1.

Record Nr.

UNINA990001721220403321

Autore

Lesniewicz, Paul

Titolo

Bonsai per interni / Paul Lesniewicz

Pubbl/distr/stampa

Bologna : Edagricole, 1988

ISBN

88-206-2749-3

Descrizione fisica

VI, 190 p. ; 21 cm

Disciplina

635.977

Locazione

FAGBC

Collocazione

60 635.977 LESP 1988

Lingua di pubblicazione

Italiano

Formato

Materiale a stampa

Livello bibliografico

Monografia

2.

Record Nr.

UNINA9910462031603321

Autore

Vázquez Francisco F

Titolo

Bank funding structures and risk [[electronic resource] ] : evidence from the global financial crisis / / Francisco Vazquez and Pablo Federico

Pubbl/distr/stampa

Washington, D.C., : International Monetary Fund, 2012

ISBN

1-4639-8626-2

1-4639-4952-9

1-4639-4099-8

Descrizione fisica

1 online resource (35 p.)

Collana

IMF Working Papers

Altri autori (Persone)

FedericoPablo

Soggetti

Global Financial Crisis, 2008-2009

Bank failures - Developed countries

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references.



Nota di contenuto

Cover; Abstract; Contents; I. Introduction; II. Related Literature and Empirical Hypotheses; III. Data and Target Variables; A. Indicators of Bank Liquidity and Leverage; B. Global Banks Versus Domestic Banks; C. Bank Failure; IV. Empirical Approach and Quantitative Results; A. Stylized Facts; B. Baseline Regressions; C. Are There Threshold Effects at Play?; D. Are There Differences Across Bank Types?; V. Robustness Check; VI. Concluding Remarks; VII. References; Figures; 1. Evolution of Structural Liquidity and Leverage Before the Crisis, 2001-07

2. Evolution of Structural Liquidity and Leverage by Failed and Non-Failed Banks3. Distributions of Pre-Crisis Liquidity and Leverage across Failed and Non-Failed; Tables; 1. Stylized Balance-Sheet and Weights to Compute the NSFR; 2. Sample Coverage by Region and Type; 3. Summary Statistics of Selected Variables, 2001-07; 4. Pairwise Correlations Between Selected Variables, 2001-07; 5. Baseline Regressions; 6. Estimates of the Marginal Impact on the Probabilities of Default; 7. Probit Regressions by Sub-Samples of Liquidity and Leverage; 8. Regressions by Bank Types

9. Results of Robustness Checks by Alternative Definitions of Liquidity and CapitalTable 10. Results of Robustness Checks by Sub-Components of Bank Failure

Sommario/riassunto

This paper analyzes the evolution of bank funding structures in the run up to the global financial crisis and studies the implications for financial stability, exploiting a bank-level dataset that covers about 11,000 banks in the U.S. and Europe during 2001?09. The results show that banks with weaker structural liquidity and higher leverage in the pre-crisis period were more likely to fail afterward. The likelihood of bank failure also increases with bank risk-taking. In the cross-section, the smaller domestically-oriented banks were relatively more vulnerable to liquidity risk, while the larg