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A Model of the Imf As a Coinsurance Arrangement

A Model of the Imf As a Coinsurance Arrangement »

Volume/Issue: 2004/219

Series: IMF Working Papers

Author(s): Ralph Chami , Ilhyock Shim , and Sunil Sharma

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2004

DOI: http://dx.doi.org/10.5089/9781451875201.001

ISBN: 9781451875201

Keywords: coinsurance arrangement, Samaritan&;amp;#x2019;s dilemma, King Lear's dilemma, coinsurance, repayment, debt, interest, Asymmetric and Private Information, International Economic Order, International Monetary Arrangements and Institutions,

The paper shows that a coinsurance arrangement among countries can, in principle, play a useful role in helping countries bear the risks involved in developing their economies and integrating into the global financ...

Procyclical Behavior of Institutional Investors During the Recent Financial Crisis
			: Causes, Impacts, and Challenges

Procyclical Behavior of Institutional Investors During the Recent Financial Crisis : Causes, Impacts, and Challenges »

Volume/Issue: 2013/193

Series: IMF Working Papers

Author(s): Michael Papaioannou , Joonkyu Park , Jukka Pihlman , and Han Hoorn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 September 2013

DOI: http://dx.doi.org/10.5089/9781484336083.001

ISBN: 9781484336083

Keywords: long-term investments, institutional investors, procyclicality, financial stability, financial system, financial markets, bonds, bond, Portfolio Choice,

This paper (i) provides evidence on the procyclical investment behavior of major institutional investors during the global financial crisis; (ii) identifies the main factors that could account for such behavior; (i...

The Systemic Regulation of Credit Rating Agencies and Rated Markets

The Systemic Regulation of Credit Rating Agencies and Rated Markets »

Volume/Issue: 2009/129

Series: IMF Working Papers

Author(s): Amadou Sy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2009

DOI: http://dx.doi.org/10.5089/9781451872767.001

ISBN: 9781451872767

Keywords: Rating agencies, structured credit products, macro-prudential, micro-prudential, regulation, procylicality, credit ratings, financial stability, money market,

Credit ratings have contributed to the current financial crisis. Proposals to regulate credit rating agencies focus on micro-prudential issues and aim at reducing conflicts of interest and increasing transparency a...

Wholesale Bank Funding, Capital Requirements and Credit Rationing

Wholesale Bank Funding, Capital Requirements and Credit Rationing »

Volume/Issue: 2013/30

Series: IMF Working Papers

Author(s): Itai Agur

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 31 January 2013

DOI: http://dx.doi.org/10.5089/9781475571622.001

ISBN: 9781475571622

Keywords: Rationing, wholesale finance, unsecured, collateral, bank funding, deposit insurance, bank risk, collateralization, Government Policy and Regulation,

This paper analyzes how different types of bank funding affect the extent to which banks ration credit to borrowers, and the impact that capital requirements have on that rationing. Using an extension of the standa...

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...

A Model of the Imf As a Coinsurance Arrangement

A Model of the Imf As a Coinsurance Arrangement »

Source: A Model of the Imf As a Coinsurance Arrangement

Volume/Issue: 2004/219

Series: IMF Working Papers

Author(s): Ralph Chami , Ilhyock Shim , and Sunil Sharma

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2004

ISBN: 9781451875201

Keywords: coinsurance arrangement, Samaritan&;amp;#x2019;s dilemma, King Lear's dilemma, coinsurance, repayment, debt, interest, Asymmetric and Private Information, International Economic Order, International Monetary Arrangements and Institutions,

The paper shows that a coinsurance arrangement among countries can, in principle, play a useful role in helping countries bear the risks involved in developing their economies and integrating into the global financ...

Procyclical Behavior of Institutional Investors During the Recent Financial Crisis

Procyclical Behavior of Institutional Investors During the Recent Financial Crisis »

Source: Procyclical Behavior of Institutional Investors During the Recent Financial Crisis : Causes, Impacts, and Challenges

Volume/Issue: 2013/193

Series: IMF Working Papers

Author(s): Michael Papaioannou , Joonkyu Park , Jukka Pihlman , and Han Hoorn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 September 2013

ISBN: 9781484336083

Keywords: long-term investments, institutional investors, procyclicality, financial stability, financial system, financial markets, bonds, bond, Portfolio Choice,

This paper (i) provides evidence on the procyclical investment behavior of major institutional investors during the global financial crisis; (ii) identifies the main factors that could account for such behavior; (i...

The Systemic Regulation of Credit Rating Agencies and Rated Markets

The Systemic Regulation of Credit Rating Agencies and Rated Markets »

Source: The Systemic Regulation of Credit Rating Agencies and Rated Markets

Volume/Issue: 2009/129

Series: IMF Working Papers

Author(s): Amadou Sy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2009

ISBN: 9781451872767

Keywords: Rating agencies, structured credit products, macro-prudential, micro-prudential, regulation, procylicality, credit ratings, financial stability, money market,

Credit ratings have contributed to the current financial crisis. Proposals to regulate credit rating agencies focus on micro-prudential issues and aim at reducing conflicts of interest and increasing transparency a...

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...

Wholesale Bank Funding, Capital Requirements and Credit Rationing1

Wholesale Bank Funding, Capital Requirements and Credit Rationing1 »

Source: Wholesale Bank Funding, Capital Requirements and Credit Rationing

Volume/Issue: 2013/30

Series: IMF Working Papers

Author(s): Itai Agur

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 31 January 2013

ISBN: 9781475571622

Keywords: Rationing, wholesale finance, unsecured, collateral, bank funding, deposit insurance, bank risk, collateralization, Government Policy and Regulation,

This paper analyzes how different types of bank funding affect the extent to which banks ration credit to borrowers, and the impact that capital requirements have on that rationing. Using an extension of the standa...