LEADER 00512nas 2200181zu 450 001 9910835517903321 005 20240306142641.0 035 $a(CKB)30735421200041 035 $a(EXLCZ)9930735421200041 100 $a20240306cuuuuuuuu || | 101 0 $aeng 135 $aur||||||||||| 200 00$aProcessed Meat & Seafood Packaging in India 210 $cEuromonitor International Ltd 906 $aJOURNAL 912 $a9910835517903321 996 $aProcessed Meat & Seafood Packaging in India$94143121 997 $aUNINA LEADER 06748oam 22012374 450 001 9910970193203321 005 20250426110433.0 010 $a9786612842276 010 $a9781462341658 010 $a1462341659 010 $a9781452727882 010 $a1452727880 010 $a9781282842274 010 $a1282842277 010 $a9781451871517 010 $a1451871511 035 $a(CKB)3170000000055172 035 $a(EBL)1608128 035 $a(SSID)ssj0000940066 035 $a(PQKBManifestationID)11502266 035 $a(PQKBTitleCode)TC0000940066 035 $a(PQKBWorkID)10946754 035 $a(PQKB)10168113 035 $a(OCoLC)469097766 035 $a(IMF)WPIEE2009004 035 $a(MiAaPQ)EBC1608128 035 $a(IMF)WPIEA2009004 035 $aWPIEA2009004 035 $a(EXLCZ)993170000000055172 100 $a20020129d2009 uf 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aBanking Stability Measures /$fC. Goodhart, Miguel Segoviano 205 $a1st ed. 210 1$aWashington, D.C. :$cInternational Monetary Fund,$d2009. 215 $a1 online resource (56 p.) 225 1 $aIMF Working Papers 300 $aDescription based upon print version of record. 311 08$a9781451915877 311 08$a145191587X 320 $aIncludes bibliographical references. 327 $aContents; I. Introduction; II. Distress Dependence among Banks and Stability of the Banking System; Figures; 1. The Probability of Distress; III. Banking System Multivariate Density; A. The CIMDO Approach: Modeling the Banking System Multivariate Density; 2. The Banking System's Multivariate Density; B. The CIMDO-copula: Distress Dependence among Banks in the System; Box; 1. Drawbacks to the Characterization of Distress Dependence of Financial Returns with Correlations; IV. Banking Stability Measures; A. Common Distress in the Banks of the System; B. Distress Between Specific Banks 327 $aC. Distress in the System Associated with a Specific BankTables; 1. Distress Dependence Matrix; V. Banking Stability Measures: Empirical Results; 3. Probability That At Least One Bank Becomes Distressed; A. Estimation of Probabilities of Distress of Individual Banks; B. Examination of Relative Changes of Stability over Time; 4. Joint Probability of Distress; 5. Banking Stability Index; 6. Daily Percentage Increase: Joint and Average Probability of Distress; 7. PAO: Lehman; C. Analysis of Cross-Region Effects Between Different Banking Groups 327 $aD. Analysis of Foreign Banks' Risks to Sovereigns with Banking Systems with Cross-Border Institutions2. Distress Dependence Matrix: American and European Banks; 8. Foreign-Bank and Sovereign Risks; 3. Distress Dependence Matrix: Latin America. Sovereigns and Banks; 4. Distress Dependence Matrix: Eastern Europe. Sovereigns and Banks; 5. Distress Dependence Matrix: Asia. Sovereigns and Banks; VI. Conclusions; Appendixes; I. Copula Functions; II. CIMDO-copula; III. CIMDO-density and CIMDO-copula Evaluation Framework; IV. Estimation of Probabilities of Distress of Individual Banks; References 330 3 $aThis paper defines a set of banking stability measures which take account of distress dependence among the banks in a system, thereby providing a set of tools to analyze stability from complementary perspectives by allowing the measurement of (i) common distress of the banks in a system, (ii) distress between specific banks, and (iii) distress in the system associated with a specific bank. Our approach defines the banking system as a portfolio of banks and infers the system's multivariate density (BSMD) from which the proposed measures are estimated. The BSMD embeds the banks' default inter-dependence structure that captures linear and non-linear distress dependencies among the banks in the system, and its changes at different times of the economic cycle. The BSMD is recovered using the CIMDO-approach, a new approach that in the presence of restricted data, improves density specification without explicitly imposing parametric forms that, under restricted data sets, are difficult to model. Thus, the proposed measures can be constructed from a very limited set of publicly available data and can be provided for a wide range of both developing and developed countries. 410 0$aIMF Working Papers; Working Paper ;$vNo. 2009/004 606 $aEconomic stabilization 606 $aBanks and banking 606 $aBanking$2imf 606 $aBanks and Banking$2imf 606 $aBanks and banking$2imf 606 $aBanks$2imf 606 $aBusiness cycles$2imf 606 $aCommercial banks$2imf 606 $aCredit default swap$2imf 606 $aCredit$2imf 606 $aDepository Institutions$2imf 606 $aEconomic growth$2imf 606 $aFinance$2imf 606 $aFinance: General$2imf 606 $aFinancial risk management$2imf 606 $aGeneral Financial Markets: Government Policy and Regulation$2imf 606 $aMacroeconomics$2imf 606 $aMicro Finance Institutions$2imf 606 $aMonetary economics$2imf 606 $aMonetary Policy, Central Banking, and the Supply of Money and Credit: General$2imf 606 $aMoney and Monetary Policy$2imf 606 $aMortgages$2imf 606 $aPrices, Business Fluctuations, and Cycles: General (includes Measurement and Data)$2imf 606 $aSystemic risk$2imf 607 $aMexico$2imf 615 0$aEconomic stabilization. 615 0$aBanks and banking. 615 7$aBanking 615 7$aBanks and Banking 615 7$aBanks and banking 615 7$aBanks 615 7$aBusiness cycles 615 7$aCommercial banks 615 7$aCredit default swap 615 7$aCredit 615 7$aDepository Institutions 615 7$aEconomic growth 615 7$aFinance 615 7$aFinance: General 615 7$aFinancial risk management 615 7$aGeneral Financial Markets: Government Policy and Regulation 615 7$aMacroeconomics 615 7$aMicro Finance Institutions 615 7$aMonetary economics 615 7$aMonetary Policy, Central Banking, and the Supply of Money and Credit: General 615 7$aMoney and Monetary Policy 615 7$aMortgages 615 7$aPrices, Business Fluctuations, and Cycles: General (includes Measurement and Data) 615 7$aSystemic risk 676 $a332.75 700 $aGoodhart$b C$01815599 701 $aSegoviano$b Miguel$01815600 801 0$bDcWaIMF 906 $aBOOK 912 $a9910970193203321 996 $aBanking Stability Measures$94371062 997 $aUNINA