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[null,"1.","Record Nr.",null,"UNINA990001715910403321"]
[null,null,"Autore",null,"Marasco, Francesco"]
[null,null,"Titolo",null,"Guida completa all'allevamento delle chiocciole / Francesco Marasco, Corrado Murciano"]
[null,null,"Pubbl/distr/stampa",null,"Milano : De Vecchi, 1981"]
[null,null,"Descrizione fisica",null,"124 p. ; 24 cm"]
[null,null,"Disciplina",null,"639.483"]
[null,null,"Locazione",null,"FMVBC"]
[{"$nulls":4},"FAGBC"]
[null,null,"Collocazione",null,"V B 15"]
[{"$nulls":4},"60 636.99 MARF 1981"]
[null,null,"Lingua di pubblicazione",null,"Italiano"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,"2.","Record Nr.",null,"UNINA9910788342803321"]
[null,null,"Autore",null,"Valencia Fabian"]
[null,null,"Titolo",null,"Banks’ Precautionary Capital and Persistent Credit Crunches / / Fabian Valencia"]
[null,null,"Pubbl/distr/stampa",null,"Washington, D.C. : , : International Monetary Fund, , 2008"]
[null,null,"ISBN",null,"1-4623-5881-0"]
[{"$nulls":4},"1-4527-4907-8"]
[{"$nulls":4},"9786612841996"]
[{"$nulls":4},"1-4518-7106-6"]
[{"$nulls":4},"1-282-84199-8"]
[null,null,"Descrizione fisica",null,"1 online resource (37 p.)"]
[null,null,"Collana",null,"IMF Working Papers"]
[{"$nulls":4},"IMF working paper ; ; WP/08/248"]
[null,null,"Disciplina",null,"330.973"]
[null,null,"Soggetti",null,"Financial crises - United States - Econometric models"]
[{"$nulls":4},"Bank capital - United States - Econometric models"]
[{"$nulls":4},"Bank failures - United States - Econometric models"]
[{"$nulls":4},"Credit - United States - Econometric models"]
[{"$nulls":4},"Risk - United States - Econometric models"]
[{"$nulls":4},"Banks and Banking"]
[{"$nulls":4},"Finance: General"]
[{"$nulls":4},"Money and Monetary Policy"]
[{"$nulls":4},"Industries: Financial Services"]
[{"$nulls":4},"Banks"]
[{"$nulls":4},"Depository Institutions"]
[{"$nulls":4},"Micro Finance Institutions"]
[{"$nulls":4},"Mortgages"]
[{"$nulls":4},"Monetary Policy, Central Banking, and the Supply of Money and Credit: General"]
[{"$nulls":4},"Bankruptcy"]
[{"$nulls":4},"Liquidation"]
[{"$nulls":4},"Banking"]
[{"$nulls":4},"Monetary economics"]
[{"$nulls":4},"Finance"]
[{"$nulls":4},"Credit"]
[{"$nulls":4},"Bank credit"]
[{"$nulls":4},"Solvency"]
[{"$nulls":4},"Loans"]
[{"$nulls":4},"Banks and banking"]
[{"$nulls":4},"Debt"]
[{"$nulls":4},"United States"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"Contents; I. Introduction; II. Banks and the Real Economy; III. The Model; A. The Loan Contract; B. The Bank's Optimization Problem; C. Solution; D. Risk and the Target Level of Solvency; IV. Quantitative Experiments; V. Bank Recapitalization; VI. Conclusions; Figures; 1. Bank Credit as Percentage of GDP, Selected Countries; 2. Optimal Policy Functions; 3. Target Level of Solvency; 4. Responses to a Negative Transitory Productivity Shock; 5. Responses to an Interest Rate Increase; 6. Responses to a Large Negative Shock, With and Without Recapitalization"]
[{"$nulls":4},"7. Credit Crunch Severity and Bank Recapitalization Tables; 1. Bank's Sequence of Events; 2. Public Recapitalization Costs for Selected Crises Episodes; 3. Sensitivity Analysis to a 2-σ Productivity Shock; 4. Bank's Solvency Regions; Appendix; 8. Deposit Interest Rate; References"]
[null,null,null,"Sommario/riassunto","Periods of banking distress are often followed by sizable and long-lasting contractions in bank credit. They may be explained by a declined demand by financially impaired borrowers (the conventional financial accelerator) or by lower supply by capital-constrained banks, a \"credit crunch\". This paper develops a bank model to study credit crunches and their real effects. In this model, banks maintain a precautionary level of capital that serves as a smoothing mechanism to avert disruptions in the supply of credit when hit by small shocks. However, for larger shocks, highly persistent credit crunches may arise even when the impulse is a one time, non-serially correlated event. From a policy perspective, the model justifies the use of public funds to recapitalize banks following a significant deterioration in their capital position."]