Browse

You are looking at 1 - 10 of 16 items :

  • IMF Working Papers x
  • Keywords: bank x
Clear All
Cross-Country Empirical Studies of Systemic Bank Distress

Cross-Country Empirical Studies of Systemic Bank Distress »

Source: Cross-Country Empirical Studies of Systemic Bank Distress : A Survey

Volume/Issue: 2005/96

Series: IMF Working Papers

Author(s): Asli Demirgüç-Kunt , and Enrica Detragiache

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2005

ISBN: 9781451861150

Keywords: financial fragility, banking, banking crisis, deposit insurance, bank fragility, Financial Markets and the Macroeconomy,

A rapidly growing empirical literature is studying the causes and consequences of bank fragility in present-day economies. The paper reviews the two basic methodologies adopted in cross-country empirical studies-th...

Emerging Markets Crisis

Emerging Markets Crisis »

Source: Emerging Markets Crisis : An Asset Markets Perspective

Volume/Issue: 1999/129

Series: IMF Working Papers

Author(s): Arvind Krishnamurthy , and Ricardo Caballero

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1999

ISBN: 9781451855098

Keywords: Capital flows, fire sales, financial constraints, contractual and corporate governance problems, balance sheets, wasted collateral, domestic and foreign spreads, excessive leverage, collateral underprovision, real depreciation

The entire difference between a mild downturn and a devastating crisis is the occurrence of sharp fire sales of domestic assets and possibly foreign exchange and the ensuing collapse in the balance sheets of both t...

An Option-Based Approach to Bank Vulnerabilities in Emerging Markets

An Option-Based Approach to Bank Vulnerabilities in Emerging Markets »

Volume/Issue: 2004/33

Series: IMF Working Papers

Author(s): Arnaud Jobert , Janet Kong , and Jorge Chan-Lau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2004

DOI: http://dx.doi.org/10.5089/9781451845211.001

ISBN: 9781451845211

Keywords: Distance-to-default, forecasting, banking, correlation, bank distress, probability,

We measure bank vulnerability in emerging markets using the distance-to-default, a risk-neutral indicator based on Merton's (1974) structural model of credit risk. The indicator is estimated using equity prices and...

Cross-Country Empirical Studies of Systemic Bank Distress
			: A Survey

Cross-Country Empirical Studies of Systemic Bank Distress : A Survey »

Volume/Issue: 2005/96

Series: IMF Working Papers

Author(s): Asli Demirgüç-Kunt , and Enrica Detragiache

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2005

DOI: http://dx.doi.org/10.5089/9781451861150.001

ISBN: 9781451861150

Keywords: financial fragility, banking, banking crisis, deposit insurance, bank fragility, Financial Markets and the Macroeconomy,

A rapidly growing empirical literature is studying the causes and consequences of bank fragility in present-day economies. The paper reviews the two basic methodologies adopted in cross-country empirical studies-th...

Emerging Markets Crisis
			: An Asset Markets Perspective

Emerging Markets Crisis : An Asset Markets Perspective »

Volume/Issue: 1999/129

Series: IMF Working Papers

Author(s): Arvind Krishnamurthy , and Ricardo Caballero

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1999

DOI: http://dx.doi.org/10.5089/9781451855098.001

ISBN: 9781451855098

Keywords: Capital flows, fire sales, financial constraints, contractual and corporate governance problems, balance sheets, wasted collateral, domestic and foreign spreads, excessive leverage, collateral underprovision, real depreciation

The entire difference between a mild downturn and a devastating crisis is the occurrence of sharp fire sales of domestic assets and possibly foreign exchange and the ensuing collapse in the balance sheets of both t...

Inside the Crisis
			: An Empirical Analysis of Banking Systems in Distress

Inside the Crisis : An Empirical Analysis of Banking Systems in Distress »

Volume/Issue: 2000/156

Series: IMF Working Papers

Author(s): Poonam Gupta , Asli Demirgüç-Kunt , and Enrica Detragiache

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2000

DOI: http://dx.doi.org/10.5089/9781451857399.001

ISBN: 9781451857399

Keywords: Banking crises, bank runs, credit crunch, banking, deposit insurance, banking crisis

Using aggregate and bank level data for several countries, the paper studies what happens to the banking system in the aftermath of a banking crisis. Contemporary crises are not accompanied by declines in aggregate...

Issues in Managing and Sequencing Financial Sector Reforms Lessons From Experiences in Five Developing Countries

Issues in Managing and Sequencing Financial Sector Reforms Lessons From Experiences in Five Developing Countries »

Volume/Issue: 1992/82

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1992

DOI: http://dx.doi.org/10.5089/9781451954661.001

ISBN: 9781451954661

Keywords: financial sector, financial institutions, banking, bank credit, financial reform, Issues in Managing and Sequencing Financial Sector Reforms Lessons from Experiences in Five Developing Countries,

A review of the experience of five developing countries in reforming their financial systems illustrates the benefits and risks, and provides lessons on the factors which contribute to successful financial sector r...

Monetary Impact of a Banking Crisis and the Conduct of Monetary Policy

Monetary Impact of a Banking Crisis and the Conduct of Monetary Policy »

Volume/Issue: 1997/124

Series: IMF Working Papers

Author(s): Alicia García-Herrero

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1997

DOI: http://dx.doi.org/10.5089/9781451854688.001

ISBN: 9781451854688

Keywords: banking, banking crisis, inflation, banking system, central bank

The experiences of seven countries that have undergone banking crises show that crises have significant implications for the short-run stability of the demand for money, the money multiplier, the transmission mecha...

The Role of Subordinated Debt in Market Discipline
			: The Case of Emerging Markets

The Role of Subordinated Debt in Market Discipline : The Case of Emerging Markets »

Volume/Issue: 2000/215

Series: IMF Working Papers

Author(s): Cem Karacadag , and Animesh Shrivastava

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2000

DOI: http://dx.doi.org/10.5089/9781451875034.001

ISBN: 9781451875034

Keywords: Subordinated debt, capital standards, banking regulation, investors, bond, commercial banks, bond markets

This paper evaluates the potential role of mandatory subordinated debt (MSD) in enhancing market discipline in emerging markets. The conceptual merits and key preconditions of MSD are first reviewed. Then, the exte...

The Lending Channel in Emerging Economies
			: Are Foreign Banks Different?

The Lending Channel in Emerging Economies : Are Foreign Banks Different? »

Volume/Issue: 2007/48

Series: IMF Working Papers

Author(s): Francisco Vazquez , Carmen Reinhart , and Marco Arena

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2007

DOI: http://dx.doi.org/10.5089/9781451866124.001

ISBN: 9781451866124

Keywords: Lending channel, monetary transmission, reserve requirements, reserve requirement, money market, monetary conditions, central bank,

This paper exploits a panel dataset comprising 1,565 banks in 20 emerging countries during 1989- 2001 and compares the response of the volume of loans and the rates on loans and deposits to various measures of mone...