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Capital Account Liberalization and Risk Management in India

Sy, Amadou N. R. - International Monetary Fund (IMF) - 2007

This paper takes a closer look at the prudential and regulatory measures needed to prepare India's financial system to manage the risks arising from fuller capital account convertibility (FCAC). The paper contributes to the debate on FCAC in two ways. First, it reviews the potential and existing...

Persistent link: https://www.econbiz.de/10005604788

Exchange Rate Risk Measurement and Management; Issues and Approaches for Firms

Papaioannou, Michael G. - International Monetary Fund (IMF) - 2006

passive versus active hedging. In addition, it outlines a set of widely accepted best practices in managing currency risk and … presents some of the main hedging instruments in the OTC and exchange-traded markets. The paper also provides some data on the … use of financial derivatives instruments, and hedging practices by U.S. firms. …

Persistent link: https://www.econbiz.de/10005825991

Commodities and the Market Price of Risk

Roache, Shaun K. - International Monetary Fund (IMF) - 2008

Commodities are back following a stellar run of price performance, attracting financial investor attention. What are the fundamental reasons to hold commodities? One reason is the exposure offered to underlying risk factors. In this paper, I assess the macro risk exposure offered by commodity...

Persistent link: https://www.econbiz.de/10005826345

A Framework for the Surveillance of Derivative Activities

Gutierrez, Eva - International Monetary Fund (IMF) - 2005

This paper proposes a framework for the surveillance of financial institutions' derivatives activities. The designed framework builds on information likely to be collected by financial market regulators for supervisory purposes, and/or information collected by market participants for the purpose...

Persistent link: https://www.econbiz.de/10005263815

Managing Public Debt and its Financial Stability Implications

Das, Udaibir S.; Surti, Jay; Ahmed, Faisal; … - International Monetary Fund (IMF) - 2010

This paper explores the relationship between the level and management of public debt and financial stability, and explains the channels through which the two are interlinked. It suggests that the broader implications of a debt management strategy and its implementation should be carefully...

Persistent link: https://www.econbiz.de/10008777022

Emerging Issues in Banking Regulation

Sharma, Sunil; Chami, Ralph; Khan, Mohsin S. - International Monetary Fund (IMF) - 2003

The paper provides an overview of the profound and rapid changes in banking brought about by technology and …

Persistent link: https://www.econbiz.de/10005768980

Liquidity and Transparency in Bank Risk Management

Ratnovski, Lev - International Monetary Fund (IMF) - 2013

Banks may be unable to refinance short-term liabilities in case of solvency concerns. To manage this risk, banks can accumulate a buffer of liquid assets, or strengthen transparency to communicate solvency. While a liquidity buffer provides complete insurance against small shocks, transparency...

Persistent link: https://www.econbiz.de/10010790317

Making Banks Safer; Can Volcker and Vickers Do it?

Chow, Julian T. S.; Surti, Jay - International Monetary Fund (IMF) - 2011

-important-to-fail problem. It is argued that while the more radical of these proposals such as narrow utility banking do not adequately address …

Persistent link: https://www.econbiz.de/10009369435

Capital Requirements for Over-the-Counter Derivatives Central Counterparties

Lin, Li; Surti, Jay - International Monetary Fund (IMF) - 2013

The central counterparties dominating the market for the clearing of over-the-counter interest rate and credit derivatives are globally systemic. Employing methodologies similar to the calculation of banksâ€™ capital requirements against trading book exposures, this paper assesses the...

Persistent link: https://www.econbiz.de/10011142162

Fixing the Fixings; What Road to a More Representative Money Market Benchmark?

Brousseau, V.; Chailloux, Alexandre; Durré, A. - International Monetary Fund (IMF) - 2013

Interest rate derivatives on major currencies, with notional outstanding amounts adding up to hundreds of trillions, are mostly indexed on Libor and Euribor benchmarks, as are hundreds of billions in loans to enterprises, mortgages and other retail loans to the real economy. Yet, the prevailing...

Persistent link: https://www.econbiz.de/10011242252