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Assessing Financial System Vulnerabilities

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  • R. B. Johnston
  • Liliana Schumacher
  • Jingqing Chai
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    Abstract

    Recent financial crises have highlighted the potentially significant macroeconomic costs of financial system instability, and the potential for the instability in the financial system of one country to have broader implications for the stability of financial systems and macroeconomic performance in other countries. This paper reviews the different analytical approaches to assessing vulnerabilities in the financial systems and the benefits and limitations of the different approaches, and suggests enhancements that could help strengthen financial system stability assessments.

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    File URL: http://www.imf.org/external/pubs/cat/longres.aspx?sk=3546
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    Bibliographic Info

    Paper provided by International Monetary Fund in its series IMF Working Papers with number 00/76.

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    Length: 35
    Date of creation: 01 Apr 2000
    Date of revision:
    Handle: RePEc:imf:imfwpa:00/76

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    Postal: International Monetary Fund, Washington, DC USA
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    Related research

    Keywords: Financial systems; Economic models; financial system; financial institutions; incentive structures; deposit insurance; changes in prices; financial sector; moral hazard; financial markets; financial stability; financial intermediaries; derivative; bond; financial market; cash flows; bonds; financial liberalization; interest rate risk; international standards; rational herding; analytical framework; financial instruments; financial resources; derivative products; derivative markets; financial safety net; equity markets; analytical approaches; derivative transactions; asset markets; currency of denomination; stock index; portfolio of bonds; future cash flows; external debt; domestic financial system; partial equilibrium; cash flow; hedge; partial equilibrium analysis; data limitations; fiscal policy; financial intermediation; stock market; financial regulation; data sets; hedge funds; stock exchange; hedging; financial sector reform; financial fragility; present value; stock market index; financial contagion; financial structure; financial derivatives; first-order approximation; equilibrium analysis; information sources; money market; liquid asset; equity capital; financial sector problems; financial economics; data requirements;

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    Cited by:
    1. Marco Arena, 2005. "Bank Failures and Bank Fundamentals: A Comparative Analysis of Latin America and East Asia during the Nineties using Bank-Level Data," Working Papers 05-19, Bank of Canada.
    2. Ashok Vir Bhatia, 2002. "Sovereign Credit Ratings Methodology," IMF Working Papers 02/170, International Monetary Fund.
    3. Udaibir S. Das & Marc Quintyn & Kina Chenard, 2004. "Does Regulatory Governance Matter for Financial System Stability? An Empirical Analysis," IMF Working Papers 04/89, International Monetary Fund.
    4. Brad Setser & Nouriel Roubini & Christian Keller & Mark Allen & Christoph B. Rosenberg, 2002. "A Balance Sheet Approach to Financial Crisis," IMF Working Papers 02/210, International Monetary Fund.
    5. Alexei Kireyev, 2002. "Liberalization of Trade in Financial Services and Financial Sector Stability (Analytical Approach)," IMF Working Papers 02/138, International Monetary Fund.

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