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The Limits of Market-Based Risk Transfer and Implications for Managing Systemic Risks / / Nicolas Blancher, François Haas, John Kiff, Oksana Khadarina, Paul Mills, Parmeshwar Ramlogan, William Lee, Yoon Sook Kim, Todd Groome, Shinobu Nakagawa
| The Limits of Market-Based Risk Transfer and Implications for Managing Systemic Risks / / Nicolas Blancher, François Haas, John Kiff, Oksana Khadarina, Paul Mills, Parmeshwar Ramlogan, William Lee, Yoon Sook Kim, Todd Groome, Shinobu Nakagawa |
| Autore | Blancher Nicolas |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (50 p.) |
| Altri autori (Persone) |
HaasFrançois
KiffJohn KhadarinaOksana MillsPaul RamloganParmeshwar LeeWilliam |
| Collana | IMF Working Papers |
| Soggetto topico |
Finance - Risk management
Financial institutions - Risk management Insurance - State supervision Risk management - Government policy Banks and Banking Insurance Public Finance Industries: Financial Services Health Policy Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Insurance Companies Actuarial Studies Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill National Government Expenditures and Health Analysis of Health Care Markets Finance Insurance & actuarial studies Financial services law & regulation Public finance & taxation Health systems & services Insurance companies Market risk Health care spending Health care Financial risk management Expenditures, Public Medical care |
| ISBN |
1-4623-9923-1
1-4527-7334-3 1-283-51519-9 9786613827647 1-4519-0930-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""Executive Summary""; ""I. INTRODUCTION""; ""II. LONG- TERM SYSTEMIC RISKS""; ""III. INNOVATIONS IN RISK TRANSFER MARKETS""; ""IV. INCOMPLETE MARKETS""; ""V. POLICY CONSIDERATIONS""; ""VI. CONCLUSIONS""; ""References"" |
| Record Nr. | UNINA-9910788404703321 |
Blancher Nicolas
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Limits of Market-Based Risk Transfer and Implications for Managing Systemic Risks / / Nicolas Blancher, François Haas, John Kiff, Oksana Khadarina, Paul Mills, Parmeshwar Ramlogan, William Lee, Yoon Sook Kim, Todd Groome, Shinobu Nakagawa
| The Limits of Market-Based Risk Transfer and Implications for Managing Systemic Risks / / Nicolas Blancher, François Haas, John Kiff, Oksana Khadarina, Paul Mills, Parmeshwar Ramlogan, William Lee, Yoon Sook Kim, Todd Groome, Shinobu Nakagawa |
| Autore | Blancher Nicolas |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (50 p.) |
| Altri autori (Persone) |
HaasFrançois
KhadarinaOksana KiffJohn LeeWilliam MillsPaul RamloganParmeshwar |
| Collana | IMF Working Papers |
| Soggetto topico |
Finance - Risk management
Financial institutions - Risk management Insurance - State supervision Risk management - Government policy Actuarial Studies Analysis of Health Care Markets Banks and Banking Capital and Ownership Structure Expenditures, Public Finance Financial Instruments Financial Risk and Risk Management Financial risk management Financial services law & regulation Financing Policy Goodwill Health care spending Health care Health Policy Health systems & services Industries: Financial Services Institutional Investors Insurance & actuarial studies Insurance Companies Insurance companies Insurance Market risk Medical care National Government Expenditures and Health Non-bank Financial Institutions Pension Funds Public finance & taxation Public Finance Value of Firms |
| ISBN |
9786613827647
9781462399239 1462399231 9781452773346 1452773343 9781283515191 1283515199 9781451909302 1451909306 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""Executive Summary""; ""I. INTRODUCTION""; ""II. LONG- TERM SYSTEMIC RISKS""; ""III. INNOVATIONS IN RISK TRANSFER MARKETS""; ""IV. INCOMPLETE MARKETS""; ""V. POLICY CONSIDERATIONS""; ""VI. CONCLUSIONS""; ""References"" |
| Record Nr. | UNINA-9910975151903321 |
|
Blancher Nicolas
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| 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 Asset prices Deflation Economic & financial crises & disasters Finance Finance: General Financial Crises Financial crises Financial Institutions and Services: Government Policy and Regulation Financial Institutions and Services: Other Financial Risk Management General Financial Markets: Government Policy and Regulation Inflation Model Construction and Estimation Price Level Prices Stress testing Systemic risk assessment Systemic risk |
| ISBN |
9781475557800
1475557809 9781484384763 1484384768 9781484349281 1484349288 |
| 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-9910970942003321 |
|
Blancher Nicolas
|
||
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||