The Korean Crisis : : What Did We Know and When Did We Know It? What Stress Tests of the Corporate Sector Reveal / / Meral Karasulu, Matthew Jones |
Autore | Karasulu Meral |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (21 p.) |
Altri autori (Persone) | JonesMatthew |
Collana | IMF Working Papers |
Soggetto topico |
Industries - Korea
Corporations - Korea Financial crises - Korea - Econometric models Accounting Corporate Finance Finance: General Foreign Exchange Macroeconomics Corporate Finance and Governance: General Public Administration Public Sector Accounting and Audits Financial Institutions and Services: Government Policy and Regulation Personal Income, Wealth, and Their Distributions Ownership & organization of enterprises Financial reporting, financial statements Finance Currency Foreign exchange Corporate sector Financial statements Stress testing Personal income Exchange rates Business enterprises Finance, Public Financial risk management Income |
ISBN |
1-4623-3063-0
1-4527-8546-5 1-283-51579-2 1-4519-0908-X 9786613828248 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE KOREAN CORPORATE SECTOR BEFORE THE CRISIS""; ""III. STRESS TESTING THE CORPORATE SECTOR""; ""IV. CONCLUSIONS AND LESSONS FOR SURVEILLANCE"" |
Record Nr. | UNINA-9910811449503321 |
Karasulu Meral | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Macroprudential Solvency Stress Testing of the Insurance Sector / / Andreas Jobst, Nobuyasu Sugimoto, Timo Broszeit |
Autore | Jobst Andreas |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2014 |
Descrizione fisica | 1 online resource (85 p.) |
Disciplina | 368.0076 |
Altri autori (Persone) |
SugimotoNobuyasu
BroszeitTimo |
Collana | IMF Working Papers |
Soggetto topico |
Insurance
Insurance - Evaluation Finance: General Industries: Financial Services Insurance Companies Actuarial Studies Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Financial Institutions and Services: Government Policy and Regulation Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Bankruptcy Liquidation General Financial Markets: Government Policy and Regulation Finance Insurance & actuarial studies Stress testing Insurance companies Solvency Financial Sector Assessment Program Financial sector policy and analysis Financial institutions Financial risk management Debt Financial services industry |
ISBN |
1-4983-0677-2
1-4983-2455-X 1-4983-9425-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; Glossary; I. Introduction; Figures; 1. Overview of IMF FSAP's and Completion of Insurance Stress Tests; 2. Number of Completed Insurance Stress Tests in FSAP's Before and After the Global Financial Crisis; II. Overview and Framework; A. Macroprudential Stress Testing for Insurance; B. Differences between Banks and Insurance Companies and Their Implications for Stress Testing; 3. Stylized Insurance Balance Sheet and Solvency Control Levels; Boxes; 1. General Macro-Financial and Systemic Risk Implications for Insurance; III. Process and Methodologies; 4. Stress Testing Process
2. The Taxonomy of Stress Testing Approaches A. Object of Analysis; B. Determination of Scope; C. Methodological Framework and Data Quality; D. Valuation and Capital Resources; 5a. Overview of Solvency Regimes-Risk Measurement; 5b. Overview of Solvency Regimes-Valuation Standards; E. Scenario Design and Other Assumptions; 6. Elements of Risk Assessment and Scope of FSAP Stress Testing; 3. Recessionary Scenarios in the Insurance Sector; 4. Assessing the Impact of Low Interest Rates on Insurance Activities; F. Risk Factors and Aggregation Approaches; 5. Liquidity Risk in Insurance 8. National and IMF Stress Testing for Non-life (Re) insurance-A Case Study of Bermuda |
Record Nr. | UNINA-9910791153103321 |
Jobst Andreas | ||
Washington, D.C. : , : International Monetary Fund, , 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Macroprudential Solvency Stress Testing of the Insurance Sector / / Andreas Jobst, Nobuyasu Sugimoto, Timo Broszeit |
Autore | Jobst Andreas |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2014 |
Descrizione fisica | 1 online resource (85 p.) |
Disciplina | 368.0076 |
Altri autori (Persone) |
SugimotoNobuyasu
BroszeitTimo |
Collana | IMF Working Papers |
Soggetto topico |
Insurance
Insurance - Evaluation Finance: General Industries: Financial Services Insurance Companies Actuarial Studies Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Financial Institutions and Services: Government Policy and Regulation Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Bankruptcy Liquidation General Financial Markets: Government Policy and Regulation Finance Insurance & actuarial studies Stress testing Insurance companies Solvency Financial Sector Assessment Program Financial sector policy and analysis Financial institutions Financial risk management Debt Financial services industry |
ISBN |
1-4983-0677-2
1-4983-2455-X 1-4983-9425-6 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; Glossary; I. Introduction; Figures; 1. Overview of IMF FSAP's and Completion of Insurance Stress Tests; 2. Number of Completed Insurance Stress Tests in FSAP's Before and After the Global Financial Crisis; II. Overview and Framework; A. Macroprudential Stress Testing for Insurance; B. Differences between Banks and Insurance Companies and Their Implications for Stress Testing; 3. Stylized Insurance Balance Sheet and Solvency Control Levels; Boxes; 1. General Macro-Financial and Systemic Risk Implications for Insurance; III. Process and Methodologies; 4. Stress Testing Process
2. The Taxonomy of Stress Testing Approaches A. Object of Analysis; B. Determination of Scope; C. Methodological Framework and Data Quality; D. Valuation and Capital Resources; 5a. Overview of Solvency Regimes-Risk Measurement; 5b. Overview of Solvency Regimes-Valuation Standards; E. Scenario Design and Other Assumptions; 6. Elements of Risk Assessment and Scope of FSAP Stress Testing; 3. Recessionary Scenarios in the Insurance Sector; 4. Assessing the Impact of Low Interest Rates on Insurance Activities; F. Risk Factors and Aggregation Approaches; 5. Liquidity Risk in Insurance 8. National and IMF Stress Testing for Non-life (Re) insurance-A Case Study of Bermuda |
Record Nr. | UNINA-9910810033503321 |
Jobst Andreas | ||
Washington, D.C. : , : International Monetary Fund, , 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Morocco : : Financial Sector Assessment Program: Technical Note-Stress Testing the Banking System |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
Descrizione fisica | 1 online resource (66 pages) : illustrations, tables |
Disciplina | 332.152 |
Collana | IMF Staff Country Reports |
Soggetto topico |
International Monetary Fund
International Monetary Fund - Morocco Banks and banking - Morocco Insurance - Morocco Banks and Banking Finance: General Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Banking Finance Financial services law & regulation Stress testing Commercial banks Credit risk Insurance companies Financial sector policy and analysis Financial institutions Financial regulation and supervision Nonperforming loans Banks and banking Financial risk management Loans |
ISBN | 1-4755-4606-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910151744903321 |
Washington, D.C. : , : International Monetary Fund, , 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The Need for "Un-consolidating" Consolidated Banks' Stress Tests / / Eugenio Cerutti, Christian Schmieder |
Autore | Cerutti Eugenio |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (22 p.) |
Altri autori (Persone) | SchmiederChristian |
Collana | IMF Working Papers |
Soggetto topico |
Banks and banking, International - Risk management - Econometric models
Banks and banking - Risk management - Econometric models Banks and Banking Finance: General International Lending and Debt Problems Financial Aspects of Economic Integration International Financial Markets Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Banking Finance Financial services law & regulation Stress testing Countercyclical capital buffers International banking Foreign banks Financial sector policy and analysis Financial regulation and supervision Financial institutions Capital adequacy requirements Cross-border banking Financial services Banks and banking Financial risk management Asset requirements International finance Banks and banking, Foreign |
ISBN |
1-4755-6196-2
1-4755-6059-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Cover; Contents; I. Introduction; II. The Recent Evolution in Bank Stress Tests; III. A Combined Unconsolidated/Consolidated Stress Test Approach; Figure; 1. Conceptual Difference between 'Traditional' Stress Test and Stress Tests Taking into Account Group Structures; IV. Quantifying the Potential Bias of not Using a Combined Approach; 2. Banks' Geographical Distributions; 3. Banks' share of Profits and Capital Outside EU; 4. Partial and Full Ring Fencing Adjustments; V. Conclusions; References; Annex I - Mapping Bank Groups |
Record Nr. | UNINA-9910779641203321 |
Cerutti Eugenio | ||
Washington, D.C. : , : International Monetary Fund, , 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The Need for "Un-consolidating" Consolidated Banks' Stress Tests / / Eugenio Cerutti, Christian Schmieder |
Autore | Cerutti Eugenio |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (22 p.) |
Disciplina | 332.1;332.152 |
Altri autori (Persone) | SchmiederChristian |
Collana | IMF Working Papers |
Soggetto topico |
Banks and banking, International - Risk management - Econometric models
Banks and banking - Risk management - Econometric models Banks and Banking Finance: General International Lending and Debt Problems Financial Aspects of Economic Integration International Financial Markets Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Banking Finance Financial services law & regulation Stress testing Countercyclical capital buffers International banking Foreign banks Financial sector policy and analysis Financial regulation and supervision Financial institutions Capital adequacy requirements Cross-border banking Financial services Banks and banking Financial risk management Asset requirements International finance Banks and banking, Foreign |
ISBN |
1-4755-6196-2
1-4755-6059-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Cover; Contents; I. Introduction; II. The Recent Evolution in Bank Stress Tests; III. A Combined Unconsolidated/Consolidated Stress Test Approach; Figure; 1. Conceptual Difference between 'Traditional' Stress Test and Stress Tests Taking into Account Group Structures; IV. Quantifying the Potential Bias of not Using a Combined Approach; 2. Banks' Geographical Distributions; 3. Banks' share of Profits and Capital Outside EU; 4. Partial and Full Ring Fencing Adjustments; V. Conclusions; References; Annex I - Mapping Bank Groups |
Record Nr. | UNINA-9910809624803321 |
Cerutti Eugenio | ||
Washington, D.C. : , : International Monetary Fund, , 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
A New Heuristic Measure of Fragility and Tail Risks : : Application to Stress Testing / / Christian Schmieder, Tidiane Kinda, Nassim Taleb, Elena Loukoianova, Elie Canetti |
Autore | Schmieder Christian |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (25 p.) |
Altri autori (Persone) |
KindaTidiane
TalebNassim LoukoianovaElena CanettiElie |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Heuristic
Financial crises Banks and Banking Finance: General Macroeconomics Money and Monetary Policy Public Finance General Financial Markets: General (includes Measurement and Data) Financial Institutions and Services: General Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Personal Income, Wealth, and Their Distributions Debt Debt Management Sovereign Debt Monetary Policy, Central Banking, and the Supply of Money and Credit: General Finance Banking Public finance & taxation Monetary economics Stress testing Personal income Public debt Credit Financial sector policy and analysis National accounts Money Solvency stress testing Financial risk management Banks and banking Income Debts, Public |
ISBN |
1-4755-7073-2
1-4755-1497-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; I. Introduction; II. Review of Concepts to Assess Fragility; A. The Current State of Stress Testing; B. A Simple Heuristic to Detect Fragility; Figures; 1. Why the Concave is Hurt by Tail Events; C. How Can the Simple Heuristic Enhance Stress Tests?; III. The Heuristic Applied to the Outcome of Stress Tests; A. Purpose for the Use of the Heuristic; 2. Illustration of the Use of the Heuristic; 3. Fragile and Antifragile Outcomes of Stress Tests; B. Case Study I: The Simple Heuristic Applied to Bank Stress Tests; Tables
1. The Heuristic Applied to the Outcome of Macroeconomic Stress Tests for the Largest U.S. BanksC. Case Study II: The Simple Heuristic Applied to Public Debt; 2. Overall Fragility of Banks; 3. Change in Net Debt Under Various Scenarios; IV. How to Apply the Simple Heuristic in IMF Stress Tests; 4. Illustration of Debt Dynamics Under Various Scenarios; 5. The Simple Heuristic as an Integral Part of Stress Test Frameworks; V. Conclusion; Appendices; I. Details on Macroeconomic Bank Stress Test; II. Details on Public Debt Stress Test; References |
Record Nr. | UNINA-9910786486003321 |
Schmieder Christian | ||
Washington, D.C. : , : International Monetary Fund, , 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
A New Heuristic Measure of Fragility and Tail Risks : : Application to Stress Testing / / Christian Schmieder, Tidiane Kinda, Nassim Taleb, Elena Loukoianova, Elie Canetti |
Autore | Schmieder Christian |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (25 p.) |
Disciplina | 332.1 |
Altri autori (Persone) |
KindaTidiane
TalebNassim LoukoianovaElena CanettiElie |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Heuristic
Financial crises Banks and Banking Finance: General Macroeconomics Money and Monetary Policy Public Finance General Financial Markets: General (includes Measurement and Data) Financial Institutions and Services: General Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Personal Income, Wealth, and Their Distributions Debt Debt Management Sovereign Debt Monetary Policy, Central Banking, and the Supply of Money and Credit: General Finance Banking Public finance & taxation Monetary economics Stress testing Personal income Public debt Credit Financial sector policy and analysis National accounts Money Solvency stress testing Financial risk management Banks and banking Income Debts, Public |
ISBN |
1-4755-7073-2
1-4755-1497-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; I. Introduction; II. Review of Concepts to Assess Fragility; A. The Current State of Stress Testing; B. A Simple Heuristic to Detect Fragility; Figures; 1. Why the Concave is Hurt by Tail Events; C. How Can the Simple Heuristic Enhance Stress Tests?; III. The Heuristic Applied to the Outcome of Stress Tests; A. Purpose for the Use of the Heuristic; 2. Illustration of the Use of the Heuristic; 3. Fragile and Antifragile Outcomes of Stress Tests; B. Case Study I: The Simple Heuristic Applied to Bank Stress Tests; Tables
1. The Heuristic Applied to the Outcome of Macroeconomic Stress Tests for the Largest U.S. BanksC. Case Study II: The Simple Heuristic Applied to Public Debt; 2. Overall Fragility of Banks; 3. Change in Net Debt Under Various Scenarios; IV. How to Apply the Simple Heuristic in IMF Stress Tests; 4. Illustration of Debt Dynamics Under Various Scenarios; 5. The Simple Heuristic as an Integral Part of Stress Test Frameworks; V. Conclusion; Appendices; I. Details on Macroeconomic Bank Stress Test; II. Details on Public Debt Stress Test; References |
Record Nr. | UNINA-9910811407803321 |
Schmieder Christian | ||
Washington, D.C. : , : International Monetary Fund, , 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
New Zealand Bank Vulnerabilities in International Perspective |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (54 p.) |
Disciplina | 332.1 |
Collana | IMF Working Papers |
Soggetto topico |
Banks and banking - New Zealand
Financial crises Banks and Banking Finance: General Real Estate Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Financial Markets and the Macroeconomy Current Account Adjustment Short-term Capital Movements Housing Supply and Markets Banking Finance Financial services law & regulation Property & real estate Capital adequacy requirements Housing prices Stress testing Financial institutions Financial regulation and supervision Prices Loans Financial sector policy and analysis Banks and banking Asset requirements Housing Financial risk management |
ISBN |
1-4623-6787-9
1-4527-4501-3 1-282-84427-X 9786612844270 1-4518-7371-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. The Global Turmoil: How Has it Affected New Zealand Banks?; 1. New Zealand's Four Large Banks: Selected Financial Soundness Indicators; 2. Financial Soundness Indicators of the Banking Sector; 1. Bank Asset Quality; 2. Mortgage Interest Rates; 3. Overall Credit Growth; III. Can Banks Handle an Increase in Mortgage Defaults?; 4. Bank Asset by Type; 5. Household Debt; 3. Housing Market Risk: Stress Tests Results, December 2008; 4. Owner-Occupied Mortgages by Risk Bucket; 5. Numerical Example of Mortgage Default Probabilities
IV. How Vulnerable are Banks to Higher Defaults on Corporate Lending?6a. Business and Agriculture Credit Growth; 6b. Credit to GDP Ratio; 7. Overdue Debts and Liquidations; 6. Corporate Sector Indicators; 7. New Zealand's Credit Risk Exposure by Asset Class, December 2008; V. What are the Risks Related to Banks' Wholesale Funding?; 8a. Net Capital Inflows; 8b. Net Foreign Liabilities; 8c. Bank Borrowing Offshore; 8d. Bank's Share of Funding from Nonresidents; 9a. Debt by Residual Maturity; 9b. Local Currency External Debt as Share of Total External Debt 10. Average 5-Year CDS Spread on Four Major Australasian Banks11. Funding Costs for Banks and New Mortgage Rates; 12. Loan-to-Deposit Ratio for the Banking System; 8. Balance of Payments Financing; 9. Funding Structure; Appendix; References; Footnotes |
Record Nr. | UNINA-9910789098503321 |
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
New Zealand Bank Vulnerabilities in International Perspective |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (54 p.) |
Disciplina | 332.1 |
Collana | IMF Working Papers |
Soggetto topico |
Banks and banking - New Zealand
Financial crises Banks and Banking Finance: General Real Estate Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Financial Markets and the Macroeconomy Current Account Adjustment Short-term Capital Movements Housing Supply and Markets Banking Finance Financial services law & regulation Property & real estate Capital adequacy requirements Housing prices Stress testing Financial institutions Financial regulation and supervision Prices Loans Financial sector policy and analysis Banks and banking Asset requirements Housing Financial risk management |
ISBN |
1-4623-6787-9
1-4527-4501-3 1-282-84427-X 9786612844270 1-4518-7371-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. The Global Turmoil: How Has it Affected New Zealand Banks?; 1. New Zealand's Four Large Banks: Selected Financial Soundness Indicators; 2. Financial Soundness Indicators of the Banking Sector; 1. Bank Asset Quality; 2. Mortgage Interest Rates; 3. Overall Credit Growth; III. Can Banks Handle an Increase in Mortgage Defaults?; 4. Bank Asset by Type; 5. Household Debt; 3. Housing Market Risk: Stress Tests Results, December 2008; 4. Owner-Occupied Mortgages by Risk Bucket; 5. Numerical Example of Mortgage Default Probabilities
IV. How Vulnerable are Banks to Higher Defaults on Corporate Lending?6a. Business and Agriculture Credit Growth; 6b. Credit to GDP Ratio; 7. Overdue Debts and Liquidations; 6. Corporate Sector Indicators; 7. New Zealand's Credit Risk Exposure by Asset Class, December 2008; V. What are the Risks Related to Banks' Wholesale Funding?; 8a. Net Capital Inflows; 8b. Net Foreign Liabilities; 8c. Bank Borrowing Offshore; 8d. Bank's Share of Funding from Nonresidents; 9a. Debt by Residual Maturity; 9b. Local Currency External Debt as Share of Total External Debt 10. Average 5-Year CDS Spread on Four Major Australasian Banks11. Funding Costs for Banks and New Mortgage Rates; 12. Loan-to-Deposit Ratio for the Banking System; 8. Balance of Payments Financing; 9. Funding Structure; Appendix; References; Footnotes |
Record Nr. | UNINA-9910824783403321 |
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|