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Using Credit Ratings for Capital Requirementson Lending to Emerging Market Economies

Using Credit Ratings for Capital Requirementson Lending to Emerging Market Economies »

Source: Using Credit Ratings for Capital Requirementson Lending to Emerging Market Economies : Possible Impact of a New Basel Accord

Volume/Issue: 2000/69

Series: IMF Working Papers

Author(s): Christian Mulder , and Brieuc Monfort

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

ISBN: 9781451849059

Keywords: Rating agencies, capital requirements, economic crises, crisis index, credit ratings, asian crisis

The Basel Committee on Banking Supervision has proposed linking capital requirements for bank loans to ratings by commercial credit rating agencies. Estimates for 20 emerging market economies show that sovereign ra...

Currency Crisis and Contagion

Currency Crisis and Contagion »

Source: Currency Crisis and Contagion : Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand

Volume/Issue: 2000/39

Series: IMF Working Papers

Author(s): Jun Nagayasu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2000

ISBN: 9781451845822

Keywords: Asian financial crisis, contagion, stock indices, currency crisis, currency crises, stock index

This paper analyzes empirically the recent Asian financial crisis using high frequency data of exchange rates and stock indices of the Philippines and Thailand. Utilizing standard time-series techniques, this study...

Are Currency Crises Predictable? A Test

Are Currency Crises Predictable? A Test »

Source: Are Currency Crises Predictable? A Test

Volume/Issue: 1998/154

Series: IMF Working Papers

Author(s): Catherine Pattillo , and Andrew Berg

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1998

ISBN: 9781451857207

Keywords: Currency crises, vulnerability indicators, Asian crisis, balance of payments crises, crisis prediction, probability, probabilities, correlation, crisis index, predictions

This paper evaluates three models for predicting currency crises that were proposed before 1997. The idea is to answer the question: if we had been using these models in late 1996, how well armed would we have been...

Using Credit Ratings for Capital Requirementson Lending to Emerging Market Economies
			: Possible Impact of a New Basel Accord

Using Credit Ratings for Capital Requirementson Lending to Emerging Market Economies : Possible Impact of a New Basel Accord »

Volume/Issue: 2000/69

Series: IMF Working Papers

Author(s): Christian Mulder , and Brieuc Monfort

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

DOI: http://dx.doi.org/10.5089/9781451849059.001

ISBN: 9781451849059

Keywords: Rating agencies, capital requirements, economic crises, crisis index, credit ratings, asian crisis

The Basel Committee on Banking Supervision has proposed linking capital requirements for bank loans to ratings by commercial credit rating agencies. Estimates for 20 emerging market economies show that sovereign ra...

Currency Crisis and Contagion
			: Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand

Currency Crisis and Contagion : Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand »

Volume/Issue: 2000/39

Series: IMF Working Papers

Author(s): Jun Nagayasu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2000

DOI: http://dx.doi.org/10.5089/9781451845822.001

ISBN: 9781451845822

Keywords: Asian financial crisis, contagion, stock indices, currency crisis, currency crises, stock index

This paper analyzes empirically the recent Asian financial crisis using high frequency data of exchange rates and stock indices of the Philippines and Thailand. Utilizing standard time-series techniques, this study...

Are Currency Crises Predictable? A Test

Are Currency Crises Predictable? A Test »

Volume/Issue: 1998/154

Series: IMF Working Papers

Author(s): Catherine Pattillo , and Andrew Berg

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1998

DOI: http://dx.doi.org/10.5089/9781451857207.001

ISBN: 9781451857207

Keywords: Currency crises, vulnerability indicators, Asian crisis, balance of payments crises, crisis prediction, probability, probabilities, correlation, crisis index, predictions

This paper evaluates three models for predicting currency crises that were proposed before 1997. The idea is to answer the question: if we had been using these models in late 1996, how well armed would we have been...