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LEADER 00000cam  2201009Mi 4500 
001    856625996 
003    OCoLC 
005    20181116042845.2 
006    m     o  d         
007    cr |n||||||||| 
008    130823s2013    xx      ob    000 0 eng d 
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020    1299804098|q(electronic bk.) 
020    9781299804098|q(electronic bk.) 
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024 8  10.5089/9781484349281.001 
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049    MAIN 
050  4 HG3881.5.I58 
072  7 BUS|x027000|2bisacsh 
082 04 332.1/52|223 
100 1  Blancher, Nicolas R.|0http://id.loc.gov/authorities/names/
       no2004020965 
245 10 Systemic Risk Monitoring ("SysMo") toolkit -- a user guide
       /|cNicolas Blancher, Srobona Mitra, Hanan Morsy, Akira 
       Otani, Tiago Severo, and Laura Valderrama. 
264  1 [Place of publication not identified] :|bInternational 
       Monetary Fund,|c2013. 
300    1 online resource. 
336    text|btxt|2rdacontent 
337    computer|bc|2rdamedia 
338    online resource|bcr|2rdacarrier 
347    text file|2rdaft|0http://rdaregistry.info/termList/
       fileType/1002 
490 1  IMF Working Papers,|x2227-8885 ;|vWorking Paper No. 13/168
504    Includes bibliographical references. 
505 0  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  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  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  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. 
520 3  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. 
588 0  Print version record. 
650  0 Financial risk management.|0http://id.loc.gov/authorities/
       subjects/sh2005007073 
650  0 Macroeconomics.|0http://id.loc.gov/authorities/subjects/
       sh85079443 
655  4 Electronic books. 
776 08 |iPrint version:|z9781299804098 
830  0 IMF Working Papers ;|vWorking Paper no. 13/168. 
956 40 |uhttp://proxy.opal-libraries.org/login?url=http://
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