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Sovereign Risk Spillover Effects and the Role of Systemically Important Financial Institutions
Language: en
Pages: 30
Authors: Haoshen Hu
Categories:
Type: BOOK - Published: 2016 - Publisher:

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We analyse two-way spillover effects between sovereign ratings and bank ratings across 17 Eurozone countries for the period 2002-2013. We show that sovereign ra
Managing the Sovereign-Bank Nexus
Language: en
Pages: 54
Authors: Mr.Giovanni Dell'Ariccia
Categories: Business & Economics
Type: BOOK - Published: 2018-09-07 - Publisher: International Monetary Fund

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This paper reviews empirical and theoretical work on the links between banks and their governments (the bank-sovereign nexus). How significant is this nexus? Wh
Risk Exposures and Financial Spillovers in Tranquil and Crisis Times
Language: en
Pages: 46
Authors: Ms.Helene Poirson Ward
Categories: Business & Economics
Type: BOOK - Published: 2013-06-05 - Publisher: International Monetary Fund

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For a sample of 83 financial institutions during 2003–2011, this paper attempts to answer three questions: first, what is the evolution of banks’ stock pric
Understanding Financial Interconnectedness
Language: en
Pages: 45
Authors: International Monetary Fund. Strategy, Policy, & Review Department
Categories: Business & Economics
Type: BOOK - Published: 2010-04-10 - Publisher: International Monetary Fund

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This paper seeks to advance our understanding of global financial interconnectedness by (i) mapping aspects of the architecture of global finance and (ii) inves
Canada
Language: en
Pages: 85
Authors: International Monetary Fund. Monetary and Capital Markets Department
Categories: Business & Economics
Type: BOOK - Published: 2019-06-24 - Publisher: International Monetary Fund

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This Financial System Stability Assessment paper discusses that Canada has enjoyed favorable macroeconomic outcomes over the past decades, and its vibrant finan