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Connected to Whom? International Interbank Borrowing During the Global Crisis

Connected to Whom? International Interbank Borrowing During the Global Crisis »

Article

Source: Connected to Whom? International Interbank Borrowing During the Global Crisis

Volume/Issue: 2013/14

Series: IMF Working Papers

Author(s): Kalin Tintchev

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 January 2013

ISBN: 9781475542028

Keywords: counterparty risk, financial interconnectedness, banking, banking system, credit risk, General, International Lending and Debt Problems, Open Economy Macroeconomics, International Policy Coordination and Transmission,

The unprecedented collapse of international interbank borrowing was a prominent feature of the global financial crisis that started in August 2007. This paper focuses on the drivers of the retrenchment from 32 adva...

FinTech in Financial Inclusion: Machine Learning Applications in Assessing Credit Risk

FinTech in Financial Inclusion: Machine Learning Applications in Assessing Credit Risk »

Article

Source: FinTech in Financial Inclusion: Machine Learning Applications in Assessing Credit Risk

Volume/Issue: 2019/109

Series: IMF Working Papers

Author(s): Majid Bazarbash

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 May 2019

ISBN: 9781498314428

Keywords: Credit risk, Credit ratings, Risk management, Credit, Interest rates, FinTech Credit, Financial Inclusion, Machine Learning, Credit Risk Assessment, outcome variable

Recent advances in digital technology and big data have allowed FinTech (financial technology) lending to emerge as a potentially promising solution to reduce the cost of credit and increase financial inclusion. Ho...

Global Financial Stability Report, April 2006: Market Developments and Issues - Chapter 2 : The Influence of Credit Derivative And Structured Credit Markets on Financial Stability

Global Financial Stability Report, April 2006: Market Developments and Issues - Chapter 2 : The Influence of Credit Derivative And Structured Credit Markets on Financial Stability »

Book

Series: Global Financial Stability Report

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 May 2006

DOI: http://dx.doi.org/10.5089/9781451939194.082

ISBN: 9781451939194

Keywords: Financial stability, Credit, credit risk, derivative, hedge, credit derivative, risk transfer

This paper examines the influence of credit derivative and structured credit markets on financial stability. Credit derivative and structured credit markets have grown rapidly in size and complexity in recent years...

Global Financial Stability Report, April 2017 : Getting the Policy Mix Right

Global Financial Stability Report, April 2017 : Getting the Policy Mix Right »

Book

Series: Global Financial Stability Report

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 April 2017

DOI: http://dx.doi.org/10.5089/9781475564563.082

ISBN: 9781475564563

Keywords: Emerging markets, Financial intermediation, Financial stability, Financial soundness indicators, Interest rates. Economic models, Economic integration, Market economies, Interest rates, Credit, Macroprudential policies and financial stability

Financial stability has continued to improve since the October 2016 Global Financial Stability Report (GFSR). Economic activity has gained momentum, as outlined in the April 2017 World Economic Outlook (WEO), amid...

Global Financial Stability Report, April 2018 : A Bumpy Road Ahead

Global Financial Stability Report, April 2018 : A Bumpy Road Ahead »

Book

Series: Global Financial Stability Report

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 April 2018

DOI: http://dx.doi.org/10.5089/9781484338292.082

ISBN: 9781484338292

Keywords: Global Financial Stability Report, Central banks, Credit, Interest rates, Market economies, Emerging markets, global financial stability, crypto assets, financial risks, risks to growth

The April 2018 Global Financial Stability Report (GFSR) finds that short-term risks to financial stability have increased somewhat since the previous GFSR. Medium-term risks are still elevated as financial vulnera...

Global Financial Stability Report, October 2017 : Is Growth at Risk?

Global Financial Stability Report, October 2017 : Is Growth at Risk? »

Book

Series: Global Financial Stability Report

Author(s): International Monetary Fund. Monetary and Financial Systems Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 October 2017

DOI: http://dx.doi.org/10.5089/9781484308394.082

ISBN: 9781484308394

Keywords: Debt, Economic growth, Financial risk, Financial stability, Global Financial Stability Report, Debt and growth, Global Financial Stability Risks, Central banks, Market economies, Credit

The October 2017 Global Financial Stability Report finds that the global financial system continues to strengthen in response to extraordinary policy support, regulatory enhancements, and the cyclical upturn in gro...

Connected to Whom? International Interbank Borrowing During the Global Crisis

Connected to Whom? International Interbank Borrowing During the Global Crisis »

Journal Issue

Volume/Issue: 2013/14

Series: IMF Working Papers

Author(s): Kalin Tintchev

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 January 2013

DOI: http://dx.doi.org/10.5089/9781475542028.001

ISBN: 9781475542028

Keywords: counterparty risk, financial interconnectedness, banking, banking system, credit risk, General, International Lending and Debt Problems, Open Economy Macroeconomics, International Policy Coordination and Transmission,

The unprecedented collapse of international interbank borrowing was a prominent feature of the global financial crisis that started in August 2007. This paper focuses on the drivers of the retrenchment from 32 adva...

FinTech in Financial Inclusion: Machine Learning Applications in Assessing Credit Risk

FinTech in Financial Inclusion: Machine Learning Applications in Assessing Credit Risk »

Journal Issue

Volume/Issue: 2019/109

Series: IMF Working Papers

Author(s): Majid Bazarbash

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 May 2019

DOI: http://dx.doi.org/10.5089/9781498314428.001

ISBN: 9781498314428

Keywords: Credit risk, Credit ratings, Risk management, Credit, Interest rates, FinTech Credit, Financial Inclusion, Machine Learning, Credit Risk Assessment, outcome variable

Recent advances in digital technology and big data have allowed FinTech (financial technology) lending to emerge as a potentially promising solution to reduce the cost of credit and increase financial inclusion. Ho...

Lessons and Policy Implications from the Global Financial Crisis

Lessons and Policy Implications from the Global Financial Crisis »

Journal Issue

Volume/Issue: 2010/44

Series: IMF Working Papers

Author(s): Stijn Claessens , Luc Laeven , Deniz Igan , and Giovanni Dell'Ariccia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2010

DOI: http://dx.doi.org/10.5089/9781451963021.001

ISBN: 9781451963021

Keywords: International financial architecture, regulation and supervision, subprime lending, contagion, households leverage, financial institutions, credit booms, systemic risk, deposit insurance, Economics Education and Teaching of Economics: Undergraduate

The ongoing global financial crisis is rooted in a combination of factors common to previous financial crises and some new factors. The crisis has brought to light a number of deficiencies in financial regulation a...

Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR

Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR »

Journal Issue

Volume/Issue: 2013/218

Series: IMF Working Papers

Author(s): Dale Gray

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 October 2013

DOI: http://dx.doi.org/10.5089/9781484322185.001

ISBN: 9781484322185

Keywords: Credit expansion, Credit risk, Cross country analysis, Banking sector, Economic models, Financial crises, Sovereign debt, contingent claims analysis (CCA), global vector autoregression (GVAR), banking

The purpose of this paper is to develop a model framework for the analysis of interactions between banking sector risk, sovereign risk, corporate sector risk, real economic activity, and credit growth for 15 Europe...