Srobona Mitra

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 27,355

SSRN RANKINGS

Top 27,355

in Total Papers Downloads

1,320

CITATIONS
Rank 14,578

SSRN RANKINGS

Top 14,578

in Total Papers Citations

25

Scholarly Papers (10)

1.

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

IMF Working Paper No. 07/74
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 348 (64,390)
Citation 6

Abstract:

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

2.

Decomposing Financial Risks and Vulnerabilities in Eastern Europe

IMF Working Paper No. WP/07/248
Number of pages: 35 Posted: 16 Jan 2008
International Monetary Fund (IMF), International Monetary Fund (IMF) and Central Bank of Barbados
Downloads 169 (144,655)
Citation 3

Abstract:

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

3.
Downloads 163 (149,370)
Citation 4

External Linkages and Contagion Risk in Irish Banks

IMF Working Paper No. 07/44
Number of pages: 40 Posted: 04 Mar 2007
Srobona Mitra and Elena Duggar
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 162 (150,259)
Citation 4

Abstract:

Contagion risk, Distance to default, Ireland

External Linkages and Contagion Risk in Irish Banks

IMF Staff Papers, Vol. 56, No. 4, pp. 758-786, 2009
Number of pages: 29 Posted: 25 Oct 2010
Elena Duggar and Srobona Mitra
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 1 (564,552)
Citation 4

Abstract:

4.

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

IMF Working Paper No. 13/168
Number of pages: 81 Posted: 08 Aug 2013
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 162 (124,590)

Abstract:

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

5.

'Near-Coincident' Indicators of Systemic Stress

IMF Working Paper No. 13/115
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 108 (184,682)

Abstract:

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

6.

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

IMF Working Paper No. 07/62
Number of pages: 27 Posted: 19 Mar 2007
Srobona Mitra
International Monetary Fund (IMF)
Downloads 105 (201,759)
Citation 7

Abstract:

7.

Evaluating the Net Benefits of Macroprudential Policy: A Cookbook

IMF Working Paper No. 13/167
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 52 (228,016)
Citation 1

Abstract:

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,

8.

Real and Financial Vulnerabilities from Crossborder Banking Linkages

IMF Working Paper No. 14/136
Number of pages: 26 Posted: 25 Aug 2014
Kyunghun Kim and Srobona Mitra
University of California, Davis and International Monetary Fund (IMF)
Downloads 21 (394,678)

Abstract:

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

9.

LTV and DTI Limits - Going Granular

IMF Working Paper No. 15/154
Number of pages: 42 Posted: 31 Aug 2015
Luis I Jácome and Srobona Mitra
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 13 (303,305)

Abstract:

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

10.

Decomposing Financial Risks and Vulnerabilities in Emerging Europe

IMF Staff Papers, Vol. 57, No. 1, pp. 25-60, 2010
Number of pages: 36 Posted: 25 Oct 2010
International Monetary Fund (IMF), International Monetary Fund (IMF) and Central Bank of Barbados
Downloads 2 (527,910)
Citation 3

Abstract: