to Capital Ratio; A2.4. Bond Market Model (Controlling for Output Changes and Financial Constraints); A2.4. Bond Market Model (Controlling for Output Changes and Financial Constraints) , A2.5. Contributions to Change in Investment-to-Capital Ratio (Accelerator + Model, cumulative)A2.5. Significance of Accelerator + Model
    Additional Edition: ISBN 1-4983-6480-2
    Additional Edition: ISBN 1-336-21994-7
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    FU Berlin
  • 5
    Online Resource
    Online Resource
    A Global Projection Model for Euro Area Large Economies / (2015)
    Washington, D.C. :International Monetary Fund,
    Details
    UID:
    edocfu_9958236111402883
    Format: 1 online resource (32 p.)
    ISBN: 1-4983-0419-2
    Series Statement: IMF Working Papers
    Content: The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. This paper creates a special version of GPM that includes the four largest Euro Area (EA) countries. The EA countries are more vulnerable to domestic and external demand shocks because adjustments in the real exchange rate between EA countries occur more gradually through inflation differentials. Spillovers from tight credit conditions in each EA country are limited by direct trade channels and small confidence spillovers, but we also consider scenarios where banks in all EU countries tighten credit conditions simultaneously.
    Note: Description based upon print version of record. , Cover; Abstract; Contents; I. Introduction; Figures; 1. IMF GPM6 coverage and weights by regions; II. Model Overview; A. Core Structure of GPM6; B. Introducing Large EA Countries into the EA4 GPM; 2. Nonlinear Effects of Output Gap on Core Inflation; III. Model Properties, Parameterization and Simulation results; A. Parameterization and Model Fit; Tables; 1. Calibrated and estimated country-level parameters; B. Simulation results; 2. Spillover coefficients across countries and regions; 3. A negative demand shock in Germany; 4. A common negative demand shock in the euro area , 5. A euro area-wide interest rate shock6. A bank lending tightening shock in Germany; 7. A common bank lending tightening shock; 8. Counterfactual exercise of looser bank lending standards after 2007Q4; 9. Counterfactual exercise of looser bank lending standards after 2011Q3; IV. Forecast performance; 3a. Selected Euro Area Countries: Growth Forecasts, 2014-16; 3b. Selected Euro Area Countries: Inflation (Headline), 2014-16; V. Conclusions; Appendix I. Out-of-sample forecast performance (RMSEs); Appendix II: Additional simulation results; Appendix III. : Euro area forecasts from the EA4 GPM , Appendix IV: Modified Notation in Country Blocks of the EA4 GPMAppendix V. Calibration of Spillover Coefficients
    Additional Edition: ISBN 1-4983-9960-6
    Additional Edition: ISBN 1-4983-2272-7
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    FU Berlin
  • 6
    Online Resource
    Online Resource
    Investment in the Euro Area : Why Has It Been Weak? (2015)
    Washington, D.C. :International Monetary Fund,
    Details
    UID:
    edoccha_9958236109602883
    Format: 1 online resource (31 p.)
    ISBN: 1-4983-6537-X , 1-4843-5854-6
    Series Statement: IMF Working Papers
    Content: Investment across the euro area remains below its pre-crisis level. Its performance has been weaker than in most previous recessions and financial crises. This paper shows that a part of this weakness can be explained by output dynamics, particularly before the European sovereign debt crisis. The rest is explained by a high cost of capital, financial constraints, corporate leverage, and uncertainty. There is a considerable cross country heterogeneity in terms of both investment dymanics and its determinants. Based on the findings of this paper, investment is expected to pick up as the recovery strengthens and uncertainty declines, but persistent financial fragmentation and high corporate leverage in some countries will likely continue to weigh on investment.
    Note: "February 2015." , Cover; Contents; I. Introduction; II. Literature Survey; III. Drivers of Investment in the Euro Area; A. Output Changes and the Real Cost of Capital; B. Additional Determinants of Investment; C. Accelerator + Model: Exploring Other Determinants of Investment; IV. The Magnitude of Missing Investment; V. Conclusion; References; Appendices; 1. Data Definitions and Sources; Figures; A1.1. Cost of Capital Calculations; 2. Results; Tables; A2.1. Accelerator Model- Total Investments (Newey-West HAC Standard; A2.1. Accelerator Model: Private Non-residential Investment/Capital Ratio , A2.2 Neoclassical Model: Estimates with Newey West Standard ErrorsA2.3. Neoclassical Model Augmented with Financial Constrains: Estimates with Newey West Standard Errors; A2.2. Neoclassical Model Without Financial Constrains: Private Non-residential Investment to Capital Ratio; A2.3. Neoclassical Model with Financial Constrains: Private Non-residential Investment to Capital Ratio; A2.4. Bond Market Model (Controlling for Output Changes and Financial Constraints); A2.4. Bond Market Model (Controlling for Output Changes and Financial Constraints) , A2.5. Contributions to Change in Investment-to-Capital Ratio (Accelerator + Model, cumulative)A2.5. Significance of Accelerator + Model
    Additional Edition: ISBN 1-4983-6480-2
    Additional Edition: ISBN 1-336-21994-7
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Charité
  • 7
    Online Resource
    Online Resource
    The global bank stress test (2022)
    Washington, DC, U.S.A. : International Monetary Fund, Publication Services
    Details
    UID:
    gbv_1814227709
    Format: 1 Online-Ressource (circa 40 Seiten) , Illustrationen
    Series Statement: Departmental paper / International Monetary Fund DP/2022, 009
    Content: This paper presents the framework underlying the Global Bank Stress Test (GST) and applies it to recent data and global scenarios to illustrate the usefulness of the framework in assessing the potential impact of global shocks on banks around the world. The results of this latest update of the GST continue to point to relatively lower levels of resilience of banks in emerging market economies (EMs) than in advanced economies (AEs)
    Additional Edition: ISBN 9798400204524
    Additional Edition: Erscheint auch als Druck-Ausgabe Ding, Xiaodan The Global Bank Stress Test Washington, D.C. : International Monetary Fund, 2022 ISBN 9798400204524
    Language: English
    Keywords: Graue Literatur
    DOI: 10.5089/9798400204524.087
    URL: kostenfrei
    URL: kostenfrei
    Author information: Tressel, Thierry
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Open Access Request
    Stabi Berlin
  • 8
    Online Resource
    Online Resource
    Expected credit loss modeling from a top-down stress testing perspective (2020)
    [Washington, DC] : International Monetary Fund
    Details
    UID:
    gbv_1736699989
    Format: 1 Online-Ressource (circa 48 Seiten) , Illustrationen
    ISBN: 9781513549088
    Series Statement: IMF working paper WP/20, 111
    Content: The objective of this paper is to present an integrated tool suite for IFRS 9- and CECL-compatible estimation in top-down solvency stress tests. The tool suite serves as an illustration for institutions wishing to include accounting-based approaches for credit risk modeling in top-down stress tests. The tool suite is made available online along with this paper
    Additional Edition: Erscheint auch als Druck-Ausgabe Gross, Marco Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective Washington, D.C. : International Monetary Fund, 2020 ISBN 9781513549088
    Language: English
    Keywords: Graue Literatur
    DOI: 10.5089/9781513549088.001
    URL: kostenfrei
    URL: kostenfrei
    URL: kostenfrei
    URL: kostenfrei
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Open Access Request
    Stabi Berlin
  • 9
    Online Resource
    Online Resource
    Investment in the Euro Area : Why Has It Been Weak? (2015)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845958089
    Format: Online-Ressource (30 p)
    Edition: Online-Ausg.
    ISBN: 1498364802 , 9781498364805
    Series Statement: IMF Working Papers: Working Paper No. 15 / 32
    Content: Investment across the euro area remains below its pre-crisis level. Its performance has been weaker than in most previous recessions and financial crises. This paper shows that a part of this weakness can be explained by output dynamics, particularly before the European sovereign debt crisis. The rest is explained by a high cost of capital, financial constraints, corporate leverage, and uncertainty. There is a considerable cross country heterogeneity in terms of both investment dymanics and its determinants. Based on the findings of this paper, investment is expected to pick up as the recovery strengthens and uncertainty declines, but persistent financial fragmentation and high corporate leverage in some countries will likely continue to weigh on investment
    Additional Edition: Erscheint auch als Druck-Ausgabe Barkbu, Bergljot Investment in the Euro Area: Why Has It Been Weak? Washington, D.C. : International Monetary Fund, 2015 ISBN 9781498364805
    Language: English
    DOI: 10.5089/9781498364805.001
    URL: kostenfrei
    URL: kostenfrei
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Open Access Request
    Stabi Berlin
  • 10
    Online Resource
    Online Resource
    A global projection model for euro area large economies (2015)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_827780184
    Format: Online-Ressource (31 S.) , graph. Darst.
    ISBN: 9781498399609 , 1498322727 , 9781498322720
    Series Statement: IMF working paper 15/50
    Content: The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. This paper creates a special version of GPM that includes the four largest Euro Area (EA) countries. The EA countries are more vulnerable to domestic and external demand shocks because adjustments in the real exchange rate between EA countries occur more gradually through inflation differentials. Spillovers from tight credit conditions in each EA country are limited by direct trade channels and small confidence spillovers, but we also consider scenarios where banks in all EU countries tighten credit conditions simultaneously
    Note: Systemvoraussetzungen: Acrobat Reader.
    Additional Edition: Erscheint auch als Druck-Ausgabe Jakab, Zoltan A Global Projection Model for Euro Area Large Economies Washington, D.C. : International Monetary Fund, 2015 ISBN 9781498399609
    Language: English
    Keywords: Arbeitspapier ; Graue Literatur
    DOI: 10.5089/9781498399609.001
    URL: kostenfrei
    URL: Volltext
    URL: kostenfrei
    Author information: Wang, Shengzu
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Online Access
    Open Access Request
    Stabi Berlin
Nothing or not found what you are looking for? Please check your search query or use the Interlibrary Loan Search.
Close ⊗
This website uses cookies and the analysis tool Matomo. Further information can be found on the KOBV privacy pages