Mapping Financial Stability
Download Mapping Financial Stability full books in PDF, epub, and Kindle. Read online free Mapping Financial Stability ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads.
Author |
: Peter Sarlin |
Publisher |
: Springer Science & Business Media |
Total Pages |
: 243 |
Release |
: 2014-05-08 |
ISBN-10 |
: 9783642549564 |
ISBN-13 |
: 364254956X |
Rating |
: 4/5 (64 Downloads) |
Synopsis Mapping Financial Stability by : Peter Sarlin
This book approaches macroprudential oversight from the viewpoint of three tasks. The focus concerns a tight integration of means for risk communication into analytical tools for risk identification and risk assessment. Generally, this book explores approaches for representing complex data concerning financial entities on low-dimensional displays. Data and dimension reduction methods, and their combinations, hold promise for representing multivariate data structures in easily understandable formats. Accordingly, this book creates a Self-Organizing Financial Stability Map (SOFSM), and lays out a general framework for mapping the state of financial stability. Beyond external risk communication, the aim of the visual means is to support disciplined and structured judgmental analysis based upon policymakers' experience and domain intelligence.
Author |
: Mr.Ken Miyajima |
Publisher |
: International Monetary Fund |
Total Pages |
: 44 |
Release |
: 2010-06-01 |
ISBN-10 |
: 9781455201280 |
ISBN-13 |
: 1455201286 |
Rating |
: 4/5 (80 Downloads) |
Synopsis Can You Map Global Financial Stability? by : Mr.Ken Miyajima
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 stability, and seeks to overcome some of the drawbacks of earlier approaches. This paper provides the motivation for the tool, a detailed discussion of its construction, including the choice of risk factors and conditions, a description of the underlying indicators, and a discussion on how the final assessment is determined. When applied to past events of financial instability, the Global Financial Stability Map performs reasonably well in signaling risks to stability, as well as in characterizing the depth of crisis episodes.
Author |
: Peter Sarlin |
Publisher |
: |
Total Pages |
: |
Release |
: 2011 |
ISBN-10 |
: OCLC:767861099 |
ISBN-13 |
: |
Rating |
: 4/5 (99 Downloads) |
Synopsis Mapping the state of financial stability by : Peter Sarlin
Author |
: Mehmet Ziya Gorpe |
Publisher |
: International Monetary Fund |
Total Pages |
: 63 |
Release |
: 2019-05-10 |
ISBN-10 |
: 9781498312073 |
ISBN-13 |
: 1498312071 |
Rating |
: 4/5 (73 Downloads) |
Synopsis CoMap: Mapping Contagion in the Euro Area Banking Sector by : Mehmet Ziya Gorpe
This paper presents a novel approach to investigate and model the network of euro area banks’ large exposures within the global banking system. Drawing on a unique dataset, the paper documents the degree of interconnectedness and systemic risk of the euro area banking system based on bilateral linkages. We develop a Contagion Mapping model fully calibrated with bank-level data to study the contagion potential of an exogenous shock via credit and funding risks. We find that tipping points shifting the euro area banking system from a less vulnerable state to a highly vulnerable state are a non-linear function of the combination of network structures and bank-specific characteristics.
Author |
: Thorsten Foltz |
Publisher |
: GRIN Verlag |
Total Pages |
: 41 |
Release |
: 2012-09-25 |
ISBN-10 |
: 9783656278139 |
ISBN-13 |
: 365627813X |
Rating |
: 4/5 (39 Downloads) |
Synopsis The Self Organizing Financial Stability Map (SOFSM) by : Thorsten Foltz
Studienarbeit aus dem Jahr 2012 im Fachbereich VWL - Finanzwissenschaft, Note: 1,3, Universität Siegen, Sprache: Deutsch, Abstract: Wirtschaftskrisen, sei es in Form einer Schulden-, Banken-, Inflations- oder Wechselkurskrise bzw. einer Mischung dieser, sind keine Ereignisse welche sich auf das 20. oder 21. Jahrhundert beschränken, sondern seit Jahrhunderten, in verschiedener Form und Stärke, in allen Wirtschaftssystemen auftreten. Schon im Spätmittelalter handelten die einzelnen Volkswirtschaften miteinander, der Geldverkehr war davon nicht ausgenommen. Es liegt in der Natur der Kreditvergabe, dass es zu Zahlungsausfällen kommen kann. Dementsprechend sind souveräne Staaten frühzeitig ihren Schuldverpflichtungen nicht nachgekommen. So konnte z. B. König Edward III. von England im 14. Jahrhundert nicht seine Schulden bei florentinischen Finanziers bedienen. Frankreich konnte zwischen dem 16. und 18. Jahrhundert in insgesamt 8 Fällen seine Auslandsschulden nicht bedienen. Griechenland befand sich zwischen 1800 und 2008 in 50,6% der Jahre entweder in einer Schuldenkrise oder in einer Umschuldungsphase. Argentinien, welches 2001 Auslandsschulden in Höhe von mehr als 95 Mrd. US-$ nicht begleichen konnte, hält bis heute den Rekord für den größten Zahlungsausfall. Im Zuge der Globalisierung sind auch bzw. gerade die Finanzmärkte eng miteinander verbunden. Besonders gilt dies für die USA und die EU. Aufgrund dessen konnte aus einer Im-mobilienkrise der USA eine globale Finanzkrise entstehen und führte zur gegenwärtigen Krise in der EU. Die Problematik einer Finanzkrise besteht in der Gefahr, die übrige Wirtschaft schädigen zu können. Bei einem gestörten Interbankenhandel kann es zu einem Liquiditätsengpass bei den Kreditinstituten und damit zu einer geringeren oder im Extremfall keiner Kreditvergabe an Unternehmen kommen. Der Einbruch der Weltwirtschaft, mit schleichendem Beginn 2007, wurde von nur wenigen Ökonomen prognostiziert. Das anschließende, teils unkoordinierte Verhalten der beteiligten Akteure, besonders mit Beginn der Krise in Europa, verdeutlicht die Notwendigkeit eines Systems, welches möglichst zuverlässig zukünftige Wirtschaftskrisen prognostizieren kann. Eine Möglichkeit könnte in dem Modell der Self-Organizing Financial Stability Map (SOFSM) von Peter Sarlin und Tuomas A. Peltonen liegen. Die SOFSM ist eine SOM, die angewandt wird um den Zustand der finanziellen Stabilität abzubilden und Ursachen für Risiken im Finanzsystem zu diagnostizieren, sowie kommende, System bedrohende, Finanzkrisen im Voraus zu erkennen.
Author |
: The World Bank |
Publisher |
: World Bank Publications |
Total Pages |
: 370 |
Release |
: 2011-09-21 |
ISBN-10 |
: 9780821388563 |
ISBN-13 |
: 0821388568 |
Rating |
: 4/5 (63 Downloads) |
Synopsis Financial Access and Stability by : The World Bank
The countries of the Middle East and North Africa (MENA) have been recovering from the global financial crisis, but the recent political turmoil has interrupted the pace of credit and output recovery in many countries. The political turmoil in the MENA region reveals deep-seated frustrations and a sense of political, social, and economic exclusion, especially among the youth. The relatively weak growth performance reflects a combination of insufficient reforms and weak reform implementation, including financial sector reforms. The structural weaknesses of financial sectors imply that access to finance may remain restricted even with a full recovery of credit activity. Therefore, the region s countries face an ambitious reform agenda to revert two decades of relatively poor performance of output and employment growth. Financial development should be a central component of the region s growth agenda. This study reviews the region s financial systems, the severity of the limitations on access to finance, and the main factors behind such limitations. It goes on to provide a road map for expanding access and preserving financial stability.
Author |
: International Monetary Fund. Monetary and Capital Markets Department |
Publisher |
: International Monetary Fund |
Total Pages |
: 94 |
Release |
: 2012-04-18 |
ISBN-10 |
: 9781616352479 |
ISBN-13 |
: 1616352477 |
Rating |
: 4/5 (79 Downloads) |
Synopsis Global Financial Stability Report, April 2012 by : International Monetary Fund. Monetary and Capital Markets Department
The April 2012 Global Financial Stability Report assesses changes in risks to financial stability over the past six months, focusing on sovereign vulnerabilities, risks stemming from private sector deleveraging, and assessing the continued resilience of emerging markets. The report probes the implications of recent reforms in the financial system for market perception of safe assets, and investigates the growing public and private costs of increased longevity risk from aging populations.
Author |
: Indranarain Ramlall |
Publisher |
: Emerald Group Publishing |
Total Pages |
: 131 |
Release |
: 2018-12-14 |
ISBN-10 |
: 9781787568471 |
ISBN-13 |
: 1787568474 |
Rating |
: 4/5 (71 Downloads) |
Synopsis Tools and Techniques for Financial Stability Analysis by : Indranarain Ramlall
Tools and Techniques for Financial Stability Analysis explores all key aspects of analytical tools and challenges for sound financial stability assessments. Comprehensive coverage is given to value at risk, stress testing, graphical tools for financial stability, the financial system stress index, as well as ratios and metrics.
Author |
: International Monetary Fund. Monetary and Financial Systems Dept. |
Publisher |
: International Monetary Fund |
Total Pages |
: 139 |
Release |
: 2017-10-11 |
ISBN-10 |
: 9781484308394 |
ISBN-13 |
: 1484308395 |
Rating |
: 4/5 (94 Downloads) |
Synopsis Global Financial Stability Report, October 2017 by : International Monetary Fund. Monetary and Financial Systems Dept.
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 growth. It also includes a chapter that examines the short- and medium-term implications for economic growth and financial stability of the past decades’ rise in household debt. It documents large differences in household debt-to-GDP ratios across countries but a common increasing trajectory that was moderated but not reversed by the global financial crisis. Another chapter develops a new macroeconomic measure of financial stability by linking financial conditions to the probability distribution of future GDP growth and applies it to a set of 20 major advanced and emerging market economies. The chapter shows that changes in financial conditions shift the whole distribution of future GDP growth.
Author |
: International Monetary Fund. Monetary and Capital Markets Department |
Publisher |
: International Monetary Fund |
Total Pages |
: 109 |
Release |
: 2019-10-16 |
ISBN-10 |
: 9781498324021 |
ISBN-13 |
: 1498324029 |
Rating |
: 4/5 (21 Downloads) |
Synopsis Global Financial Stability Report, October 2019 by : International Monetary Fund. Monetary and Capital Markets Department
The October 2019 Global Financial Stability Report (GFSR) identifies the current key vulnerabilities in the global financial system as the rise in corporate debt burdens, increasing holdings of riskier and more illiquid assets by institutional investors, and growing reliance on external borrowing by emerging and frontier market economies. The report proposes that policymakers mitigate these risks through stricter supervisory and macroprudential oversight of firms, strengthened oversight and disclosure for institutional investors, and the implementation of prudent sovereign debt management practices and frameworks for emerging and frontier market economies.