Relevant bibliographies by topics / Bank's liquidity risk evaluation

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Bank's liquidity risk evaluation'

Author: Grafiati
Published: 28 May 2022
Last updated: 31 July 2025

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Journal articles on the topic "Bank's liquidity risk evaluation"

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Al, Farid Hazwin, Nurnasrina Nurnasrina, and Syahfawi Syahfawi. "Penilaian Kesehatan Bank Syariah." JAAMTER : Jurnal Audit Akuntansi Manajemen Terintegrasi 1, no. 4 (2023): 254–63. https://doi.org/10.5281/zenodo.10446214.

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This writing discusses the health assessment of Sharia Banks. The legal basis for regulating the health assessment of Sharia Banks (BUS and BPRS) refers to the regulations of the Law, PP, PBI, POJK, and BI, as well as OJK circulars. The article explains the RGEC assessment of Sharia Banks, using a qualitative approach with a literature study research design. This writing presents a literature review of various sources related to assessing the health of Sharia Banks, the legal basis of BUS and BPRS, and RGEC. The discussion explains that bank health assessment reflects the bank's performance an
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Yan, Wei, and Yinghua Song. "Intelligent Evaluation and Early Warning of Liquidity Risk of Commercial Banks Based on RNN." Computational Intelligence and Neuroscience 2022 (May 18, 2022): 1–12. http://dx.doi.org/10.1155/2022/7325798.

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With the downward pressure of China’s economy and the impact of the epidemic, the accumulated market risk has increased the liquidity pressure of the banking industry, and the mismatch between deposit maturity and loan maturity is the main cause for the increase of liquidity risk. The twenty-first century is the era of rapid and in-depth development of data management technology. The explosive growth of massive financial data makes the information data related to the liquidity risk of commercial banks present the characteristics of complexity, diversity, and heterogeneity. The traditional risk
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Žuk-Butkuvienė, Aleksandra, Dalia Vaitulevičienė, and Julija Staroselskaja. "CAPITAL ADEQUACY (SOLVENCY) AND LIQUIDITY RISK MANAGEMENT: ANALYSIS, EVALUATION, AND POSSIBILITIES FOR IMPROVEMENT." Ekonomika 93, no. 2 (2014): 59–76. http://dx.doi.org/10.15388/ekon.2014.2.3546.

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Abstract. The main purpose of the present research is to analyse the supervision, capital adequacy (solvency) and liquidity prudential norms, limits and requirements of commercial banks operating in Lithuania, as well as to assess the quality of capital adequacy and liquidity risk management impact on the banking industry.The paper consists of two main parts: the analysis of literature and legislation, and the research, its results, recommendations, and conclusions. The first part reviews the theoretical analysis of the level of banking supervision and capital adequacy, liquidity prudential st
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Mačerinskienė, Irena, and Laura Ivaškevičiūtė. "THE EVALUATION MODEL OF A COMMERCIAL BANK LOAN PORTFOLIO." Journal of Business Economics and Management 9, no. 4 (2008): 269–77. http://dx.doi.org/10.3846/1611-1699.2008.9.269-277.

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As in other countries where the traditional banking is dominating, the major part of banks’ assets and loan interest income makes a significant share of banks’ income. Inappropriate loan portfolio evaluation might have negative impact on a commercial bank's performance, the overall banking system, and the economic growth of the country. It is not enough for a bank to have a precise strategy, high lending culture, and observance of general principles to ensure the further growth of profitable loans. It is necessary to apply various evaluation methods of historical and present data, of ratios an
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Madhi, Doris. "The Macroeconomic Factors Impact on Liquidity Risk: The Albanian Banking System Case." European Journal of Economics and Business Studies 7, no. 1 (2017): 32. http://dx.doi.org/10.26417/ejes.v7i1.p32-39.

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Over the last five years, the Albanian banking system has experienced a deceleration on its activity, considering the recent financial crisis effects. The financial crisis did not propagate direct effects on the Albanian financial system, but indirect effects were visible based on the general slowdown of the foreign markets and public loss of confidence towards the banking system. Also, the foreign remittances decrease and the liquidity shortage of the public played an important role on the capacity to meet the payment obligations (especially on loans). During 2009, the Albanian Central Bank i
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Nnah Ugoani, John Nkeobuna. "Credit Risk Management Evaluation and Bank Management Effectiveness: 1995 – 2015 Dimensionality." Sumerianz Journal of Economics and Finance, no. 310 (October 30, 2020): 178–88. http://dx.doi.org/10.47752/sjef.310.178.188.

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Credit risk management is central to the success or failure of a banking institution because banks earn the greatest quantum of their interest income from interest on loans which represents a critical component of a bank’s profitability. Therefore, any carelessness with regard to credit risk management automatically results to creating huge nonperforming loans which often prepares the grounds for bank distress or failure. In the 1990s and specifically in 1995, 50 percent of 120 banks became technically distressed, as they were characterized by poor management and weak liquidity ratio. For exam
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Schmitt, Eugenia. "Liquidity Gap Report for Stress Testing Structural Liquidity Risk." GIS Business 12, no. 6 (2017): 43–53. http://dx.doi.org/10.26643/gis.v12i6.3313.

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The need to focus on banks funding structure and stress testing in an explicit way arose as a consequence of the crisis of past decades. Liquidity risks usually occur as a consequence of other kinds of risks, hence analysing scenarios in a prospective manner is essential for the assessment if the bank can fulfill its obligations as they come due and if its funding costs are appropriate. The structural liquidity risk and the degree of the liquidity mismatch can be measured based on the liquidity gap analysis, where expected cash-in- and outflows, divided in different time-buckets are depicted.
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Damayanti, Vera, and Dewi Silvia. "Analysis of the Health of the Bank Using the CAMEL Method." International Journal of Management and Business Intelligence 1, no. 1 (2023): 59–68. http://dx.doi.org/10.59890/ijmbi.v1i1.184.

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Using the CAMEL approach (Capital Asset Management Evaluation and Lifecycle) to assess the company's financial performance Adequacy, Resource Quality, The board Quality, Earnings furthermore, Liquidity). The CAMEL method is used as an analytical framework that can give top to bottom insight into the health of the bank and the potential dangers that might be looked by the bank. This study used a quantitative approach by analyzing each component of CAMEL separatelythe potential dangers that might be looked by the comes from the yearly fiscal reports of Bank PT BRI Tbk. for the 2020-2022 period.
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Damayanti, Vera, and Dewi Silvia. "Analysis of the Health of the Bank Using the CAMEL Method." Analysis of the Health of the Bank Using the CAMEL Method 1, Vol. 1 No. 1 (2023): June 2023 (2024): 10. https://doi.org/10.59890/ijmbi.v1i1.184.

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Using the CAMEL approach (Capital Asset Management Evaluation and Lifecycle) to assess the company's financial performance Adequacy, Resource Quality, The board Quality, Earnings furthermore, Liquidity). The CAMEL method is used as an analytical framework that can give top to bottom insight into the health of the bank and the potential dangers that might be looked by the bank. This study used a quantitative approach by analyzing each component of CAMEL separatelythe potential dangers that might be looked by the comes from the yearly fiscal reports of Bank PT BRI Tbk. for the 2020-2022 period.
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Xu, Jinghong, and Daguang Yang. "Financial Risk Control Model Based on Deep Neural Networks." Scientific Programming 2022 (March 10, 2022): 1–7. http://dx.doi.org/10.1155/2022/7253832.

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Under the background of global economic integration, commercial banks are facing more and more complex business environment. As one of the major financial risks faced by commercial banks, liquidity risk determines and reflects the safety and profitability of bank operation. Based on joint-stock commercial banks as the research object, this paper, respectively, from the angle of the static and dynamic measurements and projections for liquidity risk and based on the current situation of four joint-stock commercial banks liquidity level study, tries to explore the change law of commercial banks l
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Dissertations / Theses on the topic "Bank's liquidity risk evaluation"

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Марченко, Т. В. "Урахуванння факторів кредитного, валютного та процентного ризиків під час визначення величини ризику ліквідності". Thesis, Львівська комерційна академія, 2012. http://essuir.sumdu.edu.ua/handle/123456789/63982.

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Обгрунтований підхід до оцінювання ризику ліквідності з урахуванням валютного, процентного та кредитного ризику.<br>Sound approach to the evaluation of liquidity risk in view of the currency, interest rate and credit risk.
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Malherbe, Frédéric. "Essays on the macroeconomic implications of information asymmetries." Doctoral thesis, Universite Libre de Bruxelles, 2010. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210085.

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Along this dissertation I propose to walk the reader through several macroeconomic<p>implications of information asymmetries, with a special focus on financial<p>issues. This exercise is mainly theoretical: I develop stylized models that aim<p>at capturing macroeconomic phenomena such as self-fulfilling liquidity dry-ups,<p>the rise and the fall of securitization markets, and the creation of systemic risk.<p>The dissertation consists of three chapters. The first one proposes an explanation<p>to self-fulfilling liquidity dry-ups. The second chapters proposes a formalization<p>of the concept of
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Chen, Hsin-Chih, and 陳新智. "Liquidity Risk Evaluation─Appreciations on Taiwan Stock Market." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/28119683977999583929.

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碩士<br>世新大學<br>財務金融學研究所(含碩專班)<br>93<br>Value at Risk（VaR） was main tool of market risk management but traditional VaR did not appreciate liquidity risk to make that VaR did not give correct information and was misvalue VaR to lead a large number of damages. Generally speaking liquidity risk was that asset which was disclosed price at market was different with actual bid-ask price to make problem. Bangia et al.（1999） propose to account spread to produce measure exogenous liquidity risk model and other Erwan（2001）propose to measure endogenous liquidity risk model and the other GARCH model which a
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Chung-PingHuang and 黃仲平. "The Study on the Evaluation of Credit Risk of Enterprises for Commercial Banks- The Case of A Bank's Loan for T Company." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/vg2t8e.

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碩士<br>國立成功大學<br>高階管理碩士在職專班(EMBA)<br>103<br>Recent years, international fund movement and trade develop quickly, which makes the global economic system stay close, so does the financial system, the economic bloodline. Once financial problems happen abroad, it will disturb the domestic financial system because of market fluctuations. In order to ensure banks’ healthy development, build consistent management culture of credit risk; and for promoting credit risk management business of financial enterprises, within the affordable limit, handle credit risk assessment. This study, based on the case o
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Постирнак, І. С. "Методичні підходи до ранньої діагностики банкрутства банків". Thesis, 2017. http://dspace.oneu.edu.ua/jspui/handle/123456789/6244.

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Мета дипломної роботи полягає у виявленні основних факторів, що призвели до банкрутства українських банків за останні 3 роки, та побудова моделі ранньої діагностики банкрутства банків на основі отриманих результатів.<br>Цель дипломной работы состоит в выявлении основных факторов, которые привели к банкротству украинских банков за последние 3 года, и построение модели ранней диагностики банкротства банков на основе полученных результатов.<br>The purpose of the thesis is to identify the main factors that led to the bankruptcy of Ukrainian banks over the past 3 years, and the construction of a mo
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Books on the topic "Bank's liquidity risk evaluation"

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Charles, Proctor. Part A Regulatory Matters, 6 Capital Adequacy, Liquidity, and Large Exposures. Oxford University Press, 2015. http://dx.doi.org/10.1093/law/9780199685585.003.0006.

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This chapter examines the current capital adequacy framework and associated provisions designed to ensure that a bank's business is managed on a prudent basis. It also considers other closely allied topics which may affect the stability of the banking system, namely, liquidity and large exposure requirement. Topics discussed include the origins of the Basel Standards; Basel 2 and Basel 3 rules; the calculation of risk-weighted assets; the nature and effect of credit risk mitigation techniques; market risk; operational risk; and reform on Basel 2.
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Book chapters on the topic "Bank's liquidity risk evaluation"

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Bai-qing, Sun, Liu Peng-xiang, Zhang Lin, and Li Yan-ge. "Research on Liquidity Risk Evaluation of Chinese A-Shares Market Based on Extension Theory." In Communications in Computer and Information Science. Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-02298-2_23.

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Dalvinder, Singh. "Part V Supervisory Review and Evaluation Process and Pillar 2 Capital, 17 The ECB Guide to Internal Liquidity Adequacy: A Principles-Based Approach." In Capital and Liquidity Requirements for European Banks. Oxford University Press, 2022. http://dx.doi.org/10.1093/law/9780198867319.003.0017.

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This chapter analyses the European Central Bank Guide to Internal Liquidity Adequacy (ECB ILAAP Guide), which aim to introduce safeguards against liquidity contingency risk from a crisis prevention perspective. While the strategic direction of liquidity management resides with a bank’s management body, it requires delegation down to technical experts to ensure it is operationalized as efficiently as possible. The chapter argues that the crisis prevention narrative is delegated to banks to discharge their obligation in bank supervision so as to minimize the asymmetry of information problems cre
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Marco, Lamandini, D’Ambrosio Raffaele, and Muñoz David Ramos. "Part V Supervisory Review and Evaluation Process and Pillar 2 Capital, 18 Supervisory Review and Evaluation Process (SREP) in the Context of the Exercise of Supervisory Powers and Extraordinary Measures." In Capital and Liquidity Requirements for European Banks. Oxford University Press, 2022. http://dx.doi.org/10.1093/law/9780198867319.003.0018.

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This chapter discusses the concepts of Pillar 2 and Supervisory Review and Evaluation Process (SREP), which were adopted by Basel II to promote a better measurement and management by credit institutions of their risks and to make capital requirements more risk-sensitive and more individually tailored than under previous Basel Committee on Banking and Supervision (BCBS) standards. The SREP’s relational supervisory model helps to bridge the gap between supervisory and crisis-management situations. Should the SREP show that the institution does not meet the prudential requirements or is likely to
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Porretta, Pasqualina, and Santoboni Fabrizio. "Basel IV: The Challenge of II Pillar for Risk Management Function." In Risk Management [Working Title]. IntechOpen, 2021. http://dx.doi.org/10.5772/intechopen.96929.

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The book is based on Supervisory Review and Evaluation Process (SREP) is conducted annually by the Supervisory Authorities to verify that each bank (Significant/Less Significant) has implemented strategies, processes, capital, and liquidity assessment process appropriate to the business model and overall planning activity and risk governance system. Analysis of the aims, the features, and the different phases of SREP and the proportionality principles on which the Single Rulebook is based. Some reflections about proportionality principle of Single Rule Book and new skills required to Risk Mana
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Pedro Duarte, Neves, Morais Luís Silva, and Feteira Lúcio Tomé. "Part V Supervisory Review and Evaluation Process and Pillar 2 Capital, 19 Stress-testing in Banking in the EU: Critical Issues and New Prospects." In Capital and Liquidity Requirements for European Banks. Oxford University Press, 2022. http://dx.doi.org/10.1093/law/9780198867319.003.0019.

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This chapter examines financial stress-testing, most notably microprudential bank stress-testing in the EU. It begins by differentiating between micro and macroprudential stress tests. Microprudential stress-testing takes place at the level of individual financial institutions (micro perspective) serving as a risk management tool used both by individual banks (to gauge risk exposures for internal purposes) and supervisors (to assess the resilience of banking institutions to adverse market developments). Meanwhile, macroprudential stress tests are a tool designed to assess the system-wide resil
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Khan, Md Atiqur Rahman. "Capital and Liquidity Regulations, Resilience, and Bank Value." In Advances in Business Information Systems and Analytics. IGI Global, 2020. http://dx.doi.org/10.4018/978-1-7998-1086-5.ch011.

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In the business arena, particularly in the field of corporate finance, the scope of valuation is highly significant. There are several value drivers for a firm. However, due to its nature of business, a bank's valuation is affected by several unique drivers including earnings diversification, risk capabilities, assets mix, and a lot of intangible factors. Since banking is a highly regulated sector, this chapter is designed to address the missing links between Basel capital and liquidity regulations, banking system resilience, and bank valuation.
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"6 Panel Data Analysis For Evaluating Effects of Liquidity Standards." In An Alternative Approach to Liquidity Risk Management of Islamic Banks. De Gruyter Oldenbourg, 2021. http://dx.doi.org/10.1515/9783110582901-006.

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Gavalas, Dimitris, and Theodore Syriopoulos. "Selecting the Optimum Collateral in Shipping Finance." In Sustainable Logistics and Strategic Transportation Planning. IGI Global, 2016. http://dx.doi.org/10.4018/978-1-5225-0001-8.ch014.

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Banks select convenient loan collateral assets to secure the uninterrupted service of a loan facility. In the adverse case of a borrower in default, collateral assets provide critical last resort coverage for bank loan recovery. Nevertheless, collaterals may provide least protection when they are most needed. Recessionary economic cycle phases, unstable capital markets, liquidity constraints and financial crises amplify abrupt downward collateral value shifts. This, in turn, can result to outstanding loans being exposed to diminishing collateral values, substantially increasing the bank's asse
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Al Janabi, Mazin A. M. "Evaluation of Optimum and Coherent Economic-Capital Portfolios Under Complex Market Prospects." In Handbook of Research on Big Data Clustering and Machine Learning. IGI Global, 2020. http://dx.doi.org/10.4018/978-1-7998-0106-1.ch011.

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This chapter examines the performance of liquidity-adjusted risk modeling in obtaining optimum and coherent economic-capital structures, subject to meaningful operational and financial constraints as specified by the portfolio manager. Specifically, the chapter proposes a robust approach to optimum economic-capital allocation in a liquidity-adjusted value at risk (L-VaR) framework. This chapter expands previous approaches by explicitly modeling the liquidation of trading portfolios, over the holding period, with the aid of an appropriate scaling of the multiple-assets' L-VaR matrix along with
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De Hoyos-Vargas, Jesús Roberto, and Jesús Enrique De Hoyos-Martínez. "Tittle Evaluation of Financial Feasibility of Construction Companies Using Artificial Intelligence." In Principles of Management in the face of Artificial Intelligence. ECORFAN, 2024. https://doi.org/10.35429/h.2024.16.61.71.

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This study evaluates the financial viability of construction companies using Artificial Intelligence (AI) tools. Traditionally, this analysis relies on metrics such as liquidity, profitability, and indebtedness, but AI enables a more precise approach, providing key insights for strategic decisions in project allocation. The study compares AI results with traditional financial methods, examining the companies’ ability to meet contractual obligations and complete projects on time. Preliminary findings indicate that AI not only enhances the accuracy of financial predictions but also optimizes ris
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Conference papers on the topic "Bank's liquidity risk evaluation"

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Liu, Yueying. "Evaluation of Liquidity Risk of Commercial Banks." In Proceedings of the 2019 3rd International Conference on Education, Management Science and Economics (ICEMSE 2019). Atlantis Press, 2019. http://dx.doi.org/10.2991/icemse-19.2019.121.

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Xin-Song, Yang, and Li Zhao. "The Management to Commercial Bank's Reserve Based on Liquidity Risk." In 2009 International Conference on Information Management, Innovation Management and Industrial Engineering. IEEE, 2009. http://dx.doi.org/10.1109/iciii.2009.565.

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Wang Lina, Zhu Weidong, and Yao Lushi. "Liquidity risk disclosure evaluation of commercial bank based on two-tuple linguistic representation model." In 2011 International Conference on Business Management and Electronic Information (BMEI). IEEE, 2011. http://dx.doi.org/10.1109/icbmei.2011.5916931.

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Liu, Fengtao, and Hang Lu. "Analysis of Liquidity Risk in Private Equity Fund Investment Based on Fuzzy Evaluation Model." In 2009 International Conference on Management and Service Science (MASS). IEEE, 2009. http://dx.doi.org/10.1109/icmss.2009.5301976.

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Tálos, Lívia, Gyöngyi Bánkuti, and Jozsef Varga. "The Analysis of the Turkish Islamic Banking System Between 2005 and 2014." In International Conference on Eurasian Economies. Eurasian Economists Association, 2016. http://dx.doi.org/10.36880/c07.01803.

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Islamic banking is a banking system that is based on the principles of sharia or Islamic law. The principles of Islamic finance forbid interest - this is commonly known as riba - charity (zakat), forbid high risk (gharar), forbid some transactions like gambling, and are based on PLS (Profit-Loss Share). The most important concept is that both charging and receiving interest are strictly forbidden; money may not generate profits. Islamic banks have largely survived the global economic crisis intact and they offer a safer operation than conventional banks. CAMEL analysis is a supervisory rating
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Wang, Jie, Fujian Zhou, Lufeng Zhang, Fan Fan, and Hong Yang. "Application of Fine Water Plugging Technology With Coiled Tubing in High Water Cut Wells." In ASME 2018 37th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/omae2018-78342.

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Water logging problem in late production reservoir with abundant edge-bottom water and water-gas layer stagger is one of the main factors that lead to production wells stop flow. For the water plugging problem during gas well production, the common operation is coiled tubing through casing. So, coiled tubing technology without moving production string is explored. X oilfield is located in Sichuan basin of China southwest and belongs to the origin of gas pipeline from Sichuan to China east. Its main gas producing area is carbonatite full of edge water and controlled by structural and lithology.
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Reports on the topic "Bank's liquidity risk evaluation"

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Bebczuk, Ricardo N. Impact Evaluation of the IDB's Liquidity Program for Growth Sustainability. Inter-American Development Bank, 2010. http://dx.doi.org/10.18235/0006931.

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This presentation presents an analysis of the Inter-American Development Bank's Liquidity Program for Growth Sustainability, which was launched in October of 2008 to provide liquidity to LAC countries hit by subprime crisis spillovers. It addresses the macroeconomic impact the program had on borrowers, its methodological approach and timeline, and an assessment of the outcomes.
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Suarez, David, Ana María Linares, Jose Ignacio Sembler, Monika Huppi, and Saleema Vellani. Approach Paper: Country Program Evaluation: Dominican Republic (2009-2013). Inter-American Development Bank, 2013. http://dx.doi.org/10.18235/0010541.

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The Office of Evaluation and Oversight (OVE) is preparing the Country Program Evaluation (CPE) for the Dominican Republic for the period 2009-2013. This approach paper defines the evaluation's scope. This CPE ims to analyze the Bank's relationship with the country, taking an independent and holistic view, assessing in particular the program's relevance and effectiveness, including both financial and nonfinancial products offered by the Bank during the period under analysis. This evaluation is intended as input for the new strategy document the Bank is preparing. In 2009 the Bank's Management d
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Moncrieffe, Joy M. Life Histories of At-risk Youth in Jamaica. Inter-American Development Bank, 2013. http://dx.doi.org/10.18235/0006968.

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In order to improve understanding of Jamaica's Citizen Security and Justice Program (CSJP) youth targeted interventions, the Office of Evaluation and Oversight Office (OVE) of the he Inter-American Development Bank's (IDB) commissioned a series of life histories of participants in the programme. The objective of conducting life histories is to inform the complexity of the challenges faced by young people in high-risk and disadvantaged communities in Kingston and St Andrew and to better understand how the programme has intervened in their life trajectories. This report contains transcripts of e
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Iunes, Roberto F. Evaluation of the Fund for Special Operations during the Eighth Replenishment (1994-2010): Part I. Inter-American Development Bank, 2010. http://dx.doi.org/10.18235/0010550.

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The Inter-American Development Bank is unique among the multilateral banks in the sense that it has provided concessional funding for its member countries since its inception, with the institution of the Fund for Special Operations (FSO) in the 1959 Agreement that established the Bank. The objective of this evaluation is to provide the Board of Executive Directors, when the Bank is engaging in a new increase of its capital, with an assessment of the performance of the Bank's concessional lending instrument, the FSO loan program during the period of the Eighth Replenishment (IDB-8: 1994-2010).
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Soldano, Miguel, Michelle Fryer, Euric Allan Bobb, et al. Evaluation of the Results of the Realignment. Inter-American Development Bank, 2014. http://dx.doi.org/10.18235/0010579.

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The Realignment defined four key goals to respond to a perceived loss of Bank relevance and presence in LAC: sharpening sector focus and expertise, sharpening country focus, strengthening risk- and results-based management, and enhancing institutional efficiency. To achieve these goals, it proposed adjustments to the Bank's structure, processes, and human resources and incentives which included, among other things, the introduction of a new matrix organization, the delegation of additional responsibilities to country offices and project team leaders, the updating of operational and corporate p
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Atuesta, Laura, Agustina Schijman, Salvatore Schiavo-Campo, and Monika Huppi. IDB-9: Country Systems. Inter-American Development Bank, 2013. http://dx.doi.org/10.18235/0010516.

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The Inter-American Development Bank (IDB, or Bank), in its Ninth General Capital Increase (IDB-9), committed to improve country systems in order to increase their use in programs financed by Bank resources. This report examines the implementation of that commitment. It assesses the Country Systems Strategy developed in late 2009 for that purpose, the quality of the fiduciary assessments that underpin the opportunities for increasing the use of country systems by the Bank, and the new organizational arrangements. It then reviews the progress since late 2009 in implementing the Strategy in the t
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Vargas-Herrera, Hernando, Juan Jose Ospina-Tejeiro, Carlos Alfonso Huertas-Campos, et al. Monetary Policy Report - April de 2021. Banco de la República de Colombia, 2021. http://dx.doi.org/10.32468/inf-pol-mont-eng.tr2-2021.

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1.1 Macroeconomic summary Economic recovery has consistently outperformed the technical staff’s expectations following a steep decline in activity in the second quarter of 2020. At the same time, total and core inflation rates have fallen and remain at low levels, suggesting that a significant element of the reactivation of Colombia’s economy has been related to recovery in potential GDP. This would support the technical staff’s diagnosis of weak aggregate demand and ample excess capacity. The most recently available data on 2020 growth suggests a contraction in economic activity of 6.8%, lowe
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Country Program Evaluation: Chile (2006-2010). Inter-American Development Bank, 2010. http://dx.doi.org/10.18235/0010411.

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This Country Program Evaluation (RE-380-1) covers the period 2006 to 2010. The document is organized in chapters as follows: Program Context; The Program with the Bank; Country Program Results; Delivery of the Program; Main Risks for the New Program; and Conclusions and Recommendations. Recommended measures to better align the Bank's strategy focus to the country's support vision include: 1) Pursue actions to preserve and deepen the Bank's value-added to reduce coordination and market failures in public program delivery; 2) Adapt the programming model so the guiding consideration in the Bank's
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9

Evaluation of the Bank's Policy and Operational Practice Related to Natural and Unexpected Disasters. Inter-American Development Bank, 2004. http://dx.doi.org/10.18235/0010482.

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he report covers OP-704 (approved in 1998), the IDB Action Plan on Natural Disasters (written in 2000), and operational and non-financial activities related to disaster prevention, mitigation and response undertaken by the Bank between 1995 and 2002. The report demonstrates that natural disasters pose great challenges to most of the countries in Latin America and the Caribbean (LAC) and consequently to the Bank itself. The report concludes that there is a need in this situation to manage the risks from natural disasters with a view to reducing losses. At the same time, the report shows that ri
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Monetary Policy Report - July 2022. Banco de la República, 2022. http://dx.doi.org/10.32468/inf-pol-mont-eng.tr3-2022.

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In the second quarter, annual inflation (9.67%), the technical staff’s projections and its expectations continued to increase, remaining above the target. International cost shocks, accentuated by Russia's invasion of Ukraine, have been more persistent than projected, thus contributing to higher inflation. The effects of indexation, higher than estimated excess demand, a tighter labor market, inflation expectations that continue to rise and currently exceed 3%, and the exchange rate pressures add to those described above. High core inflation measures as well as in the producer price index (PPI
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