Author/Editor: Kalin Tintchev.

Release Date:January, 2013

The unprecedented collapse of international interbank borrowing was a prominent feature of the global financial crisis that started in August 2007. This paper focuses on the drivers of the more...

Author/Editor: Rodolfo Maino, Kalin Tintchev.

Release Date:February, 2012

This paper presents an integrated framework for assessing systemic risk. The framework models banks’ capital asset ratios as a function of future losses and credit growth using a generalized more...

Author/Editor: Sònia Muñoz, Samir Jahjah, Martin Cihak, Sharika Teh Sharifuddin, Kalin Tintchev.

Release Date:January, 2012

The global financial crisis has renewed policymakers' interest in improving the policy framework for financial stability, and an open question is to what extent and in what form should financial more...