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[null,"1.","Record Nr.",null,"UNINA9910462031603321"]
[null,null,"Autore",null,"Vázquez Francisco F"]
[null,null,"Titolo",null,"Bank funding structures and risk [[electronic resource] ] : evidence from the global financial crisis / / Francisco Vazquez and Pablo Federico"]
[null,null,"Pubbl/distr/stampa",null,"Washington, D.C., : International Monetary Fund, 2012"]
[null,null,"ISBN",null,"1-4639-8626-2"]
[{"$nulls":4},"1-4639-4952-9"]
[{"$nulls":4},"1-4639-4099-8"]
[null,null,"Descrizione fisica",null,"1 online resource (35 p.)"]
[null,null,"Collana",null,"IMF Working Papers"]
[null,null,"Soggetti",null,"Global Financial Crisis, 2008-2009"]
[{"$nulls":4},"Bank failures - Developed countries"]
[{"$nulls":4},"Electronic books."]
[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,"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"]
[{"$nulls":4},"2. Evolution of Structural Liquidity and Leverage by Failed and Non-Failed Banks3. Distributions of Pre-Crisis Liquidity and Leverage across Failed and Non-Failed; Tables; 1. Stylized Balance-Sheet and Weights to Compute the NSFR; 2. Sample Coverage by Region and Type; 3. Summary Statistics of Selected Variables, 2001-07; 4. Pairwise Correlations Between Selected Variables, 2001-07; 5. Baseline Regressions; 6. Estimates of the Marginal Impact on the Probabilities of Default; 7. Probit Regressions by Sub-Samples of Liquidity and Leverage; 8. Regressions by Bank Types"]
[{"$nulls":4},"9. Results of Robustness Checks by Alternative Definitions of Liquidity and CapitalTable 10. Results of Robustness Checks by Sub-Components of Bank Failure"]
[null,null,null,"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 "]
[{"$nulls":4},"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"]