Recent advances in credit risk modeling / / prepared by Christian Capuano ... [et al.] |
Autore | Capuano Christian <1975-> |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, c2009 |
Descrizione fisica | 1 online resource (33 p.) |
Disciplina | 338.542 |
Altri autori (Persone) | CapuanoChristian <1975-> |
Collana | IMF working paper |
Soggetto topico |
Credit - Management - Mathematical models
Risk management |
ISBN |
1-4623-7897-8
1-4527-8235-0 1-4518-7309-3 9786612843754 1-282-84375-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Structural Models; A. Single-Issuer Default Risk; B. Distance-to-Default: Variations on a Theme; Figure; 1. Dah-Sing Bank: Distance-to-Default; C. Portfolio Credit Risk Models; III. Reduced-Form Models; A. Structural and Reduced-Form Models: Reconciliation Attempts; Boxes; 1. Compensators and Pricing Trends: Some Definitions-Elizalde (2006); B. Some Models; C. Nonlinear Filtering; 2. The Modeling Strategy of Frey, Schmidt, Gabih (2007); IV. Other Innovations in the Modeling of Credit Risk; A. Default Correlation Using Copulas and Other Recent Approaches
B. Pricing of Credit Index Options C. Distressed Debt Prices and Recovery Rate Estimation; V. Conclusions; Appendix; Filtration and the Pricing of Credit Index Options; References |
Record Nr. | UNINA-9910828972603321 |
Capuano Christian <1975-> | ||
Washington, D.C., : International Monetary Fund, c2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Recenti teorie monetarie del ciclo / Bruno Foà |
Autore | Foà, Bruno |
Pubbl/distr/stampa | Città di Castello : Tip. Leonardo Da Vinci, 1931 |
Descrizione fisica | 27 p. ; 24 cm |
Disciplina | 338.542 |
Formato | Materiale a stampa |
Livello bibliografico | Collezione |
Lingua di pubblicazione | ita |
Record Nr. | UNINA-990006964540403321 |
Foà, Bruno | ||
Città di Castello : Tip. Leonardo Da Vinci, 1931 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Recession prevention handbook : eleven case studies, 1948-2007 / / Norman Frumkin |
Autore | Frumkin Norman |
Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 2015 |
Descrizione fisica | 1 online resource (409 p.) |
Disciplina | 338.542 |
Soggetto topico |
United States - Economic policy - 20th century
Recessions - United States Economic indicators - United States Business & Economics Economic Theory |
Soggetto genere / forma | Electronic books. |
ISBN |
1-315-69912-5
1-317-45490-1 1-78034-594-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Cover ""; ""Half Title""; ""Title Page""; ""Copyright Page""; ""Dedication""; ""Table of Contents ""; ""List of Figures""; ""List of Tables""; ""Preface""; ""1. Characteristics of Recessions""; ""Business Cycles and Recessions""; ""A Proposed New Definition of Economic Downturns""; ""Frequency of Recessions Since the Early 1980s""; ""Severity of Recessions""; ""Jobless Recoveries from Recent Recessions""; ""Failure to Forecast Recessions and Its Policy Implications""; ""2. The Recession of 1948-49""
""Backlog of Household Durable Goods, Housing, and Business Capital Needs at the End of 1947""""Inflation at the End of 1947""; ""Overview of the Economy During 1948""; ""Economic Indicators in Real Time During 1948""; ""Note on National Defense""; ""Assessment of Economic Policies Preceding the 1948-49 Recession""; ""Appendix 2.1. The Economy Before 1948""; ""3. The Recession of 1953-54""; ""Korean War and the Economy""; ""Federal Reserve Policy Change""; ""Economic Indicators in Real Time During 1952-53""; ""Note on National Defense""; ""Federal Government Fiscal Position"" ""Assessment of Economic Policies Preceding the 1953-54 Recession""""4. The Recession of 1957-58""; ""Economic Indicators in Real Time During 1956-57""; ""Assessment of Economic Policies Preceding the 1957-58 Recession""; ""5. The Recession of 1960-61""; ""Economic Indicators in Real Time During 1959-60""; ""Assessment of Economic Policies Preceding the 1960-61 Recession""; ""6. The Recession of 1969-70""; ""Fiscal Policy and the Vietnam War""; ""Definition of Full Employment""; ""Economic Indicators in Real Time During 1968-69"" ""Assessment of Economic Policies Preceding the 1969-70 Recession""""7. The Recession of 1973-75""; ""Economic Policy Changes of August 15, 1971""; ""Economic Indicators in Real Time During 1972-73""; ""Assessment of Economic Policies Preceding the 1973-75 Recession""; ""8. The Recession of 1980""; ""Productivity Slowdown""; ""Iranian Revolution""; ""Decline in the Foreign Exchange Value of the Dollar""; ""Economic Indicators in Real Time During 1978-79""; ""Assessment of Economic Policies Preceding the 1980 Recession""; ""9. The Recession of 1981-82"" ""Effect of the 1980 Recession on Subsequent Inflation""""Economic Recovery Tax Act of 1981 and the 1981-82 Recession""; ""Economic Indicators in Real Time During 1980-81""; ""Assessment of Economic Policies Preceding the 1981-82 Recession""; ""10. The Recession of 1990-91""; ""International Events""; ""Value of the Dollar""; ""Federal Government Regulations""; ""Natural Disasters""; ""Savings and Loan Associations Failures""; ""Stock Market Crash of 1987""; ""Fiscal Policy""; ""Economic Indicators in Real Time During 1989-1990"" ""Assessment of Economic Policies Preceding the 1990-91 Recession"" |
Record Nr. | UNINA-9910464169403321 |
Frumkin Norman | ||
London ; ; New York : , : Routledge, , 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Recession prevention handbook : eleven case studies, 1948-2007 / / Norman Frumkin |
Autore | Frumkin Norman |
Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 2015 |
Descrizione fisica | 1 online resource (409 p.) |
Disciplina | 338.542 |
Soggetto topico |
United States - Economic policy - 20th century
Recessions - United States Economic indicators - United States Business & Economics Economic Theory |
ISBN |
1-315-69912-5
1-317-45490-1 1-78034-594-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Cover ""; ""Half Title""; ""Title Page""; ""Copyright Page""; ""Dedication""; ""Table of Contents ""; ""List of Figures""; ""List of Tables""; ""Preface""; ""1. Characteristics of Recessions""; ""Business Cycles and Recessions""; ""A Proposed New Definition of Economic Downturns""; ""Frequency of Recessions Since the Early 1980s""; ""Severity of Recessions""; ""Jobless Recoveries from Recent Recessions""; ""Failure to Forecast Recessions and Its Policy Implications""; ""2. The Recession of 1948-49""
""Backlog of Household Durable Goods, Housing, and Business Capital Needs at the End of 1947""""Inflation at the End of 1947""; ""Overview of the Economy During 1948""; ""Economic Indicators in Real Time During 1948""; ""Note on National Defense""; ""Assessment of Economic Policies Preceding the 1948-49 Recession""; ""Appendix 2.1. The Economy Before 1948""; ""3. The Recession of 1953-54""; ""Korean War and the Economy""; ""Federal Reserve Policy Change""; ""Economic Indicators in Real Time During 1952-53""; ""Note on National Defense""; ""Federal Government Fiscal Position"" ""Assessment of Economic Policies Preceding the 1953-54 Recession""""4. The Recession of 1957-58""; ""Economic Indicators in Real Time During 1956-57""; ""Assessment of Economic Policies Preceding the 1957-58 Recession""; ""5. The Recession of 1960-61""; ""Economic Indicators in Real Time During 1959-60""; ""Assessment of Economic Policies Preceding the 1960-61 Recession""; ""6. The Recession of 1969-70""; ""Fiscal Policy and the Vietnam War""; ""Definition of Full Employment""; ""Economic Indicators in Real Time During 1968-69"" ""Assessment of Economic Policies Preceding the 1969-70 Recession""""7. The Recession of 1973-75""; ""Economic Policy Changes of August 15, 1971""; ""Economic Indicators in Real Time During 1972-73""; ""Assessment of Economic Policies Preceding the 1973-75 Recession""; ""8. The Recession of 1980""; ""Productivity Slowdown""; ""Iranian Revolution""; ""Decline in the Foreign Exchange Value of the Dollar""; ""Economic Indicators in Real Time During 1978-79""; ""Assessment of Economic Policies Preceding the 1980 Recession""; ""9. The Recession of 1981-82"" ""Effect of the 1980 Recession on Subsequent Inflation""""Economic Recovery Tax Act of 1981 and the 1981-82 Recession""; ""Economic Indicators in Real Time During 1980-81""; ""Assessment of Economic Policies Preceding the 1981-82 Recession""; ""10. The Recession of 1990-91""; ""International Events""; ""Value of the Dollar""; ""Federal Government Regulations""; ""Natural Disasters""; ""Savings and Loan Associations Failures""; ""Stock Market Crash of 1987""; ""Fiscal Policy""; ""Economic Indicators in Real Time During 1989-1990"" ""Assessment of Economic Policies Preceding the 1990-91 Recession"" |
Record Nr. | UNINA-9910789478003321 |
Frumkin Norman | ||
London ; ; New York : , : Routledge, , 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Recession prevention handbook : eleven case studies, 1948-2007 / / Norman Frumkin |
Autore | Frumkin Norman |
Edizione | [1st ed.] |
Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 2015 |
Descrizione fisica | 1 online resource (409 p.) |
Disciplina | 338.542 |
Soggetto topico |
United States - Economic policy - 20th century
Recessions - United States Economic indicators - United States Business & Economics Economic Theory |
ISBN |
1-315-69912-5
1-317-45490-1 1-78034-594-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Cover ""; ""Half Title""; ""Title Page""; ""Copyright Page""; ""Dedication""; ""Table of Contents ""; ""List of Figures""; ""List of Tables""; ""Preface""; ""1. Characteristics of Recessions""; ""Business Cycles and Recessions""; ""A Proposed New Definition of Economic Downturns""; ""Frequency of Recessions Since the Early 1980s""; ""Severity of Recessions""; ""Jobless Recoveries from Recent Recessions""; ""Failure to Forecast Recessions and Its Policy Implications""; ""2. The Recession of 1948-49""
""Backlog of Household Durable Goods, Housing, and Business Capital Needs at the End of 1947""""Inflation at the End of 1947""; ""Overview of the Economy During 1948""; ""Economic Indicators in Real Time During 1948""; ""Note on National Defense""; ""Assessment of Economic Policies Preceding the 1948-49 Recession""; ""Appendix 2.1. The Economy Before 1948""; ""3. The Recession of 1953-54""; ""Korean War and the Economy""; ""Federal Reserve Policy Change""; ""Economic Indicators in Real Time During 1952-53""; ""Note on National Defense""; ""Federal Government Fiscal Position"" ""Assessment of Economic Policies Preceding the 1953-54 Recession""""4. The Recession of 1957-58""; ""Economic Indicators in Real Time During 1956-57""; ""Assessment of Economic Policies Preceding the 1957-58 Recession""; ""5. The Recession of 1960-61""; ""Economic Indicators in Real Time During 1959-60""; ""Assessment of Economic Policies Preceding the 1960-61 Recession""; ""6. The Recession of 1969-70""; ""Fiscal Policy and the Vietnam War""; ""Definition of Full Employment""; ""Economic Indicators in Real Time During 1968-69"" ""Assessment of Economic Policies Preceding the 1969-70 Recession""""7. The Recession of 1973-75""; ""Economic Policy Changes of August 15, 1971""; ""Economic Indicators in Real Time During 1972-73""; ""Assessment of Economic Policies Preceding the 1973-75 Recession""; ""8. The Recession of 1980""; ""Productivity Slowdown""; ""Iranian Revolution""; ""Decline in the Foreign Exchange Value of the Dollar""; ""Economic Indicators in Real Time During 1978-79""; ""Assessment of Economic Policies Preceding the 1980 Recession""; ""9. The Recession of 1981-82"" ""Effect of the 1980 Recession on Subsequent Inflation""""Economic Recovery Tax Act of 1981 and the 1981-82 Recession""; ""Economic Indicators in Real Time During 1980-81""; ""Assessment of Economic Policies Preceding the 1981-82 Recession""; ""10. The Recession of 1990-91""; ""International Events""; ""Value of the Dollar""; ""Federal Government Regulations""; ""Natural Disasters""; ""Savings and Loan Associations Failures""; ""Stock Market Crash of 1987""; ""Fiscal Policy""; ""Economic Indicators in Real Time During 1989-1990"" ""Assessment of Economic Policies Preceding the 1990-91 Recession"" |
Record Nr. | UNINA-9910810815603321 |
Frumkin Norman | ||
London ; ; New York : , : Routledge, , 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Recessione : i colpevoli, i complici, le vittime / Fabio D'Orlando |
Autore | D'Orlando, Fabio |
Pubbl/distr/stampa | Villaricca, : Cento autori, 2012 |
Descrizione fisica | 135 p. ; 21 cm |
Disciplina | 338.542 |
Collana | Fatti&misfatti |
Soggetto topico | Italia - Crisi economiche - 2008-2012 |
ISBN | 9788897121534 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | ita |
Record Nr. | UNICAS-LO11456549 |
D'Orlando, Fabio | ||
Villaricca, : Cento autori, 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Cassino | ||
|
Repoliticization of the Welfare State / / Ian P. McManus |
Autore | McManus Ian P. |
Pubbl/distr/stampa | University of Michigan Press : , : Ann Arbor, , 2022 |
Descrizione fisica | 1 online resource (234 pages) |
Disciplina | 338.542 |
Soggetto topico | Recessions |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910583591903321 |
McManus Ian P. | ||
University of Michigan Press : , : Ann Arbor, , 2022 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The rise and fall of money manager capitalism : Minsky's half century from World War Two to the great recession / / Eric Tymoigne and L. Randall Wray |
Autore | Tymoigne Eric <1976-, > |
Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 2014 |
Descrizione fisica | 1 online resource (312 p.) |
Disciplina | 338.542 |
Altri autori (Persone) | WrayL. Randall <1953-> |
Collana | Routledge critical studies in finance and stability |
Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - Mathematical models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-138-65016-1
0-203-71729-5 1-135-07665-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; The Rise and Fall of Money Manager Capitalism; Title page; Copyright Page; Table of Contents; List of figures; List of tables; Acknowledgments; Introduction: the growth of financial fragility and the Great Recession; 1 The Minskian framework; The nature of capitalism; The Financial Instability Hypothesis; Different forms of capitalism: Minsky's stages approach; Broad policy implications; Conclusion; 2 From Managerial Capitalism to Money Manager Capitalism; Prior to the 1970s: Managerial Capitalism; Money Manager Capitalism; Conclusion
3 The Great Moderation and the growth of Ponzi financeEconomic expansion and growing private debt: the 1990s; Government policies and the growth of Ponzi finance; Decline in the quality of debts: the growth of Ponzi finance through underwriting; The crisis and response; 4 Policy implications for finance; Detecting financial fragility: definition and measurement; Financial fragility and financial reform; Conclusion; 5 Policy implications for employment; The lost commitment to full employment; The Job Guarantee: program design and benefits; Conclusion; Conclusion: the Minsky half century Appendix: adjusted L5 dataNotes; References; Index |
Record Nr. | UNINA-9910452783203321 |
Tymoigne Eric <1976-, > | ||
London ; ; New York : , : Routledge, , 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The rise and fall of money manager capitalism : Minsky's half century from World War Two to the great recession / / Eric Tymoigne and L. Randall Wray |
Autore | Tymoigne Eric <1976-, > |
Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 2014 |
Descrizione fisica | 1 online resource (312 p.) |
Disciplina | 338.542 |
Altri autori (Persone) | WrayL. Randall <1953-> |
Collana | Routledge critical studies in finance and stability |
Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - Mathematical models |
ISBN |
1-138-65016-1
0-203-71729-5 1-135-07665-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; The Rise and Fall of Money Manager Capitalism; Title page; Copyright Page; Table of Contents; List of figures; List of tables; Acknowledgments; Introduction: the growth of financial fragility and the Great Recession; 1 The Minskian framework; The nature of capitalism; The Financial Instability Hypothesis; Different forms of capitalism: Minsky's stages approach; Broad policy implications; Conclusion; 2 From Managerial Capitalism to Money Manager Capitalism; Prior to the 1970s: Managerial Capitalism; Money Manager Capitalism; Conclusion
3 The Great Moderation and the growth of Ponzi financeEconomic expansion and growing private debt: the 1990s; Government policies and the growth of Ponzi finance; Decline in the quality of debts: the growth of Ponzi finance through underwriting; The crisis and response; 4 Policy implications for finance; Detecting financial fragility: definition and measurement; Financial fragility and financial reform; Conclusion; 5 Policy implications for employment; The lost commitment to full employment; The Job Guarantee: program design and benefits; Conclusion; Conclusion: the Minsky half century Appendix: adjusted L5 dataNotes; References; Index |
Record Nr. | UNINA-9910779994703321 |
Tymoigne Eric <1976-, > | ||
London ; ; New York : , : Routledge, , 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The rise and fall of money manager capitalism : Minsky's half century from World War Two to the great recession / / Eric Tymoigne and L. Randall Wray |
Autore | Tymoigne Eric <1976-, > |
Edizione | [1st ed.] |
Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 2014 |
Descrizione fisica | 1 online resource (312 p.) |
Disciplina | 338.542 |
Altri autori (Persone) | WrayL. Randall <1953-> |
Collana | Routledge critical studies in finance and stability |
Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - Mathematical models |
ISBN |
1-138-65016-1
0-203-71729-5 1-135-07665-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; The Rise and Fall of Money Manager Capitalism; Title page; Copyright Page; Table of Contents; List of figures; List of tables; Acknowledgments; Introduction: the growth of financial fragility and the Great Recession; 1 The Minskian framework; The nature of capitalism; The Financial Instability Hypothesis; Different forms of capitalism: Minsky's stages approach; Broad policy implications; Conclusion; 2 From Managerial Capitalism to Money Manager Capitalism; Prior to the 1970s: Managerial Capitalism; Money Manager Capitalism; Conclusion
3 The Great Moderation and the growth of Ponzi financeEconomic expansion and growing private debt: the 1990s; Government policies and the growth of Ponzi finance; Decline in the quality of debts: the growth of Ponzi finance through underwriting; The crisis and response; 4 Policy implications for finance; Detecting financial fragility: definition and measurement; Financial fragility and financial reform; Conclusion; 5 Policy implications for employment; The lost commitment to full employment; The Job Guarantee: program design and benefits; Conclusion; Conclusion: the Minsky half century Appendix: adjusted L5 dataNotes; References; Index |
Record Nr. | UNINA-9910809930603321 |
Tymoigne Eric <1976-, > | ||
London ; ; New York : , : Routledge, , 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|