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Record Nr. |
UNINA990001721220403321 |
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Autore |
Lesniewicz, Paul |
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Titolo |
Bonsai per interni / Paul Lesniewicz |
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Pubbl/distr/stampa |
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Bologna : Edagricole, 1988 |
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Descrizione fisica |
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Disciplina |
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Locazione |
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Collocazione |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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2. |
Record Nr. |
UNINA9910462031603321 |
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Autore |
Vázquez Francisco F |
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Titolo |
Bank funding structures and risk [[electronic resource] ] : evidence from the global financial crisis / / Francisco Vazquez and Pablo Federico |
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Pubbl/distr/stampa |
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Washington, D.C., : International Monetary Fund, 2012 |
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ISBN |
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1-4639-8626-2 |
1-4639-4952-9 |
1-4639-4099-8 |
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Descrizione fisica |
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1 online resource (35 p.) |
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Collana |
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Altri autori (Persone) |
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Soggetti |
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Global Financial Crisis, 2008-2009 |
Bank failures - Developed countries |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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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 |
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Sommario/riassunto |
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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 |
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