Managing Macrofinancial Risk
August 7, 2020
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Format: Chicago
Disclaimer: IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
Summary
Subject: Banking, Financial institutions, Financial sector policy and analysis, Financial services, Housing prices, Macroprudential policy, Mortgages, Prices, Production, Production growth, Short term interest rates
Keywords: Bank credit, Business cycle, Capital stock, Constant returns to scale, Default rate relationship, Default shock, Dynamic stochastic general equilibrium model, Endogenous risk, Financial cycle, Gross domestic product, Growth at risk, Housing prices, Loan rate, Macroprudential policy, Marginal revenue, Markup shock, Math display, Maximization problem, Monetary policy, Mortgages, Output gap, Price level, Probability density function, Production growth, Rate determination, Risk premium, Short term interest rates, State dependent conditional heteroskedasticity, Stochastic process, Utility function, WP
Publication Details
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Pages:
60
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2020/151
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Stock No:
WPIEA2020151
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ISBN:
9781513550893
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ISSN:
1018-5941
