John Kiff

International Monetary Fund

International Monetary Fund

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 5,427

SSRN RANKINGS

Top 5,427

in Total Papers Downloads

8,571

SSRN CITATIONS
Rank 20,504

SSRN RANKINGS

Top 20,504

in Total Papers Citations

14

CROSSREF CITATIONS

32

Scholarly Papers (19)

1.

Money for Nothing and Checks for Free: Recent Developments in U.S. Subprime Mortgage Markets

IMF Working Paper No. 07/188
Number of pages: 19 Posted: 17 Aug 2007
John Kiff and Paul S. Mills
International Monetary Fund and affiliation not provided to SSRN
Downloads 2,428 (6,067)

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Working Paper, United States, Housing, Consumer credit, Financial institutions, Financial systems, Bankruptcy, Capital markets

2.

Instruments of Credit Risk Transfer: Effects on Financial Contracting and Financial Stability

Number of pages: 33 Posted: 20 May 2003
International Monetary Fund, Banque de France and National Bank of Belgium - Department of Financial Stability
Downloads 2,078 (7,878)
Citation 14

Abstract:

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credit risk transfer, credit derivatives, asset-backed securities, credit default swap, financial stability

Cdo Rating Methodology: Some Thoughts on Model Risk and its Implications

BIS Working Paper No. 163
Number of pages: 31 Posted: 20 Sep 2007
Ingo Fender and John Kiff
Bank for International Settlements (BIS) and International Monetary Fund
Downloads 1,630 (11,503)
Citation 22

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Collateralised debt obligations, credit risk modelling, rating agencies

Cdo Rating Methodology: Some Thoughts on Model Risk and its Implications

Journal of Credit Risk, Vol. 1, No. 3, Summer 2005
Posted: 14 Nov 2005
Ingo Fender and John Kiff
Bank for International Settlements (BIS) and International Monetary Fund

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CDOs, Collateralized debt obligations, credit risk exposures, pool assets, binominal expansion technique, monte carlo simulation, senior tranche rating

4.

Are Rating Agencies Powerful? An Investigation into the Impact and Accuracy of Sovereign Ratings

IMF Working Paper No. NO.12/23
Number of pages: 35 Posted: 02 Feb 2012
International Monetary Fund, affiliation not provided to SSRN and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 661 (43,798)

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Sovereign Ratings, Credit Rating Agencies, Credit Default Swap, Credit Risk, Risk Management, Sovereign Debt

5.

Credit Derivatives: Systemic Risks and Policy Options?

IMF Working Paper No. 09/254
Number of pages: 36 Posted: 24 Nov 2009
International Monetary Fund (IMF), International Monetary Fund, International Monetary Fund (IMF), International Monetary Fund (IMF) and American University - Department of Economics
Downloads 261 (131,375)

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Asset management, Credit risk, Financial instruments, Financial stability, Fiscal policy, Securities markets, Securities regulations, Transparency

6.
Downloads 246 (139,498)
Citation 2

Asset Securitization and Optimal Retention

IMF Working Paper No. 10/74
Number of pages: 39 Posted: 29 Mar 2010
John Kiff and Michael Kisser
International Monetary Fund and BI Norwegian Business School
Downloads 137 (235,302)

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Asset management, Capital, Economic models, Financial institutions, Loans, Securities markets

Asset Securitization and Optimal Retention

Number of pages: 37 Posted: 17 Mar 2010
John Kiff and Michael Kisser
International Monetary Fund and BI Norwegian Business School
Downloads 109 (279,652)
Citation 1

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Asset Securitization, Financial Intermediation, Retention Policy

7.

The Limits of Market-Based Risk Transfer and Implications for Managing Systemic Risks

IMF Working Paper No. 06/217
Number of pages: 50 Posted: 31 Oct 2006
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund
Downloads 204 (166,633)

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Risk transfer, systemic risk, insurance markets, supervision, regulation

Do Managers of U.S. Defined Benefit Pension Plan Sponsors Use Regulatory Freedom Strategically?

Number of pages: 52 Posted: 08 Oct 2014 Last Revised: 05 Aug 2017
Michael Kisser, John Kiff and Mauricio Soto
BI Norwegian Business School, International Monetary Fund and International Monetary Fund (IMF)
Downloads 197 (172,049)
Citation 2

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Pension Finance, Defined Benefit Pension Plans, Manipulation, Investment and Cash

Do Managers of U.S. Defined Benefit Pension Plan Sponsors Use Regulatory Freedom Strategically?

Journal of Accounting Research, Vol. 55, No. 5, 2017
Posted: 12 Mar 2018
Michael Kisser, John Kiff and Mauricio Soto
BI Norwegian Business School, International Monetary Fund and International Monetary Fund (IMF)

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defined benefit pension plan; managerial decisions cash management; investment

9.

The Insurance Sector - Trends and Systemic Risk Implications

Global Financial Stability Report, IMF
Number of pages: 32 Posted: 16 Jun 2016
International Monetary Fund (IMF), International Monetary Fund (IMF) - International Capital Markets Department, Princeton University - Department of Economics, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) - European Department, International Monetary Fund, International Monetary Fund (IMF), International Monetary Fund (IMF) and Yale University
Downloads 193 (175,475)

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insurance, advanced economies, systemic risk, financial stability, macroprudential policy

10.

A Shot at Regulating Securitization

Journal of Financial Stability, Forthcoming
Number of pages: 20 Posted: 16 Jan 2011 Last Revised: 19 Feb 2013
John Kiff and Michael Kisser
International Monetary Fund and BI Norwegian Business School
Downloads 177 (189,509)

Abstract:

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Financial Crisis, Securitization, Moral Hazard

Rating Through-the-Cycle: Implications for Rating Stability and Accuracy

Number of pages: 39 Posted: 02 Mar 2018 Last Revised: 03 Apr 2020
John Kiff and Michael Kisser
International Monetary Fund and BI Norwegian Business School
Downloads 82 (337,296)

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credit ratings, through-the-cycle, rating accuracy, rating stability

Rating Through-the-Cycle: What Does the Concept Imply for Rating Stability and Accuracy?

IMF Working Paper No. 13/64
Number of pages: 30 Posted: 26 Mar 2013
International Monetary Fund, BI Norwegian Business School and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 50 (438,055)
Citation 1

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Credit ratings, Credit rating agencies, Credit rating migration

A Survey of Research on Retail Central Bank Digital Currency

Number of pages: 66 Posted: 24 Jul 2020
International Monetary Fund, affiliation not provided to SSRN, International Monetary Fund (IMF), affiliation not provided to SSRN, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and World Bank
Downloads 60 (404,929)

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money, monetary policy, central bank digital currency

A Survey of Research on Retail Central Bank Digital Currency

IMF Working Paper No. 20/104
Number of pages: 67 Posted: 23 Jul 2020
International Monetary Fund, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and World Bank
Downloads 20 (598,268)

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13.

Canadian Residential Mortgage Markets: Boring But Effective?

IMF Working Paper No. 09/130
Number of pages: 18 Posted: 30 Jun 2009
John Kiff
International Monetary Fund
Downloads 78 (344,192)

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Bank regulations, Banking sector, Borrowing, Canada, Cross country analysis, Financial systems, Housing, Interest rates, Loans, United States

14.

The Impact of Longevity Improvements on U.S. Corporate Defined Benefit Pension Plans

IMF Working Paper No. 12/170
Number of pages: 35 Posted: 01 Nov 2012
BI Norwegian Business School, International Monetary Fund, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 75 (352,032)

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Pension Plans, Longevity Risk, Life Expectancy, Mortality, Corporate Sector, Economic Models, Demographic Economics

15.

Sovereign Credit Ratings: Help or Hindrance?

BIS Paper No. 72h
Number of pages: 5 Posted: 06 Oct 2014
John Kiff
International Monetary Fund
Downloads 46 (445,983)

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16.

Do Pension Plans Strategically Use Regulatory Freedom?

Netspar Discussion Paper No. 05/2015-022
Number of pages: 66 Posted: 25 Aug 2015 Last Revised: 09 Jun 2016
Michael Kisser, John Kiff and Mauricio Soto
BI Norwegian Business School, International Monetary Fund and International Monetary Fund (IMF)
Downloads 43 (458,197)

Abstract:

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17.

New Financial Instruments for Managing Longevity Risk

Wharton Pension Research Council Working Paper No. 2020-16
Number of pages: 44 Posted: 29 Jul 2020 Last Revised: 04 Aug 2020
John Kiff
International Monetary Fund
Downloads 38 (479,603)

Abstract:

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Risk transfer, financial markets, insurance markets

18.

Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis

CEPR Discussion Paper No. DP13350
Number of pages: 31 Posted: 03 Dec 2018
Tobias Adrian, John Kiff and Hyun Song Shin
International Monetary Fund, International Monetary Fund and Bank for International Settlements (BIS)
Downloads 4 (691,290)
Citation 7
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19.

Liquidity, Leverage, and Regulation 10 Years after the Global Financial Crisis

Annual Review of Financial Economics, Vol. 10, pp. 1-24, 2018
Posted: 08 Nov 2018
Tobias Adrian, John Kiff and Hyun Song Shin
International Monetary Fund, International Monetary Fund and Bank for International Settlements (BIS)

Abstract:

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