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Connected to Whom? International Interbank Borrowing During the Global Crisis

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

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...

How Does Financial Globalization Affect Risk Sharing? Patterns and Channels

How Does Financial Globalization Affect Risk Sharing? Patterns and Channels »

Source: How Does Financial Globalization Affect Risk Sharing? Patterns and Channels

Volume/Issue: 2007/238

Series: IMF Working Papers

Author(s): Marco Terrones , Ayhan Kose , and Eswar Prasad

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2007

ISBN: 9781451868029

Keywords: risk sharing, emerging markets, financial globalization,

In theory, one of the main benefits of financial globalization is that it should allow for more efficient international risk sharing. This paper provides a comprehensive empirical evaluation of the patterns of risk...

Connected to Whom? International Interbank Borrowing During the Global Crisis

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

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...

International Risk Sharing During the Globalization Era

International Risk Sharing During the Globalization Era »

Source: International Risk Sharing During the Globalization Era

Volume/Issue: 2009/209

Series: IMF Working Papers

Author(s): Akito Matsumoto , Robert Flood , and Nancy Marion

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

ISBN: 9781451873566

Keywords: International risk sharing, incomplete market, risk sharing, emerging markets, private consumption, income growth, Macroeconomic Aspects Of International Trade And Finance, Saving, Production, Employment

Though theory suggests financial globalization should improve international risk sharing, empirical support has been limited. We develop a simple welfare-based measure that captures how far countries are from the i...

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

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

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

Volume/Issue: 2013/218

Series: IMF Working Papers

Author(s): Dale Gray

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 October 2013

ISBN: 9781484322185

Keywords: contingent claims analysis (CCA), global vector autoregression (GVAR), banking, banking systems, banking system, sovereign risk, Model Construction and Estimation,

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...