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Balance Sheet Strength and Bank Lending During the Global Financial Crisis1

Balance Sheet Strength and Bank Lending During the Global Financial Crisis1 »

Source: Balance Sheet Strength and Bank Lending During the Global Financial Crisis

Volume/Issue: 2013/102

Series: IMF Working Papers

Author(s): Tümer Kapan , and Camelia Minoiu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 May 2013

ISBN: 9781484315842

Keywords: bank lending channel, wholesale funding, net stable funding ratio, Basel III, bank capital, banking, return on assets, liquid asset, bank balance sheet, Government Policy and Regulation,

We examine the role of bank balance sheet strength in the transmission of financial sector shocks to the real economy. Using data from the syndicated loan market, we exploit variation in banks’ reliance on w...

Can You Map Global Financial Stability?

Can You Map Global Financial Stability? »

Source: Can You Map Global Financial Stability?

Volume/Issue: 2010/145

Series: IMF Working Papers

Author(s): Jaume Puig , Ken Miyajima , Rebecca McCaughrin , and Peter Dattels

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

ISBN: 9781455201280

Keywords: Early-warning indicator, inflation, bond, financial system, financial markets, Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General, Financial Economics: General, Public Economics: General

The Global Financial Stability Map was developed as a tool to interpret the risks and conditions that impact financial stability in a graphical manner. It complements other existing tools for assessing financial st...

Currency Risk Premia in Global Stock Markets

Currency Risk Premia in Global Stock Markets »

Source: Currency Risk Premia in Global Stock Markets

Volume/Issue: 2006/194

Series: IMF Working Papers

Author(s): Matthew Merritt , and Shaun Roache

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2006

ISBN: 9781451864540

Keywords: Arbitrage pricing theory, risk prices, asset pricing, exchange rate, currency risk, exchange risk, foreign exchange risk, International Finance Forecasting and Simulation,

Large fundamental imbalances persist in the global economy, with potential exchange rate implications. This paper assesses whether exchange rate risk is priced across G-7 stock markets. Given the multitude of hedgi...

Global Bonding

Global Bonding »

Source: Global Bonding : Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?

Volume/Issue: 2012/298

Series: IMF Working Papers

Author(s): Tamim Bayoumi , and Trung Bui

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 December 2012

ISBN: 9781475586633

Keywords: Identification, international financial linkages, bond, equity markets, bond yields, financial markets, Estimation, Time-Series Models, General,

This paper uses a novel variant of identification through hetroscedacity to estimate spillovers across U.S., Euro area, Japanese, and UK government bond and equity markets in a vector autoregression. The results su...

Global Liquidity, Risk Premiums and Growth Opportunities

Global Liquidity, Risk Premiums and Growth Opportunities »

Source: Global Liquidity, Risk Premiums and Growth Opportunities

Volume/Issue: 2009/52

Series: IMF Working Papers

Author(s): Gianni De Nicolo , and Iryna Ivaschenko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2009

ISBN: 9781451872002

Keywords: Risk Premiums, Growth Opportunities, bond, equity markets, bond spreads, equity market,

This paper constructs new indicators of liquidity for equity, bond and money markets in major advanced and emerging market countries, documents their evolution and comovements, and assesses the extent to which such...

How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis

How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis »

Source: How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis

Volume/Issue: 2009/204

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

ISBN: 9781451873511

Keywords: Crisis, policy, announcement, event, financial, monetary, fiscal, bank, bank bailouts, recapitalization

This paper examines the impact of macroeconomic and financial sector policy announcements in the United States, the United Kingdom, the euro area, and Japan during the recent crisis on interbank credit and liquidit...

A network analysis of global banking
			: 1978-2009

A network analysis of global banking : 1978-2009 »

Volume/Issue: 2011/74

Series: IMF Working Papers

Author(s): Javier Reyes , and Camelia Minoiu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

DOI: http://dx.doi.org/10.5089/9781455227051.001

ISBN: 9781455227051

Keywords: cross-border bank lending, network analysis, banking, banking crises, banking statistics, contagion, Financial Markets and the Macroeconomy, International Lending and Debt Problems,

In this paper we explore the properties of the global banking network using cross-border bank lending data for 184 countries over 1978-2009. Specifically, we analyze financial interconnectedness using network metri...

After the Fall
			: Lessons for Policy Cooperation from the Global Crisis

After the Fall : Lessons for Policy Cooperation from the Global Crisis »

Volume/Issue: 2014/97

Series: IMF Working Papers

Author(s): Tamim Bayoumi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 June 2014

DOI: http://dx.doi.org/10.5089/9781498375764.001

ISBN: 9781498375764

Keywords: Policy cooperation, institutuinal coarregements, policy spillovers, central bank, monetary fund, financial stability, monetary policies, International Monetary Arrangements and Institutions, Open Economy Macroeconomics, institutional coarrangements,

A crisis is a terrible thing to waste, and nowhere is this truer than in the arena of international economic policy cooperation. With the world facing the largest and most synchronized plunge in output of the postw...

Balance Sheet Strength and Bank Lending During the Global Financial Crisis

Balance Sheet Strength and Bank Lending During the Global Financial Crisis »

Volume/Issue: 2013/102

Series: IMF Working Papers

Author(s): Tümer Kapan , and Camelia Minoiu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 May 2013

DOI: http://dx.doi.org/10.5089/9781484315842.001

ISBN: 9781484315842

Keywords: bank lending channel, wholesale funding, net stable funding ratio, Basel III, bank capital, banking, return on assets, liquid asset, bank balance sheet, Government Policy and Regulation,

We examine the role of bank balance sheet strength in the transmission of financial sector shocks to the real economy. Using data from the syndicated loan market, we exploit variation in banks’ reliance on w...

Can You Map Global Financial Stability?

Can You Map Global Financial Stability? »

Volume/Issue: 2010/145

Series: IMF Working Papers

Author(s): Jaume Puig , Ken Miyajima , Rebecca McCaughrin , and Peter Dattels

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

DOI: http://dx.doi.org/10.5089/9781455201280.001

ISBN: 9781455201280

Keywords: Early-warning indicator, inflation, bond, financial system, financial markets, Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General, Financial Economics: General, Public Economics: General

The Global Financial Stability Map was developed as a tool to interpret the risks and conditions that impact financial stability in a graphical manner. It complements other existing tools for assessing financial st...