Systemic Risk Monitoring ("SysMo") toolkit -- a user guide /:
There has recently been a proliferation of new quantitative tools as part of various initiatives to improve the monitoring of systemic risk. The "SysMo" project takes stock of the current toolkit used at the IMF for this purpose. It offers detailed and practical guidance on the use of curr...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
International Monetary Fund,
2013.
|
| Schriftenreihe: | IMF Working Papers ;
Working Paper no. 13/168. |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | There has recently been a proliferation of new quantitative tools as part of various initiatives to improve the monitoring of systemic risk. The "SysMo" project takes stock of the current toolkit used at the IMF for this purpose. It offers detailed and practical guidance on the use of current systemic risk monitoring tools on the basis of six key questions policymakers are likely to ask. It provides "how-to" guidance to select and interpret monitoring tools; a continuously updated inventory of key categories of tools ("Tools Binder"); and suggestions on how to operationalize systemic risk monitoring, including through a systemic risk "Dashboard." In doing so, the project cuts across various country-specific circumstances and makes a preliminary assessment of the adequacy and limitations of the current toolkit. |
| Beschreibung: | 1 online resource. |
| Bibliographie: | Includes bibliographical references. |
| ISBN: | 1299804098 9781299804098 9781484349281 1484349288 |
| ISSN: | 2227-8885 ; |
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| 245 | 1 | 0 | |a Systemic Risk Monitoring ("SysMo") toolkit -- a user guide / |c Nicolas Blancher, Srobona Mitra, Hanan Morsy, Akira Otani, Tiago Severo, and Laura Valderrama. |
| 260 | |b International Monetary Fund, |c 2013. | ||
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| 490 | 1 | |a IMF Working Papers, |x 2227-8885 ; |v Working Paper No. 13/168 | |
| 588 | 0 | |a Print version record. | |
| 520 | 3 | |a There has recently been a proliferation of new quantitative tools as part of various initiatives to improve the monitoring of systemic risk. The "SysMo" project takes stock of the current toolkit used at the IMF for this purpose. It offers detailed and practical guidance on the use of current systemic risk monitoring tools on the basis of six key questions policymakers are likely to ask. It provides "how-to" guidance to select and interpret monitoring tools; a continuously updated inventory of key categories of tools ("Tools Binder"); and suggestions on how to operationalize systemic risk monitoring, including through a systemic risk "Dashboard." In doing so, the project cuts across various country-specific circumstances and makes a preliminary assessment of the adequacy and limitations of the current toolkit. | |
| 504 | |a Includes bibliographical references. | ||
| 505 | 0 | |a Cover; Contents; Glossary; B; C; D; E; F; G; J; K; L; M; O; P; S; V; I. Introduction; II. Approaching Systemic Risk; A. What is Systemic Risk?; B. Key Features of the Toolkit; III. Mapping Tools to the Territory-A Practical Approach; A. Financial institutions: Is Excessive Risk Building Up in Financial Institutions?; B. Asset Prices: Are Asset Prices Growing Too Fast?; C. Sovereign Risk: How Much is Sovereign Risk a Source of Systemic Risk?; D. Broader Economy: What are the Amplification Channels among Sectors and through the Domestic Economy? | |
| 505 | 8 | |a E. Cross-Border Linkages: What are the Amplification Channels through Cross-Border Spillovers?F. Crisis Risks: What is the Probability of a Systemic Crisis?; IV. Sample Country Case Study; V. Key Findings and Operational Implications; Referrences; Table; 1. Characteristics of Different Systemic Risk Monitoring tools-A Summary; Figures; 1. Structure of the Guide; 2. Buildup of Systemic Risk: Sources and Channels; 3. Unwinding of Systemic Risk: Sources and Channels; 4. Systemic Risk Dashboard for a Fictitious Country X at end-2007; Appendix: Tools Binder; Contents. | |
| 505 | 8 | |a I. Conditional Value-At-Risk (CoVaR)II. Joint Distress Indicators; III. Returns Spillovers; IV. Distress Spillovers; V. Market-Based Probability of Default; VI. Debt Sustainability Analysis (DSA); VII. Indicators of Fiscal Stress; VIII. Sovereign Funding Shock Scenarios; IX. Asset Price Models; X. Balance Sheet Approach; XI. Systemic CCA; XII. Cross-Border Interconnectedness; XIII. Cross-border Network Contagion; XIV. Systemic Liquidity Risk Indicator; XV. Regime-Switching Volatility Model; XVI. Financial Soundness Indicators (FSIs); XVII. Bank Health Assessment Tool (HEAT). | |
| 505 | 8 | |a XVIII. Thresholds ModelXIX. Macro Stress Tests; XX. GDP at Risk; XXI. Credit to GDP-Based Crisis Prediction Model; XXII. Crisis Prediction Models; XXIII. DSGE Model. | |
| 650 | 0 | |a Financial risk management. |0 http://id.loc.gov/authorities/subjects/sh2005007073 | |
| 650 | 0 | |a Macroeconomics. |0 http://id.loc.gov/authorities/subjects/sh85079443 | |
| 650 | 6 | |a Finances |x Gestion du risque. | |
| 650 | 6 | |a Macroéconomie. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
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| 650 | 7 | |a Banking. |2 imf | |
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| 651 | 7 | |a Ireland. |2 imf | |
| 651 | 7 | |a Japan. |2 imf | |
| 651 | 7 | |a Korea, Republic of. |2 imf | |
| 651 | 7 | |a Spain. |2 imf | |
| 651 | 7 | |a United States. |2 imf | |
| 758 | |i has work: |a Systemic Risk Monitoring ("SysMo") toolkit -- a user guide (Text) |1 https://id.oclc.org/worldcat/entity/E39PCYvvP9DpybfMT3VPkKFT3P |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
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| author | Blancher, Nicolas R. |
| author_facet | Blancher, Nicolas R. |
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| contents | Cover; Contents; Glossary; B; C; D; E; F; G; J; K; L; M; O; P; S; V; I. Introduction; II. Approaching Systemic Risk; A. What is Systemic Risk?; B. Key Features of the Toolkit; III. Mapping Tools to the Territory-A Practical Approach; A. Financial institutions: Is Excessive Risk Building Up in Financial Institutions?; B. Asset Prices: Are Asset Prices Growing Too Fast?; C. Sovereign Risk: How Much is Sovereign Risk a Source of Systemic Risk?; D. Broader Economy: What are the Amplification Channels among Sectors and through the Domestic Economy? E. Cross-Border Linkages: What are the Amplification Channels through Cross-Border Spillovers?F. Crisis Risks: What is the Probability of a Systemic Crisis?; IV. Sample Country Case Study; V. Key Findings and Operational Implications; Referrences; Table; 1. Characteristics of Different Systemic Risk Monitoring tools-A Summary; Figures; 1. Structure of the Guide; 2. Buildup of Systemic Risk: Sources and Channels; 3. Unwinding of Systemic Risk: Sources and Channels; 4. Systemic Risk Dashboard for a Fictitious Country X at end-2007; Appendix: Tools Binder; Contents. I. Conditional Value-At-Risk (CoVaR)II. Joint Distress Indicators; III. Returns Spillovers; IV. Distress Spillovers; V. Market-Based Probability of Default; VI. Debt Sustainability Analysis (DSA); VII. Indicators of Fiscal Stress; VIII. Sovereign Funding Shock Scenarios; IX. Asset Price Models; X. Balance Sheet Approach; XI. Systemic CCA; XII. Cross-Border Interconnectedness; XIII. Cross-border Network Contagion; XIV. Systemic Liquidity Risk Indicator; XV. Regime-Switching Volatility Model; XVI. Financial Soundness Indicators (FSIs); XVII. Bank Health Assessment Tool (HEAT). XVIII. Thresholds ModelXIX. Macro Stress Tests; XX. GDP at Risk; XXI. Credit to GDP-Based Crisis Prediction Model; XXII. Crisis Prediction Models; XXIII. DSGE Model. |
| ctrlnum | (OCoLC)856625996 |
| dewey-full | 332.1/52 |
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| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.1/52 |
| dewey-search | 332.1/52 |
| dewey-sort | 3332.1 252 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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"><subfield code="a">MAIN</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Blancher, Nicolas R.</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Systemic Risk Monitoring ("SysMo") toolkit -- a user guide /</subfield><subfield code="c">Nicolas Blancher, Srobona Mitra, Hanan Morsy, Akira Otani, Tiago Severo, and Laura Valderrama.</subfield></datafield><datafield tag="260" ind1=" " ind2=" "><subfield code="b">International Monetary Fund,</subfield><subfield code="c">2013.</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" 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The "SysMo" project takes stock of the current toolkit used at the IMF for this purpose. It offers detailed and practical guidance on the use of current systemic risk monitoring tools on the basis of six key questions policymakers are likely to ask. It provides "how-to" guidance to select and interpret monitoring tools; a continuously updated inventory of key categories of tools ("Tools Binder"); and suggestions on how to operationalize systemic risk monitoring, including through a systemic risk "Dashboard." In doing so, the project cuts across various country-specific circumstances and makes a preliminary assessment of the adequacy and limitations of the current toolkit.</subfield></datafield><datafield tag="504" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references.</subfield></datafield><datafield tag="505" ind1="0" ind2=" "><subfield code="a">Cover; Contents; Glossary; B; C; D; E; F; G; J; K; L; M; O; P; S; V; I. Introduction; II. Approaching Systemic Risk; A. 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| geographic | Ireland. imf Japan. imf Korea, Republic of. imf Spain. imf United States. imf |
| geographic_facet | Ireland. Japan. Korea, Republic of. Spain. United States. |
| id | ZDB-4-EBA-ocn856625996 |
| illustrated | Not Illustrated |
| indexdate | 2024-11-27T13:25:30Z |
| institution | BVB |
| isbn | 1299804098 9781299804098 9781484349281 1484349288 |
| issn | 2227-8885 ; |
| language | English |
| oclc_num | 856625996 |
| open_access_boolean | |
| owner | MAIN DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-863 DE-BY-FWS |
| physical | 1 online resource. |
| psigel | ZDB-4-EBA |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | International Monetary Fund, |
| record_format | marc |
| series | IMF Working Papers ; |
| series2 | IMF Working Papers, |
| spelling | Blancher, Nicolas R. Systemic Risk Monitoring ("SysMo") toolkit -- a user guide / Nicolas Blancher, Srobona Mitra, Hanan Morsy, Akira Otani, Tiago Severo, and Laura Valderrama. International Monetary Fund, 2013. 1 online resource. text txt rdacontent computer c rdamedia online resource cr rdacarrier IMF Working Papers, 2227-8885 ; Working Paper No. 13/168 Print version record. There has recently been a proliferation of new quantitative tools as part of various initiatives to improve the monitoring of systemic risk. The "SysMo" project takes stock of the current toolkit used at the IMF for this purpose. It offers detailed and practical guidance on the use of current systemic risk monitoring tools on the basis of six key questions policymakers are likely to ask. It provides "how-to" guidance to select and interpret monitoring tools; a continuously updated inventory of key categories of tools ("Tools Binder"); and suggestions on how to operationalize systemic risk monitoring, including through a systemic risk "Dashboard." In doing so, the project cuts across various country-specific circumstances and makes a preliminary assessment of the adequacy and limitations of the current toolkit. Includes bibliographical references. Cover; Contents; Glossary; B; C; D; E; F; G; J; K; L; M; O; P; S; V; I. Introduction; II. Approaching Systemic Risk; A. What is Systemic Risk?; B. Key Features of the Toolkit; III. Mapping Tools to the Territory-A Practical Approach; A. Financial institutions: Is Excessive Risk Building Up in Financial Institutions?; B. Asset Prices: Are Asset Prices Growing Too Fast?; C. Sovereign Risk: How Much is Sovereign Risk a Source of Systemic Risk?; D. Broader Economy: What are the Amplification Channels among Sectors and through the Domestic Economy? E. Cross-Border Linkages: What are the Amplification Channels through Cross-Border Spillovers?F. Crisis Risks: What is the Probability of a Systemic Crisis?; IV. Sample Country Case Study; V. Key Findings and Operational Implications; Referrences; Table; 1. Characteristics of Different Systemic Risk Monitoring tools-A Summary; Figures; 1. Structure of the Guide; 2. Buildup of Systemic Risk: Sources and Channels; 3. Unwinding of Systemic Risk: Sources and Channels; 4. Systemic Risk Dashboard for a Fictitious Country X at end-2007; Appendix: Tools Binder; Contents. I. Conditional Value-At-Risk (CoVaR)II. Joint Distress Indicators; III. Returns Spillovers; IV. Distress Spillovers; V. Market-Based Probability of Default; VI. Debt Sustainability Analysis (DSA); VII. Indicators of Fiscal Stress; VIII. Sovereign Funding Shock Scenarios; IX. Asset Price Models; X. Balance Sheet Approach; XI. Systemic CCA; XII. Cross-Border Interconnectedness; XIII. Cross-border Network Contagion; XIV. Systemic Liquidity Risk Indicator; XV. Regime-Switching Volatility Model; XVI. Financial Soundness Indicators (FSIs); XVII. Bank Health Assessment Tool (HEAT). XVIII. Thresholds ModelXIX. Macro Stress Tests; XX. GDP at Risk; XXI. Credit to GDP-Based Crisis Prediction Model; XXII. Crisis Prediction Models; XXIII. DSGE Model. Financial risk management. http://id.loc.gov/authorities/subjects/sh2005007073 Macroeconomics. http://id.loc.gov/authorities/subjects/sh85079443 Finances Gestion du risque. Macroéconomie. BUSINESS & ECONOMICS Finance. bisacsh Financial risk management fast Macroeconomics fast Banking Crisis. imf Banking Sector. imf Banking System. imf Banking. imf Model Construction and Estimation. imf Other. imf Ireland. imf Japan. imf Korea, Republic of. imf Spain. imf United States. imf has work: Systemic Risk Monitoring ("SysMo") toolkit -- a user guide (Text) https://id.oclc.org/worldcat/entity/E39PCYvvP9DpybfMT3VPkKFT3P https://id.oclc.org/worldcat/ontology/hasWork Print version: 9781299804098 IMF Working Papers ; Working Paper no. 13/168. FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1256064 Volltext |
| spellingShingle | Blancher, Nicolas R. Systemic Risk Monitoring ("SysMo") toolkit -- a user guide / IMF Working Papers ; Cover; Contents; Glossary; B; C; D; E; F; G; J; K; L; M; O; P; S; V; I. Introduction; II. Approaching Systemic Risk; A. What is Systemic Risk?; B. Key Features of the Toolkit; III. Mapping Tools to the Territory-A Practical Approach; A. Financial institutions: Is Excessive Risk Building Up in Financial Institutions?; B. Asset Prices: Are Asset Prices Growing Too Fast?; C. Sovereign Risk: How Much is Sovereign Risk a Source of Systemic Risk?; D. Broader Economy: What are the Amplification Channels among Sectors and through the Domestic Economy? E. Cross-Border Linkages: What are the Amplification Channels through Cross-Border Spillovers?F. Crisis Risks: What is the Probability of a Systemic Crisis?; IV. Sample Country Case Study; V. Key Findings and Operational Implications; Referrences; Table; 1. Characteristics of Different Systemic Risk Monitoring tools-A Summary; Figures; 1. Structure of the Guide; 2. Buildup of Systemic Risk: Sources and Channels; 3. Unwinding of Systemic Risk: Sources and Channels; 4. Systemic Risk Dashboard for a Fictitious Country X at end-2007; Appendix: Tools Binder; Contents. I. Conditional Value-At-Risk (CoVaR)II. Joint Distress Indicators; III. Returns Spillovers; IV. Distress Spillovers; V. Market-Based Probability of Default; VI. Debt Sustainability Analysis (DSA); VII. Indicators of Fiscal Stress; VIII. Sovereign Funding Shock Scenarios; IX. Asset Price Models; X. Balance Sheet Approach; XI. Systemic CCA; XII. Cross-Border Interconnectedness; XIII. Cross-border Network Contagion; XIV. Systemic Liquidity Risk Indicator; XV. Regime-Switching Volatility Model; XVI. Financial Soundness Indicators (FSIs); XVII. Bank Health Assessment Tool (HEAT). XVIII. Thresholds ModelXIX. Macro Stress Tests; XX. GDP at Risk; XXI. Credit to GDP-Based Crisis Prediction Model; XXII. Crisis Prediction Models; XXIII. DSGE Model. Financial risk management. http://id.loc.gov/authorities/subjects/sh2005007073 Macroeconomics. http://id.loc.gov/authorities/subjects/sh85079443 Finances Gestion du risque. Macroéconomie. BUSINESS & ECONOMICS Finance. bisacsh Financial risk management fast Macroeconomics fast Banking Crisis. imf Banking Sector. imf Banking System. imf Banking. imf Model Construction and Estimation. imf Other. imf |
| subject_GND | http://id.loc.gov/authorities/subjects/sh2005007073 http://id.loc.gov/authorities/subjects/sh85079443 |
| title | Systemic Risk Monitoring ("SysMo") toolkit -- a user guide / |
| title_auth | Systemic Risk Monitoring ("SysMo") toolkit -- a user guide / |
| title_exact_search | Systemic Risk Monitoring ("SysMo") toolkit -- a user guide / |
| title_full | Systemic Risk Monitoring ("SysMo") toolkit -- a user guide / Nicolas Blancher, Srobona Mitra, Hanan Morsy, Akira Otani, Tiago Severo, and Laura Valderrama. |
| title_fullStr | Systemic Risk Monitoring ("SysMo") toolkit -- a user guide / Nicolas Blancher, Srobona Mitra, Hanan Morsy, Akira Otani, Tiago Severo, and Laura Valderrama. |
| title_full_unstemmed | Systemic Risk Monitoring ("SysMo") toolkit -- a user guide / Nicolas Blancher, Srobona Mitra, Hanan Morsy, Akira Otani, Tiago Severo, and Laura Valderrama. |
| title_short | Systemic Risk Monitoring ("SysMo") toolkit -- a user guide / |
| title_sort | systemic risk monitoring sysmo toolkit a user guide |
| topic | Financial risk management. http://id.loc.gov/authorities/subjects/sh2005007073 Macroeconomics. http://id.loc.gov/authorities/subjects/sh85079443 Finances Gestion du risque. Macroéconomie. BUSINESS & ECONOMICS Finance. bisacsh Financial risk management fast Macroeconomics fast Banking Crisis. imf Banking Sector. imf Banking System. imf Banking. imf Model Construction and Estimation. imf Other. imf |
| topic_facet | Financial risk management. Macroeconomics. Finances Gestion du risque. Macroéconomie. BUSINESS & ECONOMICS Finance. Financial risk management Macroeconomics Banking Crisis. Banking Sector. Banking System. Banking. Model Construction and Estimation. Other. Ireland. Japan. Korea, Republic of. Spain. United States. |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1256064 |
| work_keys_str_mv | AT blanchernicolasr systemicriskmonitoringsysmotoolkitauserguide |