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Stress Testing at the IMF / / Mark Swinburne, Stéphanie Marie Stolz, Marina Moretti
| Stress Testing at the IMF / / Mark Swinburne, Stéphanie Marie Stolz, Marina Moretti |
| Autore | Swinburne Mark |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (25 p.) |
| Disciplina | 332.1 |
| Altri autori (Persone) |
StolzStéphanie Marie
MorettiMarina |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Financial institutions - Europe - Evaluation
Risk assessment - Europe - Evaluation Finance - Europe - Evaluation Banks and Banking Finance: General Financial Institutions and Services: Government Policy and Regulation General Financial Markets: Government Policy and Regulation Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Banks Depository Institutions Micro Finance Institutions Mortgages Finance Financial services law & regulation Banking Stress testing Financial Sector Assessment Program Financial sector stability Credit risk Financial risk management Financial services industry Banks and banking |
| ISBN |
1-4623-6588-4
1-4518-7064-7 9786612841576 1-4519-9636-5 1-282-84157-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Background: Overview of the FSAP; III. Stress Testing in FSAPs; A. Stress Testing Approaches; B. Stress Testing Experience; C. Risks Addressed in FSAP Stress Tests; Table; 1. Evolution of Stress Testing Methodologies in European FSAPs; IV. FSAP Stress Testing Going Forward; A. Methodological Agenda; B. Other Aspects on the Agenda; Appendix; Stress Testing in European FSAPs; Appendix Tables; 1. FSAPs Covered in This Survey; 2. Who Did the Calculations in European FSAP Stress Tests?; 3. Institutions Covered in European FSAP Stress Tests
4. Approaches to Credit Risk Modeling in European FSAPs5. Approaches to Interest Rate Risk Modeling in European FSAPs; 6. Approaches to Exchange Rate Risk Modeling in European FSAPs; 7. Interest Rate Shocks in European FSAPs; 8. Exchange Rate Shocks in European FSAPs; 9. Approaches to Modeling Other Market Risks in European FSAPs; 10. Approaches to Liquidity and Contagion Risk Modeling in European FSAPs; References |
| Record Nr. | UNINA-9910788230803321 |
Swinburne Mark
|
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stress Testing at the IMF / / Mark Swinburne, Stéphanie Marie Stolz, Marina Moretti
| Stress Testing at the IMF / / Mark Swinburne, Stéphanie Marie Stolz, Marina Moretti |
| Autore | Swinburne Mark |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (25 p.) |
| Disciplina | 332.1 |
| Altri autori (Persone) |
StolzStéphanie Marie
MorettiMarina |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Financial institutions - Europe - Evaluation
Risk assessment - Europe - Evaluation Finance - Europe - Evaluation Banks and Banking Finance: General Financial Institutions and Services: Government Policy and Regulation General Financial Markets: Government Policy and Regulation Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Banks Depository Institutions Micro Finance Institutions Mortgages Finance Financial services law & regulation Banking Stress testing Financial Sector Assessment Program Financial sector stability Credit risk Financial risk management Financial services industry Banks and banking |
| ISBN |
1-4623-6588-4
1-4518-7064-7 9786612841576 1-4519-9636-5 1-282-84157-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Background: Overview of the FSAP; III. Stress Testing in FSAPs; A. Stress Testing Approaches; B. Stress Testing Experience; C. Risks Addressed in FSAP Stress Tests; Table; 1. Evolution of Stress Testing Methodologies in European FSAPs; IV. FSAP Stress Testing Going Forward; A. Methodological Agenda; B. Other Aspects on the Agenda; Appendix; Stress Testing in European FSAPs; Appendix Tables; 1. FSAPs Covered in This Survey; 2. Who Did the Calculations in European FSAP Stress Tests?; 3. Institutions Covered in European FSAP Stress Tests
4. Approaches to Credit Risk Modeling in European FSAPs5. Approaches to Interest Rate Risk Modeling in European FSAPs; 6. Approaches to Exchange Rate Risk Modeling in European FSAPs; 7. Interest Rate Shocks in European FSAPs; 8. Exchange Rate Shocks in European FSAPs; 9. Approaches to Modeling Other Market Risks in European FSAPs; 10. Approaches to Liquidity and Contagion Risk Modeling in European FSAPs; References |
| Record Nr. | UNINA-9910810968003321 |
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Swinburne Mark
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sweden : : Financial System Stability Assessment
| Sweden : : Financial System Stability Assessment |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
| Descrizione fisica | 1 online resource (61 p.) |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Banks and Banking
Finance: General Investments: Bonds Real Estate Insurance Banks Depository Institutions Micro Finance Institutions Mortgages Housing Supply and Markets Financial Institutions and Services: Government Policy and Regulation General Financial Markets: General (includes Measurement and Data) General Financial Markets: Government Policy and Regulation Insurance Companies Actuarial Studies Banking Finance Property & real estate Investment & securities Insurance & actuarial studies Housing prices Stress testing Covered bonds Financial sector stability Prices Financial sector policy and analysis Financial institutions Banks and banking Housing Financial risk management Bonds Financial services industry |
| ISBN | 1-4755-5464-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910155012003321 |
| Washington, D.C. : , : International Monetary Fund, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Systemic Risk Monitoring ("SysMo") Toolkit—A User Guide / / Nicolas Blancher, Srobona Mitra, Hanan Morsy, Akira Otani, Tiago Severo, Laura Valderrama
| Systemic Risk Monitoring ("SysMo") Toolkit—A User Guide / / Nicolas Blancher, Srobona Mitra, Hanan Morsy, Akira Otani, Tiago Severo, Laura Valderrama |
| Autore | Blancher Nicolas |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (81 p.) |
| Altri autori (Persone) |
MitraSrobona
MorsyHanan OtaniAkira SeveroTiago ValderramaLaura |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial risk management
Macroeconomics Finance: General Financial Risk Management Financial Institutions and Services: Other Model Construction and Estimation General Financial Markets: Government Policy and Regulation Financial Crises Price Level Inflation Deflation Financial Institutions and Services: Government Policy and Regulation Finance Economic & financial crises & disasters Systemic risk Financial crises Asset prices Systemic risk assessment Stress testing Prices |
| ISBN |
1-4755-5780-9
1-4843-8476-8 1-4843-4928-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Glossary; B; C; D; E; F; G; J; K; L; M; O; P; S; V; I. Introduction; Figures; 1. Structure of the Guide; II. Approaching Systemic Risk; A. What is Systemic Risk?; B. Key Features of the Toolkit; 2. Buildup of Systemic Risk: Sources and Channels; 3. Unwinding of Systemic Risk: Sources and Channels; III. Mapping Tools to the Territory-A Practical Approach; A. Financial institutions: Is Excessive Risk Building Up in Financial Institutions?; B. Asset Prices: Are Asset Prices Growing Too Fast?; C. Sovereign Risk: How Much is Sovereign Risk a Source of Systemic Risk?
D. Broader Economy: What are the Amplification Channels among Sectors and through the Domestic Economy?E. Cross-Border Linkages: What are the Amplification Channels through Cross-Border Spillovers?; F. Crisis Risks: What is the Probability of a Systemic Crisis?; IV. Sample Country Case Study; 4. Systemic Risk Dashboard for a Fictitious Country X at end-2007; V. Key Findings and Operational Implications; Table; 1. Characteristics of Different Systemic Risk Monitoring tools-A Summary; Appendix: Tools Binder; Contents; I. Conditional Value-At-Risk (CoVaR); II. Joint Distress Indicators III. Returns SpilloversIV. Distress Spillovers; V. Market-Based Probability of Default; VI. Debt Sustainability Analysis (DSA); VII. Indicators of Fiscal Stress; VIII. Sovereign Funding Shock Scenarios; IX. Asset Price Models; X. Balance Sheet Approach; XI. Systemic CCA; XII. Cross-Border Interconnectedness; XIII. Cross-border Network Contagion; XIV. Systemic Liquidity Risk Indicator; XV. Regime-Switching Volatility Model; XVI. Financial Soundness Indicators (FSIs); XVII. Bank Health Assessment Tool (HEAT); XVIII. Thresholds Model; XIX. Macro Stress Tests; XX. GDP at Risk XXI. Credit to GDP-Based Crisis Prediction ModelXXII. Crisis Prediction Models; XXIII. DSGE Model; Referrences |
| Record Nr. | UNINA-9910790594503321 |
|
Blancher Nicolas
|
||
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Systemic Risk Monitoring ("SysMo") Toolkit—A User Guide / / Nicolas Blancher, Srobona Mitra, Hanan Morsy, Akira Otani, Tiago Severo, Laura Valderrama
| Systemic Risk Monitoring ("SysMo") Toolkit—A User Guide / / Nicolas Blancher, Srobona Mitra, Hanan Morsy, Akira Otani, Tiago Severo, Laura Valderrama |
| Autore | Blancher Nicolas |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (81 p.) |
| Disciplina | 332.1 |
| Altri autori (Persone) |
MitraSrobona
MorsyHanan OtaniAkira SeveroTiago ValderramaLaura |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial risk management
Macroeconomics Finance: General Financial Risk Management Financial Institutions and Services: Other Model Construction and Estimation General Financial Markets: Government Policy and Regulation Financial Crises Price Level Inflation Deflation Financial Institutions and Services: Government Policy and Regulation Finance Economic & financial crises & disasters Systemic risk Financial crises Asset prices Systemic risk assessment Stress testing Prices |
| ISBN |
1-4755-5780-9
1-4843-8476-8 1-4843-4928-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Glossary; B; C; D; E; F; G; J; K; L; M; O; P; S; V; I. Introduction; Figures; 1. Structure of the Guide; II. Approaching Systemic Risk; A. What is Systemic Risk?; B. Key Features of the Toolkit; 2. Buildup of Systemic Risk: Sources and Channels; 3. Unwinding of Systemic Risk: Sources and Channels; III. Mapping Tools to the Territory-A Practical Approach; A. Financial institutions: Is Excessive Risk Building Up in Financial Institutions?; B. Asset Prices: Are Asset Prices Growing Too Fast?; C. Sovereign Risk: How Much is Sovereign Risk a Source of Systemic Risk?
D. Broader Economy: What are the Amplification Channels among Sectors and through the Domestic Economy?E. Cross-Border Linkages: What are the Amplification Channels through Cross-Border Spillovers?; F. Crisis Risks: What is the Probability of a Systemic Crisis?; IV. Sample Country Case Study; 4. Systemic Risk Dashboard for a Fictitious Country X at end-2007; V. Key Findings and Operational Implications; Table; 1. Characteristics of Different Systemic Risk Monitoring tools-A Summary; Appendix: Tools Binder; Contents; I. Conditional Value-At-Risk (CoVaR); II. Joint Distress Indicators III. Returns SpilloversIV. Distress Spillovers; V. Market-Based Probability of Default; VI. Debt Sustainability Analysis (DSA); VII. Indicators of Fiscal Stress; VIII. Sovereign Funding Shock Scenarios; IX. Asset Price Models; X. Balance Sheet Approach; XI. Systemic CCA; XII. Cross-Border Interconnectedness; XIII. Cross-border Network Contagion; XIV. Systemic Liquidity Risk Indicator; XV. Regime-Switching Volatility Model; XVI. Financial Soundness Indicators (FSIs); XVII. Bank Health Assessment Tool (HEAT); XVIII. Thresholds Model; XIX. Macro Stress Tests; XX. GDP at Risk XXI. Credit to GDP-Based Crisis Prediction ModelXXII. Crisis Prediction Models; XXIII. DSGE Model; Referrences |
| Record Nr. | UNINA-9910826979303321 |
|
Blancher Nicolas
|
||
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
United States : : Financial Sector Assessment Program-Detailed Assessment of Observance on the Basel Core Principles for Effective Banking Supervision
| United States : : Financial Sector Assessment Program-Detailed Assessment of Observance on the Basel Core Principles for Effective Banking Supervision |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2015 |
| Descrizione fisica | 1 online resource (258 p.) |
| Disciplina | 332.10973 |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Banks and banking - State supervision - United States
Banks and banking - United States Banking law - United States Banks and Banking Finance: General Public Finance Money and Monetary Policy Banks Depository Institutions Micro Finance Institutions Mortgages Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Financial Institutions and Services: Government Policy and Regulation Taxation, Subsidies, and Revenue: General Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banking Financial services law & regulation Finance Public finance & taxation Monetary economics Market risk Stress testing Internal controls Operational risk Financial regulation and supervision Financial sector policy and analysis Credit Money Liquidity risk Banks and banking Financial risk management Revenue |
| ISBN |
1-4755-5597-0
1-4755-2127-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; CONTENTS; GLOSSARY; SUMMARY AND KEY FINDINGS; INTRODUCTION; A. Information and Methodology Used for Assessment; B. Institutional and Market Structure-Overview; C. Preconditions for Effective Banking Supervision; DETAILED ASSESSMENT; A. Supervisory Powers, Responsibilities and Functions; B. Prudential Regulations and Requirements; SUMMARY COMPLIANCE WITH THE BCP; RECOMMENDED ACTIONS AND AUTHORITIES COMMENTS; A. Summary of Recommended Actions; B. Authorities' Response to the Assessment |
| Record Nr. | UNINA-9910788286703321 |
| Washington, D.C. : , : International Monetary Fund, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
United States : : Financial Sector Assessment Program-Detailed Assessment of Observance on the Basel Core Principles for Effective Banking Supervision
| United States : : Financial Sector Assessment Program-Detailed Assessment of Observance on the Basel Core Principles for Effective Banking Supervision |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2015 |
| Descrizione fisica | 1 online resource (258 p.) |
| Disciplina | 332.10973 |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Banks and banking - State supervision - United States
Banks and banking - United States Banking law - United States Banks and Banking Finance: General Public Finance Money and Monetary Policy Banks Depository Institutions Micro Finance Institutions Mortgages Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Financial Institutions and Services: Government Policy and Regulation Taxation, Subsidies, and Revenue: General Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banking Financial services law & regulation Finance Public finance & taxation Monetary economics Market risk Stress testing Internal controls Operational risk Financial regulation and supervision Financial sector policy and analysis Credit Money Liquidity risk Banks and banking Financial risk management Revenue |
| ISBN |
1-4755-5597-0
1-4755-2127-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; CONTENTS; GLOSSARY; SUMMARY AND KEY FINDINGS; INTRODUCTION; A. Information and Methodology Used for Assessment; B. Institutional and Market Structure-Overview; C. Preconditions for Effective Banking Supervision; DETAILED ASSESSMENT; A. Supervisory Powers, Responsibilities and Functions; B. Prudential Regulations and Requirements; SUMMARY COMPLIANCE WITH THE BCP; RECOMMENDED ACTIONS AND AUTHORITIES COMMENTS; A. Summary of Recommended Actions; B. Authorities' Response to the Assessment |
| Record Nr. | UNINA-9910822334503321 |
| Washington, D.C. : , : International Monetary Fund, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
