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Malaysia

Malaysia »

Source: Malaysia : Financial Sector Assessment Program Stress Testing the Malaysian and Labuan IBFC Banking Sectors-Technical Note

Volume/Issue: 2014/97

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 April 2014

ISBN: 9781484352373

Keywords: banking, banking system, bank solvency, investment bank, banks ’; balance sheets

...

Global Market Conditions and Systemic Risk1

Global Market Conditions and Systemic Risk1 »

Source: Global Market Conditions and Systemic Risk

Volume/Issue: 2009/230

Series: IMF Working Papers

Author(s): Brenda Gonzalez-Hermosillo , and Heiko Hesse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

ISBN: 9781451873771

Keywords: Global Financial Crises, Subprime Crisis, Volatility, Solvency, Markov-Switching, financial institutions, financial system, contagion, Multiple or Simultaneous Equation Models: Time-Series Models, Financial Markets and the Macroeconomy,

This paper examines several key global market conditions, such as a proxy for market uncertainty and measures of interbank funding stress, to assess financial volatility and the likelihood of crisis. Using Markov r...

On the Solvency of Nations

On the Solvency of Nations »

Source: On the Solvency of Nations : Are Global Imbalances Consistent with Intertemporal Budget Constraints?

Volume/Issue: 2010/50

Series: IMF Working Papers

Author(s): Enrique Mendoza , Marco Terrones , and Ceyhun Bora Durdu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2010

ISBN: 9781451963298

Keywords: external solvency, Poled Mean Group estimation, foreign assets, net foreign assets, equation, statistics, industrial countries, Open Economy Macroeconomics, General Outlook and Conditions,

Theory predicts that a nation's stochastic intertemporal budget constraint is satisfied if net exports (NX) and net foreign assets (NFA) satisfy an error-correction specification with a residual integrated of any f...

Malaysia
			: Financial Sector Assessment Program Stress Testing the Malaysian and Labuan IBFC Banking Sectors-Technical Note

Malaysia : Financial Sector Assessment Program Stress Testing the Malaysian and Labuan IBFC Banking Sectors-Technical Note »

Volume/Issue: 2014/97

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 April 2014

DOI: http://dx.doi.org/10.5089/9781484352373.002

ISBN: 9781484352373

Keywords: banking, banking system, bank solvency, investment bank, banks ’; balance sheets

...

Global Market Conditions and Systemic Risk

Global Market Conditions and Systemic Risk »

Volume/Issue: 2009/230

Series: IMF Working Papers

Author(s): Brenda Gonzalez-Hermosillo , and Heiko Hesse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

DOI: http://dx.doi.org/10.5089/9781451873771.001

ISBN: 9781451873771

Keywords: Global Financial Crises, Subprime Crisis, Volatility, Solvency, Markov-Switching, financial institutions, financial system, contagion, Multiple or Simultaneous Equation Models: Time-Series Models, Financial Markets and the Macroeconomy,

This paper examines several key global market conditions, such as a proxy for market uncertainty and measures of interbank funding stress, to assess financial volatility and the likelihood of crisis. Using Markov r...

On the Solvency of Nations
			: Are Global Imbalances Consistent with Intertemporal Budget Constraints?

On the Solvency of Nations : Are Global Imbalances Consistent with Intertemporal Budget Constraints? »

Volume/Issue: 2010/50

Series: IMF Working Papers

Author(s): Enrique Mendoza , Marco Terrones , and Ceyhun Bora Durdu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2010

DOI: http://dx.doi.org/10.5089/9781451963298.001

ISBN: 9781451963298

Keywords: external solvency, Poled Mean Group estimation, foreign assets, net foreign assets, equation, statistics, industrial countries, Open Economy Macroeconomics, General Outlook and Conditions,

Theory predicts that a nation's stochastic intertemporal budget constraint is satisfied if net exports (NX) and net foreign assets (NFA) satisfy an error-correction specification with a residual integrated of any f...