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John Kiff

Personal Details

First Name:John
Middle Name:
Last Name:Kiff
Suffix:
RePEc Short-ID:pki176
http://www.geocities.com/johnkiff/
700 19th Street NW Washington, DC 20431, USA

Affiliation

International Monetary Fund (IMF)

Washington, District of Columbia (United States)
http://www.imf.org/

: (202) 623-7000
(202) 623-4661
700 19th Street, N.W., Washington DC 20431
RePEc:edi:imfffus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. John Kiff & Michael Kisser & Liliana B Schumacher, 2013. "Rating Through-the-Cycle; What does the Concept Imply for Rating Stability and Accuracy?," IMF Working Papers 13/64, International Monetary Fund.
  2. John Kiff & Sylwia Nowak & Liliana B Schumacher, 2012. "Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings," IMF Working Papers 12/23, International Monetary Fund.
  3. John Kiff & Michael Kisser & Mauricio Soto & S. E Oppers, 2012. "The Impact of Longevity Improvements on U.S. Corporate Defined Benefit Pension Plans," IMF Working Papers 12/170, International Monetary Fund.
  4. Kiff, John & Kisser, Michael, 2011. "A Shot at Regulating Securitization," Discussion Papers 2011/7, Norwegian School of Economics, Department of Business and Management Science.
  5. John Kiff & Michael Kisser, 2010. "Asset Securitization and Optimal Retention," IMF Working Papers 10/74, International Monetary Fund.
  6. John Kiff, 2009. "Canadian Residential Mortgage Markets; Boring But Effective?," IMF Working Papers 09/130, International Monetary Fund.
  7. Vladimir Klyuev & John Kiff, 2009. "Foreclosure Mitigation Efforts in the United States; Approaches and Challenges," IMF Staff Position Notes 2009/02, International Monetary Fund.
  8. John Kiff & Jennifer A. Elliott & Elias G. Kazarian & Jodi G. Scarlata & Carolyne Spackman, 2009. "Credit Derivatives; Systemic Risks and Policy Options?," IMF Working Papers 09/254, International Monetary Fund.
  9. Paul S. Mills & John Kiff, 2007. "Money for Nothing and Checks for Free; Recent Developments in U.S. Subprime Mortgage Markets," IMF Working Papers 07/188, International Monetary Fund.
  10. Nicolas R Blancher & François Haas & John Kiff & Oksana Khadarina & Paul S. Mills & Parmeshwar Ramlogan & William Lee & Yoon Sook Kim & Todd Groome & Shinobu Nakagawa, 2006. "The Limits of Market-Based Risk Transfer and Implications for Managing Systemic Risks," IMF Working Papers 06/217, International Monetary Fund.
  11. Ingo Fender & John Kiff, 2004. "CDO rating methodology: Some thoughts on model risk and its implications," BIS Working Papers 163, Bank for International Settlements.

Articles

  1. Michael Kisser & John Kiff & Mauricio Soto, 2017. "Do Managers of U.S. Defined Benefit Pension Plan Sponsors Use Regulatory Freedom Strategically?," Journal of Accounting Research, Wiley Blackwell, vol. 55(5), pages 1213-1255, December.
  2. Kiff, John & Kisser, Michael, 2014. "A shot at regulating securitization," Journal of Financial Stability, Elsevier, vol. 10(C), pages 32-49.
  3. Kiff, J. & Michaud, F L. & Mitchell, J., 2003. "An analytical review of credit risk tranfer instruments," Financial Stability Review, Banque de France, issue 2, pages 106-131, June.
  4. John Kiff & Uri Ron & Shafiq Ebrahim, 2001. "The Federal Government’s Use of Interest Rate Swaps and Currency Swaps," Bank of Canada Review, Bank of Canada, vol. 2000(Winter), pages 23-34.
  5. John Kiff & Ron Morrow, 2000. "Credit Derivatives," Bank of Canada Review, Bank of Canada, vol. 2000(Autumn), pages 3-11.
    RePEc:nbb:fsrart:v:1:y:2003:i:1:p:125-150 is not listed on IDEAS

Chapters

  1. John Kiff, 2013. "Sovereign credit ratings: help or hindrance?," BIS Papers chapters,in: Bank for International Settlements (ed.), Sovereign risk: a world without risk-free assets?, volume 72, pages 34-38 Bank for International Settlements.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. John Kiff & Michael Kisser & Liliana B Schumacher, 2013. "Rating Through-the-Cycle; What does the Concept Imply for Rating Stability and Accuracy?," IMF Working Papers 13/64, International Monetary Fund.

    Cited by:

    1. Tatiana Cesaroni, 2015. "Procyclicality of credit rating systems: how to manage it," Mo.Fi.R. Working Papers 109, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    2. Jurevičienė Daiva & Rauličkis Darius, 2016. "Identification of Indicators’ Applicability to Settle Borrowers’ Probability of Default," Economics and Culture, De Gruyter Open, vol. 13(1), pages 53-64, June.
    3. Broto, Carmen & Molina, Luis, 2016. "Sovereign ratings and their asymmetric response to fundamentals," Journal of Economic Behavior & Organization, Elsevier, vol. 130(C), pages 206-224.

  2. John Kiff & Sylwia Nowak & Liliana B Schumacher, 2012. "Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings," IMF Working Papers 12/23, International Monetary Fund.

    Cited by:

    1. El-Shagi, Makram & von Schweinitz, Gregor, 2015. "The Joint Dynamics of Sovereign Ratings and Government Bond Yields," IWH Discussion Papers 4/2015, Halle Institute for Economic Research (IWH).
    2. Ehrmann, Michael & Osbat, Chiara & Stráský, Jan & Uusküla, Lenno, 2014. "The euro exchange rate during the European sovereign debt crisis – Dancing to its own tune?," Journal of International Money and Finance, Elsevier, vol. 49(PB), pages 319-339.
    3. Holden, Steinar & Natvig, Gisle James & Vigier, Adrien, 2012. "An Equilibrium Model of Credit Rating Agencies," Memorandum 01/2013, Oslo University, Department of Economics.
    4. Körner, Finn Marten & Trautwein, Hans-Michael, 2015. "Sovereign credit ratings and the transnationalization of finance: Evidence from a gravity model of portfolio investment," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 9, pages 1-54.
    5. Jessica Baker & Simon Kirby & Oriol Carreras & Jack Meaning & Rebecca Piggott, 2016. "Modelling events: the short-term economic impact of leaving the EU," National Institute of Economic and Social Research (NIESR) Discussion Papers 461, National Institute of Economic and Social Research.
    6. Johannes Fedderke, 2013. "Promotion and Relegation between Country Risk Classes as Maintained by Country Risk Rating Agencies," Working Papers 376, Economic Research Southern Africa.
    7. Dimitrios Soudis, 2015. "Credit Rating Agencies and the IPE: Not as influential as thought?," Review of International Political Economy, Taylor & Francis Journals, vol. 22(4), pages 813-837, August.
    8. Manfred G?rtner & Bj?rn Griesbach, 2017. "Rating Agencies, Self-Fulfilling Prophecy and Multiple Equilibria? An Empirical Model of the European Sovereign Debt Crisis 2009-2011," Business and Economic Research, Macrothink Institute, vol. 7(1), pages 199-226, June.
    9. Marlene Amstad & Frank Packer, 2015. "Sovereign ratings of advanced and emerging economies after the crisis," BIS Quarterly Review, Bank for International Settlements, December.
    10. Anna Gibert, 2016. "The Signaling Role of Fiscal Austerity," Discussion Papers of DIW Berlin 1623, DIW Berlin, German Institute for Economic Research.
    11. Drago, Danilo & Gallo, Raffaele, 2016. "The impact and the spillover effect of a sovereign rating announcement on the euro area CDS market," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 264-286.
    12. Mahir Binici & Michael M Hutchison & Evan Weicheng Miao, 2018. "Are credit rating agencies discredited? Measuring market price effects from agency sovereign debt announcements," BIS Working Papers 704, Bank for International Settlements.

  3. Kiff, John & Kisser, Michael, 2011. "A Shot at Regulating Securitization," Discussion Papers 2011/7, Norwegian School of Economics, Department of Business and Management Science.

    Cited by:

    1. Omneya Abdelsalam & Marwa Elnahass & Sabur Mollah, 2018. "Religiosity and Bank Asset Securitization," Working Papers 2018-13, Swansea University, School of Management.
    2. Omneya Abdelsalam & Marwa Elnahass & Sabur Mollah, 2018. "Asset Securitization and Risk: Does Bank Type Matter?," Working Papers 2018-15, Swansea University, School of Management.
    3. Papanikolaou, Nikolaos I. & Wolff, Christian C.P., 2014. "The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis," Journal of Financial Stability, Elsevier, vol. 14(C), pages 3-22.
    4. Maarten van Oordt, 2017. "Credit Risk Transfer and Bank Insolvency Risk," Staff Working Papers 17-59, Bank of Canada.
    5. Kara, Alper & Marques-Ibanez, David & Ongena, Steven, 2016. "Securitization and lending standards: Evidence from the European wholesale loan market," Journal of Financial Stability, Elsevier, vol. 26(C), pages 107-127.

  4. John Kiff & Michael Kisser, 2010. "Asset Securitization and Optimal Retention," IMF Working Papers 10/74, International Monetary Fund.

    Cited by:

    1. Guo, Guixia & Wu, Ho-Mou, 2014. "A study on risk retention regulation in asset securitization process," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 61-71.
    2. Afrasiab Mirza & Eric Stephens, 2016. "Securitization and Aggregate Investment Efficiency," Carleton Economic Papers 16-05, Carleton University, Department of Economics, revised 24 Jan 2017.
    3. Spiros Bougheas & Tim Worrall, 2017. "Portfolio Sales and Signaling," CESifo Working Paper Series 6354, CESifo Group Munich.
    4. Bester, Helmut & Gehrig, Thomas & Stenbacka, Rune, 2012. "Loan Sales and Screening Incentives," CEPR Discussion Papers 9084, C.E.P.R. Discussion Papers.
    5. Stijn Claessens & Laura E. Kodres, 2014. "The Regulatory Responses to the Global Financial Crisis; Some Uncomfortable Questions," IMF Working Papers 14/46, International Monetary Fund.
    6. Kiff, John & Kisser, Michael, 2014. "A shot at regulating securitization," Journal of Financial Stability, Elsevier, vol. 10(C), pages 32-49.
    7. Georges Dionne & Sara Malekan, 2017. "Optimal Form of Retention for Securitized Loans under Moral Hazard," Risks, MDPI, Open Access Journal, vol. 5(4), pages 1-13, October.
    8. International Monetary Fund, 2011. "Germany; Technical Note on the Future of German Mortgage-Backed Covered Bond (PF and Brief) and Securitization Markets," IMF Staff Country Reports 11/369, International Monetary Fund.
    9. Chen, Zhizhen & Liu, Frank Hong & Opong, Kwaku & Zhou, Mingming, 2017. "Short-term safety or long-term failure? Empirical evidence of the impact of securitization on bank risk," Journal of International Money and Finance, Elsevier, vol. 72(C), pages 48-74.

  5. John Kiff, 2009. "Canadian Residential Mortgage Markets; Boring But Effective?," IMF Working Papers 09/130, International Monetary Fund.

    Cited by:

    1. Rocco Huang & Lev Ratnovski, 2009. "Why Are Canadian Banks More Resilient?," IMF Working Papers 09/152, International Monetary Fund.
    2. Chan, Sewin & Haughwout, Andrew F. & Tracy, Joseph, 2015. "How mortgage finance affects the urban landscape," Staff Reports 713, Federal Reserve Bank of New York.
    3. Alan Walks, 2014. "Canada's Housing Bubble Story: Mortgage Securitization, the State, and the Global Financial Crisis," International Journal of Urban and Regional Research, Wiley Blackwell, vol. 38(1), pages 256-284, January.
    4. Ivo Krznar & James Morsink, 2014. "With Great Power Comes Great Responsibility; Macroprudential Tools at Work in Canada," IMF Working Papers 14/83, International Monetary Fund.
    5. James A. Brox, 2010. "Canadian Banks and the North American Housing Crisis," Chapters,in: The Financial and Economic Crises, chapter 3 Edward Elgar Publishing.
    6. Ehsan U. Choudhri & Lawrence L. Schembri, 2013. "A Tale of Two Countries and Two Booms, Canada and the United States in the 1920s and the 2000s: The Roles of Monetary and Financial Stability Policies," Working Paper series 44_13, Rimini Centre for Economic Analysis.
    7. Kronick, Jeremy, 2015. "Do Loan-to-Value Ratio Regulation Changes Affect Canadian Mortgage Credit?," MPRA Paper 73671, University Library of Munich, Germany.
    8. Evridiki Tsounta, 2009. "Is the Canadian Housing Market Overvalued? A Post-crisis Assessment," IMF Working Papers 09/235, International Monetary Fund.
    9. Mario Fortin, 2015. "Why has the mortgage debt increased by so much in Canada?," Cahiers de recherche 15-03, Departement d'Economique de l'École de gestion à l'Université de Sherbrooke.
    10. John Muellbauer & Pierre St-Amant & David Williams, 2015. "Credit Conditions and Consumption, House Prices and Debt: What Makes Canada Different?," Staff Working Papers 15-40, Bank of Canada.
    11. Poitras, Geoffrey & Zanotti, Giovanna, 2016. "Mortgage contract design and systemic risk immunization," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 320-331.
    12. International Monetary Fund, 2011. "Germany; Technical Note on the Future of German Mortgage-Backed Covered Bond (PF and Brief) and Securitization Markets," IMF Staff Country Reports 11/369, International Monetary Fund.
    13. Evridiki Tsounta, 2011. "Home Sweet Home; Government's Role in Reaching the American Dream," IMF Working Papers 11/191, International Monetary Fund.

  6. Vladimir Klyuev & John Kiff, 2009. "Foreclosure Mitigation Efforts in the United States; Approaches and Challenges," IMF Staff Position Notes 2009/02, International Monetary Fund.

    Cited by:

    1. Michal Jurek & Pawel Marszalek, 2014. "Subprime mortgages and the MBSs in generating and transmitting the global financial crisis," Working papers wpaper40, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
    2. Ernesto Screpanti, 2010. "La grande crisi e l’imperialismo globale," Department of Economics University of Siena 590, Department of Economics, University of Siena.
    3. International Monetary Fund, 2011. "United States; Selected Issues," IMF Staff Country Reports 11/202, International Monetary Fund.

  7. John Kiff & Jennifer A. Elliott & Elias G. Kazarian & Jodi G. Scarlata & Carolyne Spackman, 2009. "Credit Derivatives; Systemic Risks and Policy Options?," IMF Working Papers 09/254, International Monetary Fund.

    Cited by:

    1. William Lang & Julapa Jagtiani, 2010. "The Mortgage and Financial Crises: The Role of Credit Risk Management and Corporate Governance," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 38(2), pages 123-144, June.
    2. Eva Jenkner & Zhongjin Lu, 2014. "Sub-National Credit Risk and Sovereign Bailouts; Who Pays the Premium?," IMF Working Papers 14/20, International Monetary Fund.
    3. Markose, Sheri & Giansante, Simone & Shaghaghi, Ali Rais, 2012. "‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 627-646.
    4. Augustin, Patrick & Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2014. "Credit Default Swaps: A Survey," Foundations and Trends(R) in Finance, now publishers, vol. 9(1-2), pages 1-196, December.
    5. Long H. Vo, 2015. "Lessons From The 2008 Global Financial Crisis: Imprudent Risk Management And Miss Calculated Regulation," Journal of Management Sciences, Geist Science, Iqra University, Faculty of Business Administration, vol. 2(1), pages 205-222, March.
    6. Neuner, Stefan & Schäfer, Klaus, 2011. "Zentrale Gegenparteien für den außerbörslichen Derivatehandel in der Praxis," Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers) 2011-02, University of Bayreuth, Chair of Finance and Banking.
    7. María Rodríguez-Moreno & Sergio Mayordomo & Juan Ignacio Peña, 2012. "Derivatives Holdings and Systemic Risk in the U.S. Banking Sector," Faculty Working Papers 21/12, School of Economics and Business Administration, University of Navarra.
    8. Edina Berlinger & Barbara Dömötör & Ferenc Illés & Kata Váradi, 2016. "Stress Indicator for Clearing Houses," Central European Business Review, University of Economics, Prague, vol. 2016(4), pages 47-60.
    9. Berlinger, Edina & Váradi, Kata & Dömötör, Barbara & Illés, Ferenc, 2016. "A tőzsdei elszámolóházak vesztesége
      [The loss from central clearing houses]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 993-1010.
    10. Aizenman, Joshua & Hutchison, Michael & Jinjarak, Yothin, 2013. "What is the risk of European sovereign debt defaults? Fiscal space, CDS spreads and market pricing of risk," Journal of International Money and Finance, Elsevier, vol. 34(C), pages 37-59.
    11. Lang, William W. & Jagtiani, Julapa, 2010. "The Mortgage Financial Crises: The Role of Credit Risk Management and Corporate Governance," Working Papers 10-12, University of Pennsylvania, Wharton School, Weiss Center.
    12. Ruffini, Ivana & Steigerwald, Robert, 2014. "OTC Derivatives—A Primer on Market Infrastructure and Regulatory Policy," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 80-99.
    13. Gabriel A. Giménez-Roche, 2011. "Institutional Illusion and Financial Entrepreneurship in the European Debt Scheme," Chapters,in: Institutions in Crisis, chapter 1 Edward Elgar Publishing.
    14. Stefan ARPING,, 2002. "Playing Hardball: Relationship Banking in the Age of Credit Derivatives," FAME Research Paper Series rp49, International Center for Financial Asset Management and Engineering.
    15. Stan Cerulus, 2012. "Central clearing for credit default swaps: A legal analysis of the new central clearing regulations in Europe and the US," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 20(2), pages 212-244, May.
    16. Sorin Gabriel Anton, 2011. "The Local Determinants Of Emerging Market Sovereign Cds Spreads In The Context Of The Debt Crisis. An Explanatory Study "," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 58, pages 41-52, november.

  8. Paul S. Mills & John Kiff, 2007. "Money for Nothing and Checks for Free; Recent Developments in U.S. Subprime Mortgage Markets," IMF Working Papers 07/188, International Monetary Fund.

    Cited by:

    1. Al-Mohana, Safa & Hatemi-J, Abdulnasser, 2016. "The Impact of Recent Crisis on the Real Estate Market on the UAE: Evidence from Asymmetric Methods," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(4), pages 389-428.
    2. Trenovski, Borce & Tashevska, Biljana & Makreshanska, Suzana, 2015. "The Global Economic Crisis - What Should NOT be Forgotten," MPRA Paper 76297, University Library of Munich, Germany, revised Jun 2015.
    3. Breitenfellner, Bastian & Wagner, Niklas, 2010. "Government intervention in response to the subprime financial crisis: The good into the pot, the bad into the crop," International Review of Financial Analysis, Elsevier, vol. 19(4), pages 289-297, September.
    4. Gary Gorton, 2008. "The Panic of 2007," Yale School of Management Working Papers amz2372, Yale School of Management.
    5. Roy, Saktinil & Kemme, David M., 2012. "Causes of banking crises: Deregulation, credit booms and asset bubbles, then and now," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 270-294.
    6. Michael Spence & Patricia Clarke Annez & Robert M. Buckley, 2009. "Urbanization and Growth : Commission on Growth and Development," World Bank Publications, The World Bank, number 2582.
    7. Martin Lux & Petr Sunega, 2010. "Udržitelnost vývoje cen bytů v České republice
      [The Sustainability of House Price Trends in the Czech Republic]
      ," Politická ekonomie, University of Economics, Prague, vol. 2010(2), pages 225-252.
    8. João Pinto, 2014. "The Economics of Securitization: Evidence from the European Markets," Working Papers de Economia (Economics Working Papers) 02, Católica Porto Business School, Universidade Católica Portuguesa.
    9. Jörg Bibow, 2010. "Alternative Strategien der Budgetkonsolidierung in Österreich nach der Rezession," IMK Studies 03-2010, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    10. Michler Albrecht F. & Thieme H. Jörg, 2009. "Finanzmarktkrise: Marktversagen oder Staatsversagen? / Financial crisis: Failure of markets or politics?," ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft, De Gruyter, vol. 60(1), pages 185-222, January.
    11. William Lang & Julapa Jagtiani, 2010. "The Mortgage and Financial Crises: The Role of Credit Risk Management and Corporate Governance," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 38(2), pages 123-144, June.
    12. Crowe, Christopher & Dell’Ariccia, Giovanni & Igan, Deniz & Rabanal, Pau, 2013. "How to deal with real estate booms: Lessons from country experiences," Journal of Financial Stability, Elsevier, vol. 9(3), pages 300-319.
    13. Gorton, Gary B., 2008. "The panic of 2007," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 131-262.
    14. Kessler, Oliver, 2009. "Towards an economic sociology of the subprime crisis?," economic sociology_the european electronic newsletter, Max Planck Institute for the Study of Societies, vol. 10(2), pages 11-16.
    15. Diego Salzman, 2013. "Behavioural Real Estate," ERES eres2013_334, European Real Estate Society (ERES).
    16. Guglielmo Forges Davanzati & Andrea Pacella, 2010. "Emulation, indebtedness and income distribution: A monetary theory of production approach," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 7(1), pages 147-165.
    17. Luci Ellis, 2010. "The Housing Meltdown: Why Did It Happen in the United States?," International Real Estate Review, Asian Real Estate Society, vol. 13(3), pages 351-394.
    18. Scheicher, Martin & Fender, Ingo, 2009. "The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices," Working Paper Series 1056, European Central Bank.
    19. Hoffmann, Andreas & Urbansky, Björn, 2012. "Order, displacements and recurring financial crises," Working Papers 108, University of Leipzig, Faculty of Economics and Management Science.
    20. Ingo Fender & Martin Scheicher, 2009. "The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices," Applied Financial Economics, Taylor & Francis Journals, vol. 19(24), pages 1925-1945.
    21. John Kiff, 2009. "Canadian Residential Mortgage Markets; Boring But Effective?," IMF Working Papers 09/130, International Monetary Fund.
    22. Martin Hellwig, 2008. "Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2008_43, Max Planck Institute for Research on Collective Goods.
    23. Abdulnasser Hatemi-J & Eduardo Roca, 2010. "The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods," Discussion Papers in Finance finance:201003, Griffith University, Department of Accounting, Finance and Economics.
    24. Lang, William W. & Jagtiani, Julapa, 2010. "The Mortgage Financial Crises: The Role of Credit Risk Management and Corporate Governance," Working Papers 10-12, University of Pennsylvania, Wharton School, Weiss Center.
    25. Hatemi-J, Abdulnasser & Roca, Eduardo, 2011. "How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test," Economic Modelling, Elsevier, vol. 28(6), pages 2560-2565.
    26. Abdulnasser Hatemi-J & Eduardo Roca, 2011. "Are Real Estate Markets Integrated with the World Market?," Discussion Papers in Finance finance:201111, Griffith University, Department of Accounting, Finance and Economics.
    27. Maria Grazia Miele, 2013. "The effects of capital requirements on real economy: a cointegrated VAR approach for US commercial banks," Working Papers 163, University of Rome La Sapienza, Department of Public Economics.
    28. Ambrose, Brent W. & Diop, Moussa, 2014. "Spillover effects of subprime mortgage originations: The effects of single-family mortgage credit expansion on the multifamily rental market," Journal of Urban Economics, Elsevier, vol. 81(C), pages 114-135.
    29. Hatemi-J, Abdulnasser & Roca, Eduardo & Al-Shayeb, Abdulrahman, 2014. "How integrated are real estate markets with the world market? Evidence from case-wise bootstrap analysis," Economic Modelling, Elsevier, vol. 37(C), pages 137-142.
    30. Christos V. Gortsos, 2011. "European Financial Integration: Economic Aspects, the Existing Legal Framework and the Way Ahead," Chapters,in: International Handbook on the Economics of Integration, Volume II, chapter 18 Edward Elgar Publishing.
    31. Dovern, Jonas & Gern, Klaus-Jürgen & Meier, Carsten-Patrick & Oskamp, Frank & Sander, Birgit & Scheide, Joachim, 2007. "Weltkonjunktur verliert an Fahrt," Open Access Publications from Kiel Institute for the World Economy 4093, Kiel Institute for the World Economy (IfW).
    32. Grodecka, Anna, 2014. "Subprime borrowers, securitization and the transmission of business cycles," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100456, Verein für Socialpolitik / German Economic Association.
    33. Vranceanu, Radu, 2009. "Four Myths and a Financial Crisis," ESSEC Working Papers DR 09006, ESSEC Research Center, ESSEC Business School.
    34. Michal Jurek & Pawel Marszalek, 2014. "Subprime mortgages and the MBSs in generating and transmitting the global financial crisis," Working papers wpaper40, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
    35. Diego A. Salzman & Remco C.J. Zwinkels, 2013. "Behavioural Real Estate," Tinbergen Institute Discussion Papers 13-088/IV/DSF58, Tinbergen Institute.
    36. Schuetz, Sebastian Alexander, 2010. "Structured Finance Influence on Financial Market Stability – Evaluation of Current Regulatory Developments," MPRA Paper 23574, University Library of Munich, Germany.
    37. International Monetary Fund, 2009. "Canada; Selected Issues," IMF Staff Country Reports 09/163, International Monetary Fund.
    38. Ingo Fender & Janet Mitchell, 2009. "The future of securitisation: how to align incentives," BIS Quarterly Review, Bank for International Settlements, September.
    39. Allen B Frankel, 2009. "The risk of relying on reputational capital: a case study of the 2007 failure of New Century Financial," BIS Working Papers 294, Bank for International Settlements.
    40. Jorge Hernán Toro Córdoba & Rocío Mora Quiñones & Daniel Parra Amado, 2012. "Flujos de capital, la crisis financiera internacional y los desbalances macroeconómicos," Borradores de Economia 720, Banco de la Republica de Colombia.
    41. Elettra PALAZZESI & Andrea COVELLI & Giovanni CASCIELLO, 2014. "On The Volatility As A Determinant Of The Financial Crisis," Curentul Juridic, The Juridical Current, Le Courant Juridique, Petru Maior University, Faculty of Economics Law and Administrative Sciences and Pro Iure Foundation, vol. 57, pages 101-109, June.
    42. Heiko Hesse & Nathaniel Frank & Brenda Gonzalez-Hermosillo, 2008. "Transmission of Liquidity Shocks; Evidence from the 2007 Subprime Crisis," IMF Working Papers 08/200, International Monetary Fund.
    43. Sarai Criado & Adrian van Rixtel, 2008. "Structured finance and the financial turmoil of 2007-2008: and introductory overview," Occasional Papers 0808, Banco de España;Occasional Papers Homepage.
    44. Projektgruppe Gemeinschaftsdiagnose, 2007. "Aufschwung legt Pause ein," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 60(20), pages 03-58, October.
    45. Lejot , Paul & Arner, Douglas & Schou-Zibell, Lotte, 2008. "Securitization in East Asia," Working Papers on Regional Economic Integration 12, Asian Development Bank.

  9. Nicolas R Blancher & François Haas & John Kiff & Oksana Khadarina & Paul S. Mills & Parmeshwar Ramlogan & William Lee & Yoon Sook Kim & Todd Groome & Shinobu Nakagawa, 2006. "The Limits of Market-Based Risk Transfer and Implications for Managing Systemic Risks," IMF Working Papers 06/217, International Monetary Fund.

    Cited by:

    1. David Blake & Christophe Courbage & Richard MacMinn & Michael Sherris, 2011. "Longevity Risk and Capital Markets: The 2010–2011 Update," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 36(4), pages 489-500, October.
    2. Blake, David & Boardman, Tom & Cairns, Andrew, 2010. "Sharing longevity risk: Why governments should issue longevity bonds," MPRA Paper 34184, University Library of Munich, Germany.
    3. Rene Weber & David S. Gerber, 2007. "Aging, Asset Allocation, and Costs; Evidence for the Pension Fund Industry in Switzerland," IMF Working Papers 07/29, International Monetary Fund.

  10. Ingo Fender & John Kiff, 2004. "CDO rating methodology: Some thoughts on model risk and its implications," BIS Working Papers 163, Bank for International Settlements.

    Cited by:

    1. Gann, Philipp, 2009. "Liquidität, Risikoeinstellung des Kapitalmarktes und Konjunkturerwartung als Preisdeterminanten von Collateralized Debt Obligations (CDOs) - Eine simulationsgestützte Analyse," Discussion Papers in Business Administration 10582, University of Munich, Munich School of Management.
    2. Pagnoncelli, Bernardo K. & Cifuentes, Arturo, 2014. "Credit risk assessment of fixed income portfolios using explicit expressions," Finance Research Letters, Elsevier, vol. 11(3), pages 224-230.
    3. Scholz, Julia, 2009. "Collateralized Debt Obligations: Anreizprobleme im Rahmen des Managements von CDOs," Discussion Papers in Business Administration 11002, University of Munich, Munich School of Management.
    4. Roberto Violi, 2010. "Credit ratings in structured finance and the role of systemic risk," Temi di discussione (Economic working papers) 774, Bank of Italy, Economic Research and International Relations Area.
    5. Byström, Hans N.E., 2008. "The Microfinance Collateralized Debt Obligation: A Modern Robin Hood?," World Development, Elsevier, vol. 36(11), pages 2109-2126, November.
    6. Rym Ayadi & Beat Bernet & Simona Bovha-Padilla & Tom Franck & Nancy Huyghebaert & Vitor Gaspar & Reinhilde Veugelers, 2009. "Financing SMEs in Europe," SUERF Studies, SUERF - The European Money and Finance Forum, number 2009/3 edited by Morten Balling & Beat Bernet & Ernest Gnan.
    7. John Kiff & Sylwia Nowak & Liliana B Schumacher, 2012. "Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings," IMF Working Papers 12/23, International Monetary Fund.
    8. Izabela Pruchnicka-Grabias, 2014. "The Influence Of Confidence Level, Correlation And Volatility On Value At Risk. Six Case Studies," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, vol. 10, pages 565-581.
    9. Efraim Benmelech & Jennifer Dlugosz, 2010. "The Credit Rating Crisis," NBER Chapters,in: NBER Macroeconomics Annual 2009, Volume 24, pages 161-207 National Bureau of Economic Research, Inc.
    10. Morkötter, Stefan & Westerfeld, Simone, 2009. "Rating model arbitrage in CDO markets: An empirical analysis," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 21-33, March.
    11. Scheicher, Martin & Fender, Ingo, 2009. "The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices," Working Paper Series 1056, European Central Bank.
    12. Ingo Fender & Martin Scheicher, 2009. "The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices," Applied Financial Economics, Taylor & Francis Journals, vol. 19(24), pages 1925-1945.
    13. Roberts, John & Jones, Megan, 2009. "Accounting for self interest in the credit crisis," Accounting, Organizations and Society, Elsevier, vol. 34(6-7), pages 856-867, August.
    14. Peña Cerezo, Miguel A. & Rodríguez Castellanos, Arturo & Ibáñez Hernández, Francisco J., 2015. "Does rating shopping exist in spanish securitization issues?," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
    15. Rosenthal, Dale W.R., 2008. "Approximating correlated defaults," MPRA Paper 36788, University Library of Munich, Germany, revised 15 Feb 2012.
    16. Scholz, Julia, 2011. "Manager- und transaktionsspezifische Determinanten der Performance von Arbitrage CLOs," Discussion Papers in Business Administration 12144, University of Munich, Munich School of Management.
    17. Rym Ayadi & Beat Bernet & Simone Westerfeld & Tom Franck & Nancy Huyghebaert & Vítor Gaspar & Simona Bovha-Padilla & Reinhilde Veugelers, 2009. "Financing of SMEs in Europe," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
    18. Li L Ong & Jorge A Chan-Lau, 2006. "The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions," IMF Working Papers 06/139, International Monetary Fund.
    19. Ingo Fender & Janet Mitchell, 2005. "Structured finance: complexity, risk and the use of ratings," BIS Quarterly Review, Bank for International Settlements, June.
    20. François-Louis Michaud, 2005. "Gestion d'actifs et dérivés de crédit : opportunités et incertitudes," Revue d'Économie Financière, Programme National Persée, vol. 79(2), pages 79-93.
    21. Scholz, Julia, 2009. "Collateralized Debt Obligations: Anreizprobleme im Rahmen des Managements von CDOs," Discussion Papers in Business Administration 10999, University of Munich, Munich School of Management.

Articles

  1. Kiff, John & Kisser, Michael, 2014. "A shot at regulating securitization," Journal of Financial Stability, Elsevier, vol. 10(C), pages 32-49.
    See citations under working paper version above.
  2. Kiff, J. & Michaud, F L. & Mitchell, J., 2003. "An analytical review of credit risk tranfer instruments," Financial Stability Review, Banque de France, issue 2, pages 106-131, June.

    Cited by:

    1. Fender, Ingo & Mitchell, Janet, 2009. "Incentives and Tranche Retention in Securitisation: A Screening Model," CEPR Discussion Papers 7483, C.E.P.R. Discussion Papers.
    2. Calice, Giovanni & Ioannidis, Christos, 2012. "An empirical analysis of the impact of the credit default swap index market on large complex financial institutions," International Review of Financial Analysis, Elsevier, vol. 25(C), pages 117-130.
    3. Nancy Masschelein, 2007. "Monitoring pro-cyclicality under the capital requirements directive : preliminary concepts for developing a framework," Working Paper Document 120, National Bank of Belgium.

  3. John Kiff & Ron Morrow, 2000. "Credit Derivatives," Bank of Canada Review, Bank of Canada, vol. 2000(Autumn), pages 3-11.

    Cited by:

    1. Jim Armstrong, 2003. "The Syndicated Loan Market: Developments in the North American Context," Staff Working Papers 03-15, Bank of Canada.
    2. Reszat, Beate, 2003. "How has the European Monetary Integration Process Contributed to Regional Financial Market Integration?," HWWA Discussion Papers 221, Hamburg Institute of International Economics (HWWA).
    3. Nicole Thorne Jenkins & Michael D. Kimbrough & Juan Wang, 2016. "The extent of informational efficiency in the credit default swap market: evidence from post-earnings announcement returns," Review of Quantitative Finance and Accounting, Springer, vol. 46(4), pages 725-761, May.

Chapters

  1. John Kiff, 2013. "Sovereign credit ratings: help or hindrance?," BIS Papers chapters,in: Bank for International Settlements (ed.), Sovereign risk: a world without risk-free assets?, volume 72, pages 34-38 Bank for International Settlements.

    Cited by:

    1. Imre Ligeti & Zsolt Szõrfi, 2016. "Methodological issues of credit rating – Are sovereign credit rating actions reconstructible?," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 15(1), pages 7-32.
    2. Chiwitt, Ulrich, 2014. "Ratingagenturen - Fluch oder Segen? Eine kritische Bestandsaufnahme," Arbeitspapiere der FOM 48, FOM Hochschule für Oekonomie & Management.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (3) 2010-05-02 2011-04-16 2013-09-28
  2. NEP-URE: Urban & Real Estate Economics (3) 2007-09-16 2009-10-10 2011-04-16
  3. NEP-REG: Regulation (2) 2009-10-10 2011-04-16
  4. NEP-RMG: Risk Management (2) 2009-11-27 2013-09-28
  5. NEP-AGE: Economics of Ageing (1) 2012-08-23
  6. NEP-HIS: Business, Economic & Financial History (1) 2007-09-16
  7. NEP-IAS: Insurance Economics (1) 2006-11-25

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