FIRST : A Market-Based Approach to Evaluate Financial System Risk and Stability /

This paper presents background work that has been the basis for the development of the market and credit risk indicators (MRI and CRI, respectively) as published in the IMF's Global Financial Stability Report (GFSR) since September 2004. The fundamental idea was to build a set of Financial Indi...

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Bibliographische Detailangaben
1. Verfasser: Avesani, Renzo
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2005.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2005/232
Online Zugang:Full text available on IMF
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245 1 0 |a FIRST :   |b A Market-Based Approach to Evaluate Financial System Risk and Stability /  |c Renzo Avesani. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2005. 
300 |a 1 online resource (18 pages) 
490 1 |a IMF Working Papers 
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500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper presents background work that has been the basis for the development of the market and credit risk indicators (MRI and CRI, respectively) as published in the IMF's Global Financial Stability Report (GFSR) since September 2004. The fundamental idea was to build a set of Financial Indicators on Risk and Stability (FIRST) that could reflect the market perceptions for current and future stress on financial institutions. The focus of the analysis is mainly on large, complex financial institutions (LCFIs) operating in the most advanced financial markets, MRI and CRI have also been applied to internationally active commercial banks and insurance companies. 
538 |a Mode of access: Internet 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2005/232 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2005/232/001.2005.issue-232-en.xml  |z IMF e-Library