Managing non-core liabilities and leverage of the banking system : a building block for macroprudential policy making in Korea /
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| Author / Creator: | Alichi, Ali, author. |
|---|---|
| Imprint: | [Washington, D.C.] : International Monetary Fund, ©2012. |
| Description: | 1 online resource (20 pages) : illustrations |
| Language: | English |
| Series: | IMF working paper ; WP/12/27 IMF working paper ; WP/12/27. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12499987 |
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| 050 | 4 | |a HD61 |b .A45 2012eb | |
| 050 | 4 | |a HG3881.5.I58 |b W67 No. 12/27eb | |
| 100 | 1 | |a Alichi, Ali, |e author. |0 http://id.loc.gov/authorities/names/no2008094019 | |
| 245 | 1 | 0 | |a Managing non-core liabilities and leverage of the banking system : |b a building block for macroprudential policy making in Korea / |c Ali Alichi, Sang Chul Ryoo, and Cheol Hong. |
| 260 | |a [Washington, D.C.] : |b International Monetary Fund, |c ©2012. | ||
| 300 | |a 1 online resource (20 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF working paper ; |v WP/12/27 | |
| 500 | |a At head of title: Asia and Pacific Department. | ||
| 500 | |a Title from PDF title page (IMF Web site, viewed January 25, 2012). | ||
| 500 | |a "January 2012." | ||
| 520 | |a Korea has been active in implementing targeted macroprudential policies to address specific financial stability concerns. In this paper, we develop a conceptual model that could serve as a building block for the broader framework of macroprudential policy making in Korea. It is assumed that the policy maker imposes taxes on key aggregate financial ratios in the banking system to mitigate excessive leverage over the economic cycle. The model is calibrated for Korea. The results illustrate how countercyclical tools, such as simple taxes on key financial ratios, could be incorporated to enrich the broader macroprudential policy framework in the Korean context. | ||
| 504 | |a Includes bibliographical references. | ||
| 505 | 0 | |a Cover; Contents; I. Introduction; II. Banking System's and Macroprudential Policy Maker's Problems; A. Banking System's Problem; B. MPM's Problem; III. Model with Direct Capital Constraint; A. Banking System's Problem; B. MPM's Problem; IV. Simulations; V. Conclusion; Figures; 1. Korea: Macroprudential Model Simulations, 2002-2010; 2. Korea: Simulations versus Actual Data, 2002-2010; 3 Korea: Macroprudential Model Simulations, 2002-2010; Table; 1. Baseline Parameter Values; References. | |
| 650 | 0 | |a Financial risk management |z Korea (South) | |
| 650 | 0 | |a Banks and banking |x State supervision |z Korea (South) | |
| 650 | 0 | |a Business cycles |z Korea (South) | |
| 651 | 0 | |a Korea (South) |x Economic policy. |0 http://id.loc.gov/authorities/subjects/sh85073060 | |
| 650 | 6 | |a Finances |x Gestion du risque |z Corée du Sud. | |
| 650 | 6 | |a Banques |x Contrôle de l'État |z Corée du Sud. | |
| 650 | 6 | |a Cycles économiques |z Corée du Sud. | |
| 651 | 6 | |a Corée du Sud |x Politique économique. | |
| 650 | 7 | |a Banks and banking |x State supervision. |2 fast |0 (OCoLC)fst00826996 | |
| 650 | 7 | |a Business cycles. |2 fast |0 (OCoLC)fst00842457 | |
| 650 | 7 | |a Economic policy. |2 fast |0 (OCoLC)fst00902025 | |
| 650 | 7 | |a Financial risk management. |2 fast |0 (OCoLC)fst01739657 | |
| 651 | 7 | |a Korea (South) |2 fast |0 (OCoLC)fst01206791 | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Ryoo, Sang Chul, |e author. |0 http://id.loc.gov/authorities/names/no2012013245 | |
| 700 | 1 | |a Hong, Cheol, |e author. |0 http://id.loc.gov/authorities/names/no2012013246 | |
| 710 | 2 | |a International Monetary Fund. |b Asia and Pacific Department, |e issuing body. |0 http://id.loc.gov/authorities/names/no97006778 | |
| 776 | 0 | 8 | |i Print version: |a Alichi, Ali. |t Managing Non-core Liabilities and Leverage of the Banking System: A Building Block for Macroprudential Policy Making in Korea. |d Washington : International Monetary Fund, ©2012 |z 9781463932541 |
| 830 | 0 | |a IMF working paper ; |v WP/12/27. |0 http://id.loc.gov/authorities/names/no89010263 | |
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/journals/001/2012/027/001.2012.issue-027-en.xml |y INTERNATIONAL MONETARY FUND |
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