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[null,"1.","Record Nr.",null,"UNINA9910463956703321"]
[null,null,"Autore",null,"Thomas Melissa Annette"]
[null,null,"Titolo",null,"Govern like us : U.S. expectations of poor countries / / M. A. Thomas"]
[null,null,"Pubbl/distr/stampa",null,"New York, New York : , : Columbia University Press, , 2015"]
[{"$nulls":4},"©2015"]
[null,null,"ISBN",null,"0-231-53911-8"]
[null,null,"Descrizione fisica",null,"1 online resource (265 p.)"]
[null,null,"Classificazione",null,"MK 9000"]
[null,null,"Disciplina",null,"320.9172/4"]
[null,null,"Soggetti",null,"Public administration - Developing countries"]
[{"$nulls":4},"Poverty - Political aspects - Developing countries"]
[{"$nulls":4},"Political culture - Developing countries"]
[{"$nulls":4},"Electronic books."]
[{"$nulls":4},"Developing countries Politics and government"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"Front matter -- Contents -- Acknowledgments -- 1. Blind Spot -- 2. The Governance Ideal -- 3. Paper Empires, Paper Countries -- 4. Poor Countries, Poor Governments -- 5. Governing Cheaply -- 6. The Rule of Law -- 7. Governance as It Is -- 8. A Different Conversation -- Notes -- Index"]
[null,null,null,"Sommario/riassunto","In the poorest countries, such as Afghanistan, Haiti, and Mali, the United States has struggled to work with governments whose corruption and lack of capacity are increasingly seen to be the cause of instability and poverty. The development and security communities call for \"good governance\" to improve the rule of law, democratic accountability, and the delivery of public goods and services. The United States and other rich liberal democracies insist that this is the only legitimate model of governance. Yet poor governments cannot afford to govern according to these ideals and instead are compelled to rely more heavily on older, cheaper strategies of holding power, such as patronage and repression. The unwillingness to admit that poor governments do and must govern differently has cost the United States and others inestimable blood and coin. Informed by years of fieldwork and drawing on practitioner work and academic scholarship in politics, economics, law, and history, this book explains the origins of poor governments in the formation of the modern state system and describes the way they govern. It argues that, surprisingly, the effort to "]
[{"$nulls":4},"stigmatize and criminalize the governance of the poor is both fruitless and destabilizing. The United States must pursue a more effective foreign policy to engage poor governments and acknowledge how they govern."]
[null,"2.","Record Nr.",null,"UNINA9910139014503321"]
[null,null,"Autore",null,"Rosch Daniel"]
[null,null,"Titolo",null,"Credit securitisations and derivatives [[electronic resource] ] : challenges for the global markets / / Daniel Rosch, Harald Scheule"]
[null,null,"Pubbl/distr/stampa",null,"New York, : Wiley, 2013"]
[null,null,"ISBN",null,"1-118-81850-4"]
[{"$nulls":4},"1-299-46491-2"]
[{"$nulls":4},"1-119-96604-3"]
[null,null,"Edizione",null,"[2nd ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (464 p.)"]
[null,null,"Collana",null,"The Wiley Finance Series"]
[null,null,"Disciplina",null,"332.6"]
[{"$nulls":4},"332.7"]
[null,null,"Soggetti",null,"Capital assets pricing model"]
[{"$nulls":4},"Asset-backed financing - Europe"]
[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,"Nota di contenuto",null,"Credit Securitizations and Derivatives: Challenges for the Global Markets; Contents; Foreword; PART I INTRODUCTION; 1 Credit Securitizations and Derivatives; 1.1 Economic Cycles and Credit Portfolio Risk; 1.2 Credit Portfolio Risk Measurement; 1.3 Credit Portfolio Risk Tranching; 1.4 Credit Ratings; 1.5 Actuarial vs. Market Credit Risk Pricing; 1.6 Regulation; 1.7 Thank You; References; 2 Developments in Structured Finance Markets; 2.1 Impairments of Asset-Backed Securities and Outstanding Ratings; 2.2 Issuance of Asset-backed Securities and Outstanding Volume"]
[{"$nulls":4},"2.3 Global CDO Issuance and Outstanding VolumeConcluding Remarks; Notes; References; PART II CREDIT PORTFOLIO RISK MEASUREMENT; 3 Mortgage Credit Risk; 3.1 Introduction; 3.2 Five \"\"C\"\"s of Credit and Mortgage Credit Risk; 3.3 Determinants of Mortgage Default, Loss Given Default and Exposure at Default; 3.3.1 Determinants of Mortgage Default; 3.3.2 Determinants of Mortgage LGD; 3.3.3 Determinants of Mortgage EAD; 3.4 Modeling Methods for Default, LGD and EAD; 3.5 Model Risk Management; 3.6 Conclusions; References; 4 Credit Portfolio Correlations and Uncertainty; 4.1 Introduction"]
[{"$nulls":4},"4.2 Gaussian and Semi-Gaussian Single Risk Factor Model4.3 Individual and Simultaneous Confidence Bounds and Intervals; 4.4 Confidence Intervals for Asset Correlations; 4.5 Confidence Intervals for Default and Survival Time Correlations; 4.5.1 Confidence Intervals for Default "]
[{"$nulls":4},"Correlations; 4.5.2 Confidence Intervals for Survival Time Correlations; 4.6 Example; 4.7 Conclusion; Appendix; Notes; References; 5 Credit Portfolio Correlations with Dynamic Leverage Ratios; 5.1 Introduction; 5.2 The Hui et al. (2007) Model; 5.2.1 The Method of Images for Constant Coefficients"]
[{"$nulls":4},"5.2.2 The Method of Images for Time-Varying Coefficients5.3 Modelling Default Correlations in a Two-Firm Model; 5.3.1 Default Correlations; 5.3.2 A Two-Firm Model with Dynamic Leverage Ratios; 5.3.3 Method of Images for Constant Coefficients at Certain Values of £l12; 5.3.4 Method of Images for Time-Varying Coefficients at Certain Values of £l12; 5.3.5 Alternative Methodologies for General Values of £l12; 5.4 Numerical Results; 5.4.1 Accuracy; 5.4.2 The Impact of Correlation between Two Firms; 5.4.3 The Impact of Dfferent Credit Quality Paired Firms; 5.4.4 The Impact of Volatilities"]
[{"$nulls":4},"5.4.5 The Impact of Drift Levels5.4.6 The Impact of Initial Value of Leverage Ratio Levels; 5.4.7 Impact of Correlation between Firms and Interest Rates; 5.4.8 The Price of Credit-Linked Notes; 5.5 Conclusion; Notes; References; 6 A Hierarchical Model of Tail-Dependent Asset Returns; 6.1 Introduction; 6.2 The Variance Compound Gamma Model; 6.2.1 Multivariate Process for Logarithmic Asset Returns; 6.2.2 Dependence Structure; 6.2.3 Sampling; 6.2.4 Copula Properties; 6.3 An Application Example; 6.3.1 Portfolio Setup; 6.3.2 Test Portfolios; 6.3.3 Parameter Setup; 6.3.4 Simulation Results"]
[{"$nulls":4},"6.4 Importance Sampling Algorithm"]
[null,null,null,"Sommario/riassunto","A comprehensive resource providing extensive coverage of the state of the art in credit secruritisations, derivatives, and risk management Credit Securitisations and Derivatives is a one-stop resource presenting the very latest thinking and developments in the field of credit risk. Written by leading thinkers from academia, the industry, and the regulatory environment, the book tackles areas such as business cycles; correlation modelling and interactions between financial markets, institutions, and instruments in relation to securitisations and credit derivatives; credit portfo"]