John Kiff

International Monetary Fund

International Monetary Fund

700 19th Street, N.W.

Washington, DC 20431

United States

  • International Monetary Fund

SCHOLARLY PAPERS

20

DOWNLOADS
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Top 7,550

in Total Papers Downloads

10,142

SSRN CITATIONS
Rank 16,545

SSRN RANKINGS

Top 16,545

in Total Papers Citations

44

CROSSREF CITATIONS

32

Scholarly Papers (20)

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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 2,622 (8,822)

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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
John Kiff, Francois-Louis Michaud and Janet Mitchell
International Monetary Fund, Banque de France and National Bank of Belgium - Department of Financial Stability
Downloads 2,174 (11,894)
Citation 13

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

3.

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

Downloads 1,755 (16,667)

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 1,755 (16,389)
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.

A Survey of Research on Retail Central Bank Digital Currency

Downloads 755 (56,363)
Citation 12

A Survey of Research on Retail Central Bank Digital Currency

Number of pages: 66 Posted: 24 Jul 2020
John Kiff, Jihad Alwazir, Sonja Davidovic, Aquiles Farias, Ashraf Khan, Tanai Khiaonarong, Majid Malaika, Hunter Monroe, Nobu Sugimoto, Hervé Tourpe and Peter Zhou
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 681 (63,762)
Citation 7

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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
John Kiff, Jihad ALwazir, Sonja Davidovic, Aquiles Farias, Ashraf Khan, Tanai Khiaonarong, Majid Malaika, Hunter Monroe, Nobu Sugimoto, Hervé Tourpe and Peter Zhou
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 74 (531,056)

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5.

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
John Kiff, Sylwia Barbara Nowak and Liliana B. Schumacher
International Monetary Fund, affiliation not provided to SSRN and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 715 (60,659)

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

6.

Credit Derivatives: Systemic Risks and Policy Options?

IMF Working Paper No. 09/254
Number of pages: 36 Posted: 24 Nov 2009
Jennifer E. Elliott, John Kiff, Elias G. Kazarian, Jodi Scarlata and Carolyne Spackman
International Monetary Fund (IMF), International Monetary Fund, International Monetary Fund (IMF), International Monetary Fund (IMF) and American University - Department of Economics
Downloads 302 (168,043)

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

7.

Asset Securitization and Optimal Retention

Downloads 280 (182,511)
Citation 1

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 159 (309,019)

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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 121 (382,340)
Citation 1

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Asset Securitization, Financial Intermediation, Retention Policy

8.

The Insurance Sector - Trends and Systemic Risk Implications

Global Financial Stability Report, IMF
Number of pages: 32 Posted: 16 Jun 2016
Nico Valckx, Jorge A. Chan-Lau, Alan Feng, Benjamin Huston, Gregorio Impavido, Andreas (Andy) Jobst, John Kiff, Frederic J. Lambert, Nobu Sugimoto and Kai Yan
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 243 (209,322)
Citation 1

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

9.

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

Downloads 238 (213,576)
Citation 1

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

Number of pages: 38 Posted: 02 Mar 2018 Last Revised: 22 Feb 2023
John Kiff and Michael Kisser
International Monetary Fund and BI Norwegian Business School
Downloads 163 (300,990)

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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
John Kiff, Michael Kisser and Liliana B. Schumacher
International Monetary Fund, BI Norwegian Business School and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 68 (557,091)
Citation 1

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Credit ratings, Credit rating agencies, Credit rating migration

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

Number of pages: 12 Posted: 02 May 2023
Michael Kisser and John Kiff
BI Norwegian Business School and International Monetary Fund
Downloads 7 (1,010,704)

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

10.

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
Todd Groome, Nicolas Blancher, Francois P. Haas and John Kiff
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund
Downloads 230 (220,822)

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

11.

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

Downloads 222 (228,381)
Citation 2

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 222 (227,714)
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

12.

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 201 (250,428)
Citation 1

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Financial Crisis, Securitization, Moral Hazard

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 117 (390,028)

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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
Michael Kisser, John Kiff, Stefan Erik Oppers and Mauricio Soto
BI Norwegian Business School, International Monetary Fund, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 100 (436,230)

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

15.

Applying the Central Clearing Mandate: Different Options for Different Markets

IMF Working Paper No. 2022/014
Number of pages: 46 Posted: 12 Apr 2022
John Kiff, Alessandro Gullo, Cory Hillier and Panagiotis Papapaschalis
International Monetary Fund, International Monetary Fund (IMF), International Monetary Fund (IMF) - Fiscal and Financial Law Unit and European Central Bank (ECB)
Downloads 65 (562,557)

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central counterparties, international over the counter derivatives markets, regulation and governance., interest rate derivatives CCP, Non-U.S. OTC foreign exchange, OTC derivatives transaction, counter derivatives market, clearing mandate, Central counterparty clearing house, Withholding tax, Interest payments, Collateral, Tax law, Global, Africa

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 60 (585,291)

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17.

Sovereign Credit Ratings: Help or Hindrance?

BIS Paper No. 72h
Number of pages: 5 Posted: 06 Oct 2014
John Kiff
International Monetary Fund
Downloads 58 (594,962)

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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 5 (990,098)
Citation 7
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19.

New Financial Instruments for Managing Longevity Risk

Wharton Pension Research Council Working Paper No. 2020-16, Published in Mitchell, O. (Ed.) (2022). New Models for Managing Longevity Risk: Public-Private Partnerships. Oxford, UK: Oxford University Press.
Posted: 29 Jul 2020 Last Revised: 25 Feb 2022
John Kiff
International Monetary Fund

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Risk transfer, financial markets, insurance markets

20.

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)

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