Addressing interconnectedness : concepts and prudential tools /
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| Imprint: | Washington, D.C. : International Monetary Fund, Monetary and Capital Markets Department, 2013. |
|---|---|
| Description: | 1 online resource (58 pages). |
| Language: | English |
| Series: | IMF working paper ; WP13/199 IMF working paper ; WP13/199. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12502146 |
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| 245 | 0 | 0 | |a Addressing interconnectedness : |b concepts and prudential tools / |c Nicolas Arregui [and others]. |
| 260 | |a Washington, D.C. : |b International Monetary Fund, Monetary and Capital Markets Department, |c 2013. | ||
| 300 | |a 1 online resource (58 pages). | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF working paper ; |v WP13/199 | |
| 500 | |a "September 2013." | ||
| 520 | |a "This paper reviews tools used to identify and measure interconnectedness and raises the awareness of policymakers as to potential cross-sectional implications of prudential tools aimed at controlling interconnectedness. The paper examines two sets of tools - developed at the IMF and externally - to identify the implications of interconnectedness in systemic risk and how these tools have been applied in IMF surveillance. The paper then proposes a preliminary framework to analyze some key internationally-agreed-upon and national prudential tools and finds that while many prudential tools are effective in reducing interconnectedness, the interaction among these tools is far less clear cut."--Summary. | ||
| 505 | 0 | |a Cover; Contents; I. Introduction; II. The role of interconnectedness analysis in addressing Systemic Risk; A. Analytical Tools to Assess Interconnectedness and Concentration; Tables; 1. Tools for Network Analysis; Boxes; 1. Use of Interconnectedness Analysis by the IMF; B. Use of Analytical Tools, their Complementary Nature, and Limitations; 2. Main Market-Based Measures Used at the IMF; C. Analysis of Interconnectedness and Policymaking; III. Prudential tools and interconnectedness; A. Cross-Sectional Prudential Tools: A Recent Review. | |
| 505 | 8 | |a 3. Comparison of Some Methodology to Compute Systemic Risk-Based Charges2. Insurance and Interconnectedness; Figures; 1. The G14 and the CCP Global Network; 4. Comparison of the Structural Reform Proposals; 3. The Key Attributes-A Summary; B. Cross-sectional Prudential tools: Assessment of Interactions and Impact; 5. Interaction of Prudential Tools to Deal with Bank Interconnectedness; IV. Policy Considerations and Next Steps; References; Appendixes; I. Data Requirements for Network Analysis; 2. Dense Interconnected Network; II. Network Analysis Tools. | |
| 650 | 0 | |a Banks and banking |x State supervision. |0 http://id.loc.gov/authorities/subjects/sh85011634 | |
| 650 | 0 | |a Banks and banking |x Risk management. | |
| 650 | 0 | |a Bank capital. |0 http://id.loc.gov/authorities/subjects/sh85011559 | |
| 650 | 0 | |a Bank liquidity. |0 http://id.loc.gov/authorities/subjects/sh94001693 | |
| 650 | 0 | |a Financial crises. | |
| 650 | 6 | |a Banques |x Contrôle de l'État. | |
| 650 | 6 | |a Banques |x Capital. | |
| 650 | 6 | |a Banques |x Liquidité. | |
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| 650 | 7 | |a Bank liquidity. |2 fast |0 (OCoLC)fst00826702 | |
| 650 | 7 | |a Banks and banking |x State supervision. |2 fast |0 (OCoLC)fst00826996 | |
| 650 | 7 | |a Financial crises. |2 fast |0 (OCoLC)fst00924607 | |
| 655 | 0 | |a Electronic books. | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Arregui, Nicolás, |e author. |0 http://id.loc.gov/authorities/names/no2013072795 | |
| 710 | 2 | |a International Monetary Fund. |b Monetary and Capital Markets Department, |e issuing body. |0 http://id.loc.gov/authorities/names/no2006113696 | |
| 830 | 0 | |a IMF working paper ; |v WP13/199. |0 http://id.loc.gov/authorities/names/no89010263 | |
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