Edizione	[1st ed.]
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2014
Descrizione fisica	1 online resource (102 p.)
Disciplina	332.1091724
Collana	IMF Staff Country Reports
Soggetto topico	Finance - Developing countries - Evaluation International finance - Developing countries Banks and Banking Finance: General Macroeconomics Money and Monetary Policy Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Personal Income, Wealth, and Their Distributions Financial Institutions and Services: Government Policy and Regulation Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banking Finance Financial services law & regulation Monetary economics Personal income Stress testing Credit risk Credit National accounts Financial sector policy and analysis Financial regulation and supervision Money Loans Financial institutions Financial risk management Banks and banking Income
ISBN	1-4755-1438-7 1-4843-3088-9 1-4843-3118-4
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Cover; Contents; Glossary; INTRODUCTION AND OVERVIEW; A. Overview of Stress Tests; TABLES; 1. Stress Testing Recommendations; SCENARIOS; BANKING SECTOR-SOLVENCY STRESS TESTS; BANKING SECTOR-LIQUIDITY AND FUNDING STRESS TESTS-INDIVIDUAL AND NETWORK EFFECTS; A. Bottom-up Stress Test; A. Recommendations and Policy Implications; 2. Regulatory and Supervisory Capital Requirements; 3. Mapping Economic Sectors from the BU into Economic Sectors Used in BoC Estimation of PDs; 4. Capital Conservation Rule for Dividends Distribution; 5. IRBBB Spreads Under the Stress-test Scenario 6. Trading Book Risk Parameters Under the Stress-test Scenario B. IMF Top-down Stress Test; FIGURES; 1. IMF Top Down Approach; 7. Mapping Basel II Asset Classes and Exposures by Economic Sectors into New Basel II Asset Classes; 8. Dividends Distribution Schedule; 2. Geographical and Sectoral Distribution of Losses and Exposures; 3. IMF TD Solvency Stress Test Results-Sensitivity Analysis; C. OSFI Top-down Stress Test; BOX; 1. OSFI Algorithm to Project Loan Book; D. Reconciliation of Results; 9. Main Differences Between Different Approaches; E. Recommendations and Policy Implications 4. Macro-financial Risk Assessment Framework (MFRAF) of the BoC5. MFRAF Modules; 6. MFRAF Modulus Timing; 7. The BoC Liquidity and Network Stress Test Results, Baseline Scenario; 8. Aggregate Loss Distributions, Baseline Scenario; 9. The BoC Liquidity and Network Stress Test Results, Adverse Scenario; 10. Aggregate Loss Distributions, Adverse Scenario; LIFE INSURANCE SECTOR-SOLVENCY STRESS TEST; 11. Total MCCSR Ratio in Baseline and Adverse Scenario; 12. Total Tier 1 Ratio in Baseline and Adverse Scenario; 13. Net Income in Baseline and Adverse Scenario; CMHC SOLVENCY STRESS TEST 14. Contribution to MCCSR Deviation from Baseline 10. FSIs: Big 6 versus the Rest of the Banking System; ANNEX; I. Statistical Annex; 15. Developments in Banking Sector; 11. Summary of Banks' Stress Testing Results; 16. Scenarios-Canada, Main Variables; 17. Scenarios-US, Euro Area, Other, Main Variables; 18. IMF Top Down Model of Income Statement-Interest Income; 19. IMF Top Down Model of Income Statement-Interest Expense; 20. IMF Top Down Model of Income Statement-Trading Income; 21. IMF Top Down Model of Income Statement-Non-interest Income 22. IMF Top Down Model of Income Statement-Non-interest Expense 23. IMF Top Down Assumptions-Loans, Deposits; 24. IMF Top Down Assumptions-Loans, Balance Sheet; 25. Solvency Stress Test Results; 26. Drivers of Stress Test Results-Contributions to CET1 Change; 27. Drivers of Stress Test Results-Contributions to Net Income; 28. Net Income and RWAs-Comparison; 29. Net Income and RWAs-Comparison; 30. Parameters of RWAs and Expected Losses-Comparison; 31. Recapitalization Needs-as Percent in gross income; 12. Liquid and Illiquid Assets of the BSL Metric-Haircuts Calibration 13. Outflows of BSL Metric-Run-off Rates Calibration
Record Nr.	UNINA-9910828427703321

Autore	Piñón-Farah Marco
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica	1 online resource (462 p.)
Altri autori (Persone)	Lopez MejiaAlejandro GarzaM. (Mario) DelgadoFernando
Soggetto topico	Global Financial Crisis, 2008-2009 Banks and Banking Finance: General Macroeconomics Money and Monetary Policy Public Finance Foreign Exchange Banks Depository Institutions Micro Finance Institutions Mortgages Debt Debt Management Sovereign Debt Interest Rates: Determination, Term Structure, and Effects Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Taxation, Subsidies, and Revenue: General Monetary Policy Banking Public finance & taxation Monetary economics Financial services law & regulation Public debt Central bank policy rate Revenue administration Monetary policy frameworks Financial services Monetary policy Dollarization Currencies Money Banks and banking Debts, Public Interest rates State supervision Revenue
ISBN	1-4755-4381-6 1-4755-7201-8
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Cover Page; Title Page; Copyright Page; Contents; Structural Reforms; Fiscal Policy; Monetary Policy and Bank Supervision; Foreword; Overview; Abbreviations; Part I: Central America, Panama, And The Dominican Republic Before And During The Global Financial Crisis; 1 External Linkages and Economic Integration as of 2009; 2 The 2008-09 Global Crisis: Impact, Policy Responses, and the Role of the IMF; Part II Policy Challenges: A View From 2011; 3 The Challenge of Boosting Growth; 4 A Framework for Assessing the Level of Public Debt; 5 The Fiscal Position: Prospects and Options for Adjustment 6 Monetary Policy Frameworks7 Official Dollarization in El Salvador as an Alternative Monetary Framework; 8 The Effectiveness of Monetary Policy; 9 Financial Supervision and Macroprudential Policies; Contributors; Index; External Linkages and Economic Integration as of 2009; Footnotes; The 2008-09 Global Crisis: Impact, Policy Responses, and the Role of the IMF; The Challenge of Boosting Growth; A Framework for Assessing the Level of Public Debt; The Fiscal Position: Prospects and Options for Adjustment; Monetary Policy Frameworks Official Dollarization in El Salvador as an Alternative Monetary FrameworkThe Effectiveness of Monetary Policy; Financial Supervision and Macroprudential Policies
Record Nr.	UNINA-9910785528303321

Autore	Valencia Fabian
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica	1 online resource (28 p.)
Altri autori (Persone)	UedaKenichi
Collana	IMF Working Papers IMF working paper
Soggetto topico	Banks and banking, Central Banks and banking Banks and Banking Finance: General Inflation Macroeconomics Money and Monetary Policy Optimization Techniques Programming Models Dynamic Analysis Macroeconomics: Consumption Saving Wealth Contingent Pricing Futures Pricing option pricing Price Level Deflation Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banking Finance Monetary economics Price stabilization Financial sector stability Credit Prices Government policy Financial services industry
ISBN	1-4755-1163-9 1-4755-8117-3
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Cover; Contents; I: Introduction; II: Model Setup; III: Social Planner Benchmark; IV: Time inconsistency in a dual-mandate central bank; V: Separation of Objectives Achieves Social Optimum; VI: The role of political independence; A: Non-Independent Central Bank and Independent Macro-prudential Regulator; B: Non-Independent Macro-prudential Regulator and Independent Central Bank; VII: Welfare Comparisons; List of Tables; 1 Welfare Loss Across Institutional Arrangements; VIII: Conclusions; References; Appendices; I: Non-Independent Single Authority; II: Distortionary Macro-prudential Regulation
Record Nr.	UNINA-9910779220703321

Autore	Jácome Luis
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica	1 online resource (51 p.)
Disciplina	330.9800411
Collana	IMF Working Papers IMF working paper
Soggetto topico	Financial crises - Latin America Monetary policy - Latin America Banks and Banking Financial Risk Management Money and Monetary Policy Financial Crises Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financial Institutions and Services: Government Policy and Regulation Economic & financial crises & disasters Banking Monetary economics Banking crises Monetary base Financial crises Bank resolution Banks and banking Money supply Crisis management
ISBN	1-4623-6589-2 1-4519-9233-5 1-282-84087-8 9786612840876 1-4518-6994-0
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Contents; I. Introduction; II. Taking Stock of Banking Crises in Latin America; A. Defining Banking Crises; B. The Roots of the Crises; Figures; 1. Capital Flows and Banking Crises in Latin America; 2. Financial Reform and Banking Crises in Latin America; 3. Real Effective Exchange Rate and Banking Crises in Latin America; 4. Banking Crises and Real Credit Growth; C. Some Stylized Macroeconomic Facts Accompanying Banking Crises; Tables; 1. Banking Crises in Latin America and Relevant Macro-Financial Features; III. The Role of Central Banks in Banking Crises in Latin America A. Intensive Use of Central Bank Money 2. Modalities of Monetization of Banking Crises; 5. Large Banking Crises in Latin America-Selected Episodes; B. The Role of the Institutional Framework; 6. Minor and Moderate Banking Crises in Latin America-Selected Episodes; 3. Institutional Framework behind Banking Crises in Latin America; Boxes; 1. Large ""Monetization"" of Banking Crises in Selected Countries; 2. Effective Episodes of Bank Restructuring and Resolution in Selected Countries; IV. Macroeconomic Repercussions; A. On Monetary Policy; 3. Banking Crises and Monetary Policy 7. Performance of the Money Multiplier in the Midst of Banking Crises in Latin America B. On Macroeconomic Stability; 4. Pair-Wise Correlations Between Selected Variables; 8. Banking Crises and Central Bank Money; 9. Central Bank Money in Banking Crises and Currency Depreciation; 10. Central Bank Money in Banking Crises and Fall in International Reserves; 5. Monetization of Banking Crises, Inflation, and Economic Growth; V. Lessons and Concluding Remarks; Appendix; I. Sample of Episodes of Banking Crises in Latin America from 1990 to 2006-Stylized Facts and Policy Response; References
Record Nr.	UNINA-9910788237303321