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. |
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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 |
Table of Contents:
- 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.