Srobona Mitra

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 35,624

SSRN RANKINGS

Top 35,624

in Total Papers Downloads

1,753

SSRN CITATIONS

6

CROSSREF CITATIONS

6

Scholarly Papers (11)

1.

Contagion Risk in the International Banking System and Implications for London as a Global Financial Center

Number of pages: 48 Posted: 12 Apr 2007
Li Ong, Srobona Mitra and Jorge A. Chan-Lau
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 402 (94,148)

Abstract:

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bank soundness, co-exceedance, contagion risk, distance-to-default, extreme

2.

Systemic Risk Monitoring ('SysMo') Toolkit - A User Guide

Number of pages: 81 Posted: 08 Aug 2013
International Monetary Fund (IMF), International Monetary Fund (IMF), The African Development Bank, International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund - Monetary and Capital Markets Department
Downloads 293 (133,518)
Citation 1

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Financial sector, Financial risk, Financial institutions, Spillovers, Financial crisis, Cross country analysis, Sytemic Risk, Risk Indicators, Risk Monitoring, Macroprudential Policy, banking, banking sector, banking system, sovereign risk, banking crisis, financial risk, capital adequacy, banking systems, probability of default, bank linkages, banking stability, banking crises, banking crisis probability, banking system exposures, banking network, banking statistics, banking supervision, return on equity, return on assets, tier 1 capital, bank holdings, banking sector assets, central banking, banking sectors, banking supervisors, foreign exchange exposure, bank balance sheet, capital requir

3.

Decomposing Financial Risks and Vulnerabilities in Eastern Europe

Number of pages: 35 Posted: 16 Jan 2008
International Monetary Fund (IMF), International Monetary Fund (IMF) and DeLisle Worrell and Associates, Inc.
Downloads 199 (194,838)
Citation 2

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Working Paper, Financial risk, Europe, Bank soundness, Bank supervision, Economic models

4.

Evaluating the Net Benefits of Macroprudential Policy: A Cookbook

Number of pages: 74 Posted: 08 Aug 2013
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 182 (210,992)

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Macroprudential Policy, Financial sector, Financial risk, Financial crisis, Risk management, banking, Cost and Benefits, Policy Effectiveness, banking crisis, banking sector, banking system, reserve requirement, banking crises, bank credit, bank of england, bank branches, bank capital, banking supervision, capital requirement, bank for international settlements, bank liquidations, foreign asset, systemic banking crisis, bank runs, bank liquidity, mortgage lending, banking activities, banking policy, banking systems, probability of default, return on equity, banks ? loan, national bank, bank distress, bank restructuring, monetary authority, bank finance, bank capitalization, central banking,

5.

External Linkages and Contagion Risk in Irish Banks

Number of pages: 40 Posted: 04 Mar 2007
Srobona Mitra and Elena Duggar
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 168 (225,852)
Citation 1

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Contagion risk, Distance to default, Ireland

6.

LTV and DTI Limits - Going Granular

Number of pages: 42 Posted: 31 Aug 2015
Luis I Jácome and Srobona Mitra
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 140 (262,509)

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financial stability, macroprudential policy, loan-to-value ratios, debt-service-to income ratios, house price growth, credit growth.

7.

'Near-Coincident' Indicators of Systemic Stress

Number of pages: 34 Posted: 18 Jun 2013
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF)
Downloads 131 (276,330)
Citation 1

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International financial system, Financial institutions, Financial risk, Risk management, Coincident Indicator, Early Warning, Financial Stress, Systemic Risk, Tail Risk, financial system, financial crises, financial stability, equity market, financial crisis, systemic crisis, money market, banking crises, global financial crisis, international financial markets, crisis episode, recessions, derivative, financial markets, government bond, treasury bonds, financial services, bond yields, financial instruments, early warning systems, recapitalization, stock market, equity markets, bond, equity derivatives, bonds, government bond yields, crisis management, financial sector

8.

Is the Quantity of Government Debt a Constraint for Monetary Policy?

Number of pages: 27 Posted: 19 Mar 2007
Srobona Mitra
International Monetary Fund (IMF)
Downloads 121 (293,059)
Citation 1

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9.

Banking on Women Leaders: A Case for More?

Number of pages: 39 Posted: 16 Oct 2017
International Monetary Fund (IMF) - Developing Country Studies Division, World BankInternational Monetary Fund (IMF), International Monetary Fund (IMF) - Asia and Pacific Department, International Monetary Fund (IMF) - Western Hemisphere Department, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 61 (443,843)

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Bank supervision, Banking, Gender, board of directors, General, Economics of Gender

10.

Real and Financial Vulnerabilities from Crossborder Banking Linkages

Number of pages: 26 Posted: 25 Aug 2014
Kyunghun Kim and Srobona Mitra
University of California, Davis and International Monetary Fund (IMF)
Downloads 34 (561,771)

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Banking systems, Cross-border banking, Interconnectedness, Credit risk, External shocks, Cross country analysis, Network Linkages, Banking, Funding Risks, Credit Risks, GDP surprises., banking system, gdp growth, growth rate, gdp growth rate, banking network, banking sector, real gdp, bank for international settlements, banking crisis, bank funding, banking channels, bank credit, banking statistics, banking crises

11.

Breaking the Bank? A Probabilistic Assessment of Euro Area Bank Profitability

Number of pages: 39 Posted: 22 Jan 2020
Selim Elekdag, Sheheryar Malik and Srobona Mitra
Johns Hopkins University - Department of Economics, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 22 (636,488)
Citation 1

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Financial crises, Central banks, Financial services, Banking systems, Macroprudential policies and financial stability, Bank profitability, quantile regressions, conditional distributions, WP, ROA, NPL, profitability, quantile, roe