Verfügbarkeit: Exchange-Rate-Based Stabilization

Exchange-Rate-Based Stabilization: A Model of Financial Fragility

Interactions between banks and open capital account are investigated as rationalizations for empirical regularities characterizing disinflation programs anchored by the exchange rate. The financial system is characterized by bank dominance and lending externality - banks do not internalize the effec...

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1. Verfasser:	Sobolev, Yuri Vladimirovich (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2000
Schriftenreihe:	IMF Working Papers Working Paper No. 00/122
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Zusammenfassung:	Interactions between banks and open capital account are investigated as rationalizations for empirical regularities characterizing disinflation programs anchored by the exchange rate. The financial system is characterized by bank dominance and lending externality - banks do not internalize the effect of their lending on other banks' information about potential borrowers. Model dynamics simulation shows that remonetization in the wake of disinflation increases loanable funds supply and translates into bank credit expansion financed by capital inflows. A credit-driven boom results, accompanied by overvaluation and current account deficits generating financial fragilities and vulnerability to a shock that can trigger banking and balance-of-payments crises
Beschreibung:	1 Online-Ressource (36 p)
ISBN:	145185448X 9781451854480

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spelling	Sobolev, Yuri Vladimirovich Verfasser aut Exchange-Rate-Based Stabilization A Model of Financial Fragility Sobolev, Yuri Vladimirovich Washington, D.C International Monetary Fund 2000 1 Online-Ressource (36 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 00/122 Interactions between banks and open capital account are investigated as rationalizations for empirical regularities characterizing disinflation programs anchored by the exchange rate. The financial system is characterized by bank dominance and lending externality - banks do not internalize the effect of their lending on other banks' information about potential borrowers. Model dynamics simulation shows that remonetization in the wake of disinflation increases loanable funds supply and translates into bank credit expansion financed by capital inflows. A credit-driven boom results, accompanied by overvaluation and current account deficits generating financial fragilities and vulnerability to a shock that can trigger banking and balance-of-payments crises Online-Ausg http://elibrary.imf.org/view/IMF001/02215-9781451854480/02215-9781451854480/02215-9781451854480.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Sobolev, Yuri Vladimirovich Exchange-Rate-Based Stabilization A Model of Financial Fragility
title	Exchange-Rate-Based Stabilization A Model of Financial Fragility
title_auth	Exchange-Rate-Based Stabilization A Model of Financial Fragility
title_exact_search	Exchange-Rate-Based Stabilization A Model of Financial Fragility
title_exact_search_txtP	Exchange-Rate-Based Stabilization A Model of Financial Fragility
title_full	Exchange-Rate-Based Stabilization A Model of Financial Fragility Sobolev, Yuri Vladimirovich
title_fullStr	Exchange-Rate-Based Stabilization A Model of Financial Fragility Sobolev, Yuri Vladimirovich
title_full_unstemmed	Exchange-Rate-Based Stabilization A Model of Financial Fragility Sobolev, Yuri Vladimirovich
title_short	Exchange-Rate-Based Stabilization
title_sort	exchange rate based stabilization a model of financial fragility
title_sub	A Model of Financial Fragility
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