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Year of publication
Subject
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financial derivative 18 derivative 15 financial markets 14 money market 14 financial derivatives 13 bonds 12 Financial derivative 11 bond 11 financial institutions 11 financial market 11 financial system 11 Finanzderivat 9 financial stability 9 government bonds 9 hedge 9 hedging 9 stock market 9 portfolio investment 8 present value 8 stock exchange 8 asset markets 7 financial assets 7 hedges 7 interest rate risk 7 international financial markets 7 international reserves 7 Financial sector 6 cash flows 6 central bank 6 debt stock 6 derivative instruments 6 financial statements 6 moral hazard 6 nominal interest rate 6 bond market 5 cash flow 5 corporate bonds 5 currency risk 5 debt service 5 deposit insurance 5
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Online availability
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Free 18 Undetermined 2
Type of publication
All
Book / Working Paper 26 Article 3
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2
Language
All
English 16 Undetermined 12 Czech 1
Author
All
Aslam, Bilal 1 Barkbu, Bergljot 1 Bell, Peter Newton 1 Chattopadhyay, Arup Kumar 1 Chen, Jiaqian 1 Imam, Patrick A. 1 Jobst, Andreas 1 Joisce, John 1 Mathisen, Johan 1 Morales, Armando Méndez 1 Nandy, Suparna 1 Ong, Li L. 1 Pellechio, Anthony J. 1 Peter N, Bell 1 Sgherri, Silvia 1 Sole, Juan 1 Wright, Chris 1 Zhang, Changyong 1 Zmeškal, Zdenìk 1 Zoli, Edda 1 Čeponytė, Zita 1
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Institution
All
International Monetary Fund (IMF) 15 International Monetary Fund 8 European Securities and Markets Authority 6 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 European Banking Authority 1
Published in...
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IMF Working Papers 7 IMF Staff Country Reports 6 IMF Occasional Papers 2 MPRA Paper 2 Czech Journal of Economics and Finance (Finance a uver) 1 European Parliament - Note 1 European Securities and Markets Authority - ESMA questions and answers 1 INFOR : information systems and operational research 1 Paradigm : the journal of Institute of Management Technology 1
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Source
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RePEc 18 ArchiDok 9 ECONIS (ZBW) 2
Showing 1 - 29 of 29
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A strengthened solution to option manipulation
Aslam, Bilal; Zhang, Changyong - In: INFOR : information systems and operational research 60 (2022) 3, pp. 407-427
Thanks to the reduced price and less exposition to sudden crashes or price hikes, the Asian option is among the most favorable hedging instruments that are hard to be manipulated, in both the commodity market and executive compensation plan. Since the creation of the option, the main focus has...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013410732
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Design of Financial Derivatives: Statistical Power does not Ensure Risk Management Power
Bell, Peter Newton - Volkswirtschaftliche Fakultät, … - 2014
This paper presents a modelling framework for analysis of financial derivatives. The framework analyzes the derivative from the perspective of a producer who has uncertain quantity of production. Quantity has a statistical relationship to an index number, or risk factor, and the producer can buy...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011110374
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Optimal Use of Put Options in a Stock Portfolio
Peter N, Bell - Volkswirtschaftliche Fakultät, … - 2014
In this paper I consider a portfolio optimization problem where an agent holds an endowment of stock and is allowed to buy some quantity of a put option on the stock. This basic question (how much insurance to buy?) has been addressed in insurance economics through the literature on rational...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011114281
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Operative Principles of Islamic Derivatives; Towards a Coherent Theory
Sole, Juan; Jobst, Andreas - International Monetary Fund (IMF) - 2012
Derivatives are few and far between in countries where the compatibility of financial transactions with Islamic law requires the development of shari'ah-compliant structures. Islamic finance is governed by the shari'ah, which bans speculation and gambling, and stipulates that income must be...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009654161
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Mexico; Staff Report for the 2012 Article IV Consultation
International Monetary Fund (IMF); International … - 2012
The IMF staff report on Mexico’s financial policies has been satisfactory; these policies have been said to act as a buffer against risks that erupted during the global economic crisis. Mexico has been identified as a prudent and fairly well-managed economy. However, the issues that would...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011242784
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Causes of Asset Shortages in Emerging Markets
Chen, Jiaqian; Imam, Patrick A. - International Monetary Fund (IMF) - 2011
We first illustrate that emerging markets (EMs) face a shortage of financial assets, with financial assets not growing as rapidly as domestic savings. We then estimate the asset shortage in EMs for 1995-2008. We develop a model that explains how asset shortage develop, and then econometrically...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009147327
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People's Republic of China; Financial System Stability Assessment
International Monetary Fund (IMF); International … - 2011
This report discusses the IMF/World Bank Financial Sector Assessment Program (FSAP) exercise for China undertaken during June–December 2010. The assessment concluded that reforms in China have progressed well in moving toward a more commercially oriented financial system. Despite success...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011243609
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FX Swaps; Implications for Financial and Economic Stability
Ong, Li L.; Barkbu, Bergljot - International Monetary Fund (IMF) - 2010
The proliferation of foreign exchange (FX) swaps as a source of funding and as a hedging tool has focused attention on the role of the FX swap market in the recent crisis. The turbulence in international money markets spilled over into the FX swap market in the second-half of 2007 and into 2008,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10008519490
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Fiscal Implications of the Global Economic and Financial Crisis
International Monetary Fund (IMF); International … - 2009
The economic and financial crisis is affecting the fiscal accounts of virtually every country. Public sector support for the financial system, fiscal stimulus and the automatic stabilizers, as well as the revenue decline from the downturn in commodity and asset prices, are leading to sharp...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010790494
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Euro Area Sovereign Risk During the Crisis
Zoli, Edda; Sgherri, Silvia - International Monetary Fund (IMF) - 2009
While the use of public resources is critical to cushion the impact of the financial crisis on the euro-area economy, it is key that the entailed fiscal costs not be seen by markets as undermining fiscal sustainability. From this perspective, to what extent do movements in euro area sovereign...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10008559283
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Republic of Estonia; 2008 Article IV Consultation: Staff Report; Staff Statement; Public Information Notice on the Executive Board Discussion; and Statement by the Executive Director for the Republic of Estonia
International Monetary Fund (IMF); International … - 2009
This 2008 Article IV Consultation highlights that the economy of Estonia is now experiencing its most severe recession since the early 1990s. The financial sector has withstood the global financial turbulence well so far, but risks remain significant. Executive Directors have commended the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011243499
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Euro Area Policies; 2009 Article IV Consultation: Staff Report; Public Information Notice on the Executive Board Discussion; and Statement by the Executive Director for Member Countries
International Monetary Fund (IMF); International … - 2009
This 2009 Article IV Consultation focuses on euro area policies. The euro area remains in recession, with signs of improvement yet to evolve into a recovery. The large drop in financial wealth, an associated increase in private savings, tight financing conditions, and the adjustment of global...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011245769
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ESMA review of CCP colleges under EMIR
European Securities and Markets Authority - 2015
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010480785
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Questions and answers : implementation of the regulation (EU) No 648/2012 on OTC derivatives, central counterparties and trade repositories (EMIR)
European Securities and Markets Authority - 2015
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010516375
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Consultation paper draft regulatory technical standards on the valuation of derivatives pursuant to Article 49(4) of the Bank Recovery and Resolution Directive (BRRD)
European Banking Authority - 2015
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010516446
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Guidelines on the application of the definitions in Sections C6 and C7 of Annex I of Directive 2004/39/EC (MiFID)
European Securities and Markets Authority - 2015
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011287829
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Consultation Paper : Clearing Obligation under EMIR (no. 4)
European Securities and Markets Authority - 2015
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011287830
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Final report : the extension of the scope of interoperability arrangements
2015
First this report details how the concept of interoperability has emerged in the EU and the general EU regulatory framework applicable to it as described mainly in EMIR Articles 51 onwards and in the Guidelines and Recommendations for establishing consistent, efficient and effective assessments...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011291644
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Consultation Paper : Clearing Obligation under EMIR (no. 2)
European Securities and Markets Authority - 2014
With the overarching objective of reducing systemic risk, EMIR introduces the obligation to clear certain classes of OTC derivatives in central clearing houses (CCPs) that have been authorised (European CCPs) or recognised (third-country CCPs) under its framework.Following a first consultation...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010392276
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Discussion paper : calculation of counterparty risk by UCITS for OTC financial derivative transactions subject to clearing obligations
European Securities and Markets Authority - 2014
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010392283
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Impact of introducing different financial derivative instruments in India on its stock market volatility
Nandy, Suparna; Chattopadhyay, Arup Kumar - In: Paradigm : the journal of Institute of Management Technology 18 (2014) 2, pp. 135-153
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011759668
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Republic of Estonia; 2007 Article IV Consultation: Staff Report; Public Information Notice on the Executive Board Discussion; and Statement by the Executive Director for the Republic of Estonia
International Monetary Fund (IMF); International … - 2007
The Republic of Estonia’s 2007 Article IV Consultation reports that surging domestic demand has widened the external current account deficit and pushed the economy against capacity constraints. Wage increases have begun to erode competitiveness and kept inflation above the Maastricht...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011242500
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Using the Balance Sheet Approach in Surveillance; Framework, Data Sources, and Data Availability
Pellechio, Anthony J.; Mathisen, Johan - International Monetary Fund (IMF) - 2006
Recent improvements in statistical methodologies and data availability are facilitating detailed, high-frequency, timely macroeconomic balance sheet analysis. This paper provides practical instruction on how to design the framework to analyze vulnerabilities in a country as well as an overview...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10005605198
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Republic of Estonia; 2004 Article IV Consultation—Staff Report; Public Information Notice on the Executive Board Discussion; and Statement by the Executive Director for the Republic of Estonia
International Monetary Fund (IMF); International … - 2004
This 2004 Article IV Consultation highlights that economic activity has been gathering speed in Estonia. Year-over-year growth accelerated to 6.8 percent in 2004 Q1 from 5.8 percent in 2003 Q1, driven by domestic demand and supported by technology sector exports. Inflation accelerated in the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10005824961
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Hedging Strategies and Financial Risks
Zmeškal, Zdenìk - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 1-2, pp. 50-63
Hedging strategies represent basic instrument used toward eliminating financial risk. Increasing volatility of financial markets and their globalization also lead to higher financial risks. These aspects are especially important for transitional and small open economies. The basic goal of the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10008495620
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Financial Soundness Indicators; Analytical Aspects and Country Practices
International Monetary Fund (IMF); International … - 2002
The financial turmoil of the late 1990s prompted a broad search for tools and techniques for detecting and preventing financial crises, and more recent episodes of instability have high lighted the importance of continuous monitoring of financial systems as a tool for preventing crises. This...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10005590915
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Statistical Treatment of Accrual of Intereston Debt Securities
Wright, Chris; Joisce, John - International Monetary Fund (IMF) - 2001
When new international statistical standards were published in 1993, one of the major changes to the recommended presentation of the system of national accounts and the balance of payments was the adoption of accruals reporting for income and expenditure. However, as countries have begun to...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10005599305
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Monetary Implications of Cross-Border Derivatives for Emerging Economies
Morales, Armando Méndez - International Monetary Fund (IMF) - 2001
This paper surveys concepts, practices and analytical literature to assess benefits and risks for monetary stability of cross-border currency and interest rate derivative operations in calm and turbulent periods, with a view of extracting implications for emerging economies. Monetary authorities...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10005599523
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Briefing Notes on Consumer Financial Education
Čeponytė, Zita - 2008
On the request of the Committee on Internal Market and Consumer Protection five briefing papers have been prepared by a panel of experts to serve as a background to the Public Hearing on Financial Education and to an expert panel discussion on the same topic. Hereunder a summary of the main...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009638590
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