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Capital Controls or Macroprudential Regulation?

Capital Controls or Macroprudential Regulation? »

Source: Capital Controls or Macroprudential Regulation?

Volume/Issue: 2015/218

Series: IMF Working Papers

Author(s): Anton Korinek , and Damiano Sandri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2015

ISBN: 9781513506463

Keywords: pecuniary externalities, macroprudential regulation, inequality, exchange rate, exchange, lenders, borrowers, markets, International Lending and Debt Problems, Open Economy Macroeconomics

International capital flows can create significant financial instability in emerging economies because of pecuniary externalities associated with exchange rate movements. Does this make it optimal to impose capital...

Bank Funding Structures and Risk
			: Evidence From the Global Financial Crisis

Bank Funding Structures and Risk : Evidence From the Global Financial Crisis »

Volume/Issue: 2012/29

Series: IMF Working Papers

Author(s): Pablo Federico , and Francisco Vazquez

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

DOI: http://dx.doi.org/10.5089/9781463933142.001

ISBN: 9781463933142

Keywords: pre-crisis, bank failure, bank liquidity, global financial crisis, Financial Institutions and Services: Government Policy and Regulation, Bank Liquidity Creation, Basel Iii, Macro-prudential Regulations,

This paper analyzes the evolution of bank funding structures in the run up to the global financial crisis and studies the implications for financial stability, exploiting a bank-level dataset that covers about 11,0...

Capital Controls or Macroprudential Regulation?

Capital Controls or Macroprudential Regulation? »

Volume/Issue: 2015/218

Series: IMF Working Papers

Author(s): Anton Korinek , and Damiano Sandri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2015

DOI: http://dx.doi.org/10.5089/9781513506463.001

ISBN: 9781513506463

Keywords: pecuniary externalities, macroprudential regulation, inequality, exchange rate, exchange, lenders, borrowers, markets, International Lending and Debt Problems, Open Economy Macroeconomics

International capital flows can create significant financial instability in emerging economies because of pecuniary externalities associated with exchange rate movements. Does this make it optimal to impose capital...

Short-Term Wholesale Funding and Systemic Risk
			: A Global Covar Approach

Short-Term Wholesale Funding and Systemic Risk : A Global Covar Approach »

Volume/Issue: 2012/46

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2012

DOI: http://dx.doi.org/10.5089/9781463936471.001

ISBN: 9781463936471

Keywords: Wholesale Funding, Macroprudential Regulation, recapitalization, financial system, contagion, Multiple or Simultaneous Equation Models: General, Financial Institutions and Services: General, General Financial Markets,

In this paper we identify some of the main factors behind systemic risk in a set of international large-scale complex banks using the novel CoVaR approach. We find that short-term wholesale funding is a key determi...

The Regulatory Responses to the Global Financial Crisis
			: Some Uncomfortable Questions

The Regulatory Responses to the Global Financial Crisis : Some Uncomfortable Questions »

Volume/Issue: 2014/46

Series: IMF Working Papers

Author(s): Stijn Claessens , and Laura Kodres

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 March 2014

DOI: http://dx.doi.org/10.5089/9781484335970.001

ISBN: 9781484335970

Keywords: regulation, systemic risks, macroprudential policies, financial stability, financial institutions, financial system, financial services, International Institutional Arrangements, General, Government Policy and Regulation

We identify current challenges for creating stable, yet efficient financial systems using lessons from recent and past crises. Reforms need to start from three tenets: adopting a system-wide perspective explicitly...

Macroprudential Policy, Incomplete Information and Inequality
			: The case of Low-Income and Developing Countries

Macroprudential Policy, Incomplete Information and Inequality : The case of Low-Income and Developing Countries »

Volume/Issue: 2017/59

Series: IMF Working Papers

Author(s): Margarita Rubio , and Filiz Unsal

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 March 2017

DOI: http://dx.doi.org/10.5089/9781475588057.001

ISBN: 9781475588057

Keywords: Credit, Low-income developing countries, Macroprudential Policy, incomplete information, collateral requirements, inequality, Financial Markets and the Macroeconomy, Government Policy and Regulation

In this paper, we use a DSGE model to study the passive and time-varying implementation of macroprudential policy when policymakers have noisy and lagged data, as commonly observed in lowincome and developing count...

Macroprudential Policy, Incomplete Information and Inequality

Macroprudential Policy, Incomplete Information and Inequality »

Source: Macroprudential Policy, Incomplete Information and Inequality : The case of Low-Income and Developing Countries

Volume/Issue: 2017/59

Series: IMF Working Papers

Author(s): Margarita Rubio , and Filiz Unsal

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 March 2017

ISBN: 9781475588057

Keywords: Credit, Low-income developing countries, Macroprudential Policy, incomplete information, collateral requirements, inequality, Financial Markets and the Macroeconomy, Government Policy and Regulation

In this paper, we use a DSGE model to study the passive and time-varying implementation of macroprudential policy when policymakers have noisy and lagged data, as commonly observed in lowincome and developing count...

The Regulatory Responses to the Global Financial Crisis: Some Uncomfortable Questions

The Regulatory Responses to the Global Financial Crisis: Some Uncomfortable Questions »

Source: The Regulatory Responses to the Global Financial Crisis : Some Uncomfortable Questions

Volume/Issue: 2014/46

Series: IMF Working Papers

Author(s): Stijn Claessens , and Laura Kodres

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 March 2014

ISBN: 9781484335970

Keywords: regulation, systemic risks, macroprudential policies, financial stability, financial institutions, financial system, financial services, International Institutional Arrangements, General, Government Policy and Regulation

We identify current challenges for creating stable, yet efficient financial systems using lessons from recent and past crises. Reforms need to start from three tenets: adopting a system-wide perspective explicitly...