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Banks’ Precautionary Capital and Persistent Credit Crunches / / Fabian Valencia
| Banks’ Precautionary Capital and Persistent Credit Crunches / / Fabian Valencia |
| Autore | Valencia Fabian |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (37 p.) |
| Disciplina | 330.973 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Financial crises - United States - Econometric models
Bank capital - United States - Econometric models Bank failures - United States - Econometric models Credit - United States - Econometric models Risk - United States - Econometric models Banks and Banking Finance: General Money and Monetary Policy Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy, Central Banking, and the Supply of Money and Credit: General Bankruptcy Liquidation Banking Monetary economics Finance Credit Bank credit Solvency Loans Banks and banking Debt |
| ISBN |
1-4623-5881-0
1-4527-4907-8 9786612841996 1-4518-7106-6 1-282-84199-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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
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 |
| Record Nr. | UNINA-9910788342803321 |
Valencia Fabian
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Banks’ Precautionary Capital and Persistent Credit Crunches / / Fabian Valencia
| Banks’ Precautionary Capital and Persistent Credit Crunches / / Fabian Valencia |
| Autore | Valencia Fabian |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (37 p.) |
| Disciplina | 330.973 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Financial crises - United States - Econometric models
Bank capital - United States - Econometric models Bank failures - United States - Econometric models Credit - United States - Econometric models Risk - United States - Econometric models Banks and Banking Finance: General Money and Monetary Policy Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy, Central Banking, and the Supply of Money and Credit: General Bankruptcy Liquidation Banking Monetary economics Finance Credit Bank credit Solvency Loans Banks and banking Debt |
| ISBN |
1-4623-5881-0
1-4527-4907-8 9786612841996 1-4518-7106-6 1-282-84199-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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
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 |
| Record Nr. | UNINA-9910810966003321 |
|
Valencia Fabian
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Der Beibringungsgrundsatz : Eine Rechtfertigung unter besonderer Berücksichtigung der Passivität der nicht beweisbelasteten Partei
| Der Beibringungsgrundsatz : Eine Rechtfertigung unter besonderer Berücksichtigung der Passivität der nicht beweisbelasteten Partei |
| Autore | Morell Alexander |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | Tübingen : , : Mohr Siebeck, , 2022 |
| Descrizione fisica | 1 online resource (367 pages) |
| Collana | Jus Privatum |
| Soggetto topico |
Bankruptcy
Insolvency Civil procedure Law Arbitration (Administrative law) Negotiation Mediation |
| Soggetto non controllato | Verhandlungsgrundsatz |
| ISBN |
9783161612473
9783161612466 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Nota di contenuto |
Cover -- Titel -- Danksagung -- Inhaltsübersicht -- Inhaltsverzeichnis -- 1: Einleitung -- 2: Der Beibringungsgrundsatz und die Bedeutung seiner Rechtfertigung -- I. Der Beibringungsgrundsatz -- 1. Die Unterscheidung von Beibringungs- und Dispositionsmaxime -- 2. Die Rechtsgrundlage des Beibringungsgrundsatzes -- 3. Die Wirkung des Beibringungsgrundsatzes -- 4. Die Rechtfertigungen des Beibringungsgrundsatzes -- II. Die Sachverhaltsaufklärung als Bedingung funktionaler Rechtfertigung des Beibringungsgrundsatzes -- III. Der funktionale Aspekt der wertgeleiteten Rechtfertigung -- 1. Die Stoßrichtung der wertgeleiteten Rechtfertigung: Verankerung im Grundgesetz -- 2. Privatautonomie braucht Infrastruktur -- a) Verfügungsfreiheit -- b) Vertragsfreiheit -- c) Zusammenfassung -- 3. Der Justizgewähranspruch und der Anspruch auf effektiven Rechtsschutz -- 4. Der legitime Steuerungsanspruch des Gesetzgebers -- 5. Zusammenfassung -- IV. Eine real aufklärende Wirkung des Beibringungsgrundsatzes? -- 3: Die materielle Wahrheit als Aufklärungsziel -- I. Die formelle und die materielle, absolute Wahrheit -- II. Mit Hilfe des relativen Überzeugungsbegriffs für den absoluten Wahrheitsbegriff -- 1. Richter müssen Realisten sein -- 2. Wahrheit als absolutes Konzept -- 3. Die Überflüssigkeit und Schädlichkeit des formellen Wahrheitsbegriffs -- a) Die absolute Wahrheit als Gegenstand der relativen Überzeugung -- b) Exkurs: Der Gegenstand der Überzeugung ist nicht Wahrscheinlichkeit -- c) Die Relativität des Überzeugungsbegriffs -- aa) Grade von Überzeugungen -- bb) Pragmatische Ansätze zur Messung von Überzeugungsgraden -- cc) Epistemische Ansätze zur Messung von Überzeugungsgraden -- dd) Zwischenergebnis: Überzeugungen sind relativ -- d) Die Relativierung der Sachverhaltsfeststellung durch den Überzeugungsbegriff -- aa) Die Abwägbarkeit der Überzeugungsbildung.
bb) Die Bemessung von Einschränkungen der Wahrheitserkenntnis -- cc) Zwischenergebnis: Güterabwägung durch relativierende Überzeugung -- 4. Zwischenergebnis: Ein genuin zivilprozessualer Wahrheitsbegriff ist überflüssig -- III. Zwischenergebnis -- 4: Die Theorie subjektiver Wahrscheinlichkeiten: Beweiswürdigung als Updating -- I. Die Wahl des Modells der Überzeugungsbildung: „A logic of partial belief" -- 1. Die Erforderlichkeit eines Modells -- 2. Der rationale Richter als eine normative Idealisierung -- 3. Die Rolle von Logik im Modell der Überzeugungsbildung -- 4. Die induktive Qualität des Modells -- 5. Die Wahrscheinlichkeit als Maß der induktiven Stärke eines Arguments -- 6. Zwischenergebnis und Vorbehalt -- II. Die Axiome der Wahrscheinlichkeit -- III. Bedingte Wahrscheinlichkeiten -- 1. Die Definition bedingter Wahrscheinlichkeiten -- 2. Die Quotientenregel -- 3. Die Produktregel -- 4. Bayes' Regel -- IV. Die Darstellung des Updatings anhand von Baumdiagrammen -- 1. Die Konstruktion von Baumdiagrammen -- 2. Das bayesianisches Updating anhand von Baumdiagrammen -- V. Subjektive Wahrscheinlichkeit, Rationalität und Wetten -- 1. Die Verknüpfung der Axiome mit dem Subjekt -- 2. Die Pragmatischen Rechtfertigungen des Rationalitätsanspruchs -- 3. Epistemische Rechtfertigungen -- VI. Ergebnis -- VII. Annex zu 4: Dutch-Book-Argemente für Inkohärenz von Überzeugungen, die gegen die Wahrscheinlichkeitsaxiome verstoßen -- 5: Der Modellrichter muss seine Anfangswahrscheinlichkeiten begründen - wenn er kann -- I. Der Bezug der Wahrscheinlichkeitsaxiome zur Realität -- 1. Kohärenz -- 2. Konvergenz -- 3. Der Richter kann sich auf Konvergenz nicht verlassen -- 4. Keine logische Wahrscheinlichkeit mangels logischem Indifferenzprinzip -- 5. Wahrscheinlichkeiten gewähren keine sichere Verbindung zur Realität. II. Erfahrungssätzen und der Zugang zur Realität -- III. Häufigkeiten als Orientierung -- 1. Objektive Wahrscheinlichkeiten -- 2. Das Principal Principle -- IV. Die Straight Rule anstelle des Principal Principles -- 1. Die Identifikation von Häufigkeiten und Erfahrungssätzen in der juristischen Literatur -- 2. Die Schätzung der objektiven Wahrscheinlichkeit -- 3. Das Referenzklassenproblem -- a) Die größte relevante Referenzklasse -- b) Die engste Referenzklasse -- c) Die größte homogene Referenzklasse -- 4. Die Gewinnung juristischer Erfahrungssätze mit der Straight Rule am Beispiel des Anscheinsbeweises der Infektion durch Bluttransfusion -- V. Erfolgreiche Methoden als Vehikel der Straight Rule -- VI. Das Indifferenzprinzips als Heuristik -- VII. Ergebnis zur Begründung von Anfangswahrscheinlichkeiten -- 6: Die Beibringung von Beweismitteln als strategische Interaktion -- I. Rationalität als grundlegende Annahmen der Spieltheorie -- 1. Die Analyse von Tendenzen und die Vorhersage im Aggregat -- 2. Überzeugungen und Bedürfnisse können Ursachen sein -- 3. Was ist ein Modell? -- 4. Zusammenfassung -- II. Die Sachverhaltsermittlung als strategisches Spiel -- 1. Die Definition des Spiels -- 2. Spiele in Normalform: Der Zivilprozess als Contest -- 3. Spiele in Extensivform: Der Zivilprozess als Contest -- 4. Die Einflussfaktoren der unproduktiven Investitionen in den Prozess -- 5. Appendix: Die Herleitung des Nash-Gleichgewichts im Tullock-Contest -- III. Das perfekt bayesianische Gleichgewicht -- 1. Ein Beispiel: Der Beweis als signaling -- 2. Keine Lösung durch Rückwärtsinduktion -- 3. Bestimmung des perfekt bayesianischen Gleichgewichts -- IV. Zusammenfassung -- 7: Die Mechanismen des Beibringungsgrundsatzes -- I. Die Funktionsweise des Beibringungsgrundsatzes bei beidseitigem Beweismittelzugriff. II. Die Aufklärungshindernisse durch fehlenden Zugriff einer Partei auf verifizierbarer Information -- III. Der Zugriff nur der beweisbelasteten Partei: Schließen aus der Beweislast -- 1. Der Begriff der Beweislast -- a) Die Beweislast -- b) Die Subjektive Beweislast (Beweisführungslast) -- 2. Die Beweislast kann Überzeugung stiften -- IV. Der Zugriff nur der nicht beweisbelasteten Partei: Grossman'sches Schließen -- 1. Grossman'sches Schließen -- 2. Die Selbstrechtfertigung der Überzeugung des Richters: Interpretation des Gleichgewichtskonzepts -- 3. Die konkrete Rechtfertigung der Rationalitätsannahme im Kontext des Beweisverfahrens -- a) Das Zutreffen der Vorhersage durch das Rationalmodell im Aggregat -- aa) Vorrangig relevante, nicht rationale Verhaltenstendenzen -- bb) Eine hohe Varianz des Verhaltens eher nicht zu erwarten -- b) Keine normativen Gründe gegen die Anwendung des Rationalmodells -- c) Die Anwendung des Rationalmodells im Kontext Grossman'schen Schließens ist gerechtfertigt -- 4. Zwischenergebnis -- V. Komplikationen in der Kommunikation mit dem Gericht -- 1. Komplikationen in der Anwendung der Vereinigungsmethode -- a) Die Beschränkung der Menge an kommunizierbarer Information -- b) Keine Vereinigung der behaupteten Fakten bei zu hohen Vorlagekosten -- c) Die Kosten der Beweismittelproduktion -- d) Zwischenergebnis -- 2. Komplikationen in der Anwendung des strategischen Skeptizismus -- a) Die Kosten der Informationssuche -- b) Die Informationsweitergabe zu fixen Kosten -- c) Die Informationsweitegabe zu variablen Kosten -- d) Das Problem des poolings -- e) Zwischenergebnis -- 3. Die Möglichkeit zu lügen -- VI. Ergebnis -- 8: Die rechtliche Zulässigkeit des strategischen Skeptizismus -- I. Grossman'sches Schließen ist keine Beweislastumkehr -- II. Grossman'sches Schließen ist keine vorweggenommene Beweiswürdigung. III. Der strategische Skeptizismus dupliziert weder das Institut der Beweisvereitelung noch hängt er von dessen Voraussetzungen ab -- 1. Das Institut der Beweisvereitelung -- 2. Die Abgrenzung von Beweisvereitelung und Anwendung des strategischen Skeptizismus -- 3. Ergebnis: Die Anwendung des strategischen Skeptizismus steht nicht unter den Voraussetzungen der Beweisvereitelung -- IV. Die etablierten Informationsrechte werden nicht obsolet -- 1. Die sekundäre Darlegungslast -- 2. Materielle Auskunftsansprüche -- 3. Die Bedeutung der 142, 144 ZPO -- 4. Ergebnis -- V. Nemo tenetur gilt im Zivilprozess nicht -- VI. Die Anwendung des strategischen Skeptizismus ist keine Amtsermittlung -- VII. Ergebnis: Sowohl der Vereinigungsmechanismus als auch der strategische Skeptizismus sind integrale Bestandteile des Beibringungsgrundsatzes -- 9: Die Ausgestaltung des zulässigen Schlusses aus Schweigen der nicht beweisbelasteten Partei -- I. Die Voraussetzungen des Grossman'schen Schließens -- 1. Subsidiarität -- a) Die Wirkung der Voraussetzung fehlenden Einflusses auf die Beweislosigkeit, wenn beide Parteien im Ausgangspunkt beweisen können -- b) Die Wirkung der Voraussetzung fehlenden Einflusses auf die Beweislosigkeit, wenn eine Partei im Ausgangspunkt nicht beweisen kann -- c) Fehlender Einfluss ist fehlendes Mitverschulden an der Beweislosigkeit -- d) Voraussetzung fehlenden Einflusses bedeutet praktisch Anwendung nur in Fällen typischer Beweislosigkeit der beweisbelasteten Partei -- e) Ergebnis -- 2. Die Beweismöglichkeit des Gegners -- 3. Substantiierter Vortrag -- 4. Ergebnis: Die drei Voraussetzungen Grossman'schen Schließens -- II. Schließen aus Schweigen ist dem Richter geboten -- III. Die Revisibilität der Anwendung des strategischen Skeptizismus -- 1. Die Prüfung der Beweiswürdigung in der Revision. 2. Die Revisibilität der Wahl der skeptischen Haltung. |
| Record Nr. | UNINA-9910758482103321 |
|
Morell Alexander
|
||
| Tübingen : , : Mohr Siebeck, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Belgium : : Technical Note on Stress Testing the Banking and Insurance Sectors
| Belgium : : Technical Note on Stress Testing the Banking and Insurance Sectors |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (105 p.) |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Banks and banking - Risk management - Belgium
Insurance - Risk management - Belgium Banks and Banking Finance: General Financial Institutions and Services: Government Policy and Regulation Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: Government Policy and Regulation Bankruptcy Liquidation Finance Banking Financial services law & regulation Stress testing Liquidity requirements Basel III Solvency Financial sector policy and analysis Financial regulation and supervision Solvency stress testing Banks and banking Financial risk management State supervision Debt |
| ISBN |
1-4843-7890-3
1-4843-7315-4 1-4843-9146-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; CONTENTS; GLOSSARY; INTRODUCTION; BANKING-SOLVENCY STRESS TESTS; A. Summary of Both Solvency Stress Tests; B. Bottom-Up Solvency Stress Tests; C. Top-Down Solvency Stress Tests; D. Reconciliation of Both Solvency Stress Tests; BANKING-LIQUIDITY STRESS TESTS; SUMMARY AND POLICY IMPLICATIONS-BANKING; INSURANCE-SOLVENCY STRESS TESTS; BOXES; 1. Review of Aggregation Approach; 2. Key Elements of Different Valuation Approaches Applied in the Stress Test; 3. Contagion Effects in Bank assurance; SUMMARY AND POLICY IMPLICATIONS-INSURANCE; REFERENCES; TABLES
1. Stress Test Matrix (Stem) for the Banking Sector: Solvency and Liquidity Risks 2. Composition of the System and Banks Included in the Stress Tests; 3. Financial Soundness Indicators for Banks Included in the Solvency Stress Test; 4. Macroeconomic Scenarios for Solvency Stress Test; 5. Overview of the Basel II and III Minimum Capital Requirements; 6. Liquidity Stress Test Parameters (Basel III Standard Measures); 7. Liquidity Stress Test Parameters (NBB Liquidity Ratio); 8. Insurance Sector-Stress Test Specification; FIGURES; 1. Banking Sector Developments 2. Liquidity and Short-term Funding 3. Bank Funding; 4. Insurance Financial Soundness Indicators (FSIs); 5. Macroeconomic Assumptions under Different Stress Test Scenarios; 6. Solvency Stress Tests-Risk Drivers; 7. Evolution of Aggregate Capital Ratios in Solvency Stress Tests; 8. Solvency Stress Test Results-Total Capital Hurdle Rates; 9. Solvency Stress Test Results-Tier 1 Capital Hurdle Rate; 10. Solvency Stress Test Results-CET1 Capital Hurdle Rate; 11. Banks' Liquidity Ratios and Stress Test Results; 12. Insurance Stress Test Results; ANNEX; I. Guidelines for the Bottom-Up Solvency Stress APPENDICES I. Proposed Timeline for Completion of Solvency; II. Key BU Solvency Stress Test Parameters; III. Overview of Stress Test Scenarios (in percent); IV. Interpolated Interest Rate Term Structure and Swap Rate Curve; V. Possible Satellite Model Specification; VI. Minimum Funding Cost: Empirical Estimation of Nonlinear Change; VII. Sovereign Haircuts for Selected Countries; VIII. Estimation Methodology for Sovereign Risk Valuation Haircuts; IX. Pay-out Ratio, Hurdle Rates, and Changes in Risk-Weighted Assets; X. Suggested Output Format for Reporting by Firms to NBB |
| Record Nr. | UNINA-9910787667403321 |
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Belgium : : Detailed Assessment of Observance of Insurance Core Principles
| Belgium : : Detailed Assessment of Observance of Insurance Core Principles |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (113 p.) |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Insurance - Belgium
Finance: General Insurance Public Finance Industries: Financial Services Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Insurance Companies Actuarial Studies Bankruptcy Liquidation Taxation, Subsidies, and Revenue: General Finance Insurance & actuarial studies Public finance & taxation Insurance companies Solvency Internal controls Legal support in revenue administration Financial institutions Financial sector policy and analysis Revenue administration Debt Revenue |
| ISBN |
1-4843-3699-2
1-4843-6060-5 1-4843-6002-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Glossary; A; B; C; E; F; I; M; N; O; P; R; S; T; U; EXECUTIVE SUMMARY; ASSESSMENT OF INSURANCE CORE PRINCIPLES INTRODUCTION AND SCOPE; A. Information and Methodology Used for Assessment; B. Overview-Institutional and Macro Prudential Setting; TABLES; 1: Insurance Penetration and Density in 2011; 2: Trend in Insurance Market Structure; 3: Insurance Distribution Channels; 4: Analysis of Direct Insurers' Assets; 5: Assets Covering Technical Provisions; 6: Analysis of Life Premiums; 7: Major lines of General Insurance Business: Gross Premiums written; FIGURES
1: Net result of Belgian Insurers (company basis)8: Solvency Position of Insurers; 2: Twin Peaks Structure in Belgium; C. Preconditions for Effective Insurance Supervision; 9: Summary of Compliance with the ICPs; 10: Summary of Observance Level; 11: Recommendations to Improve Observance of ICPs; D. Authorities' Response to the Assessment; DETAILED PRINCIPLE-BY-PRINCIPLE ASSESSMENT; 12: Detailed Assessment of Observance of the ICPs |
| Record Nr. | UNINA-9910779761503321 |
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Belgium : : Financial System Stability Assessment
| Belgium : : Financial System Stability Assessment |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (104 p.) |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Monetary policy - Belgium
Banks and Banking Finance: General Industries: Financial Services Insurance Banks Depository Institutions Micro Finance Institutions Mortgages Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Bankruptcy Liquidation Financial Institutions and Services: Government Policy and Regulation Insurance Companies Actuarial Studies Finance Banking Insurance & actuarial studies Insurance companies Commercial banks Solvency Stress testing Financial institutions Financial sector policy and analysis Banks and banking Debt Financial risk management |
| ISBN |
1-4843-4267-4
1-4843-7253-0 1-4843-4965-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; TABLES; 1. Belgium: FSAP Update-High Priority Recommendations; CONTENTS; GLOSSARY; INTRODUCTION AND BACKGROUND; A. Macroeconomic and Financial Sector Developments; B. Household and Corporate Sector Developments; C. Implementation of 2006 FSAP Recommendations; SOUNDNESS OF THE FINANCIAL SYSTEM AND POTENTIAL RISKS; A. Financial Crisis and Policy Response; B. Vulnerabilities Analysis; BOXES; 1. Outward Spillovers from Belgium Financial Sector; 2. Network Analysis of Spillover Risk for the Belgian Banking System; C. Bank Stress Testing; D. Insurance Stress Testing
FINANCIAL STABILITY FRAMEWORK A. Banking Supervision; 3. The Impact of the Banking Union on Belgium; B. Insurance Supervision; C. Conglomerates Supervision; D. Securities Markets and Regulation; E. Soundness and Oversight of Market Infrastructures; F. Crisis Management and Safety Nets; G. Anti-Money Laundering and Combating the Financing of Terrorism (AML/CFT); FIGURES; 1. Structural Features of the Financial Sector; 2. Economic Developments; 3. Nonfinancial Sector Developments; 4. Financial Market Indicators; 5. Banking Sector Developments; 6. International Exposures of Belgian Banks, 2007-12 7. Insurance Financial Soundness Indicators 8. Macroeconomic Assumptions Under Different Stress Test Scenarios; 9. Solvency Stress Test Results-CET1 Hurdle Rate; 10. Liquidity Indicators and Stress Test Results; 2. Baseline-Selected Economic Indicators, 2009-17; 3. Structure of the Financial Sector; 4. Financial Sector State Support (2012); 5. Financial Soundness Indicators for the Banking Sector; APPENDICES; I. Belgian Covered Bonds and Financial Stability Considerations; II. Main Recommendations of the 2006 FSAP; III. Crisis Intervention and Restructuring Measures; IV. Risk Assessment Matrix V. Overview of Stress Tests for Banks ANNEX; I. Report on the Observance of Standards and Codes-Summary Assessments; BASEL CORE PRINCIPLES FOR EFFECTIVE BANKING SUPERVISION; A. Background; B. NBB Approach to Supervision; C. Assessment Challenges; D. Preconditions for Effective Supervision; E. Main Findings; F. Authorities' Response to the Assessment; INTERNATIONAL ASSOCIATION OF INSURANCE SUPERVISORS (IAIS) INSURANCE CORE PRINCIPLES; A. Background; B. Preconditions for Effective Securities Regulation; C. Main Findings; D. Authorities' Response to the Assessment |
| Record Nr. | UNINA-9910779768703321 |
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Belgium : : Detailed Assessment of Observance of Insurance Core Principles
| Belgium : : Detailed Assessment of Observance of Insurance Core Principles |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (113 p.) |
| Disciplina | 332.1 |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Insurance - Belgium
Finance: General Insurance Public Finance Industries: Financial Services Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Insurance Companies Actuarial Studies Bankruptcy Liquidation Taxation, Subsidies, and Revenue: General Finance Insurance & actuarial studies Public finance & taxation Insurance companies Solvency Internal controls Legal support in revenue administration Financial institutions Financial sector policy and analysis Revenue administration Debt Revenue |
| ISBN |
1-4843-3699-2
1-4843-6060-5 1-4843-6002-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Glossary; A; B; C; E; F; I; M; N; O; P; R; S; T; U; EXECUTIVE SUMMARY; ASSESSMENT OF INSURANCE CORE PRINCIPLES INTRODUCTION AND SCOPE; A. Information and Methodology Used for Assessment; B. Overview-Institutional and Macro Prudential Setting; TABLES; 1: Insurance Penetration and Density in 2011; 2: Trend in Insurance Market Structure; 3: Insurance Distribution Channels; 4: Analysis of Direct Insurers' Assets; 5: Assets Covering Technical Provisions; 6: Analysis of Life Premiums; 7: Major lines of General Insurance Business: Gross Premiums written; FIGURES
1: Net result of Belgian Insurers (company basis)8: Solvency Position of Insurers; 2: Twin Peaks Structure in Belgium; C. Preconditions for Effective Insurance Supervision; 9: Summary of Compliance with the ICPs; 10: Summary of Observance Level; 11: Recommendations to Improve Observance of ICPs; D. Authorities' Response to the Assessment; DETAILED PRINCIPLE-BY-PRINCIPLE ASSESSMENT; 12: Detailed Assessment of Observance of the ICPs |
| Record Nr. | UNINA-9910812104103321 |
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Belgium : : Technical Note on Stress Testing the Banking and Insurance Sectors
| Belgium : : Technical Note on Stress Testing the Banking and Insurance Sectors |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (105 p.) |
| Disciplina | 332.152 |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Banks and banking - Risk management - Belgium
Insurance - Risk management - Belgium Banks and Banking Finance: General Financial Institutions and Services: Government Policy and Regulation Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: Government Policy and Regulation Bankruptcy Liquidation Finance Banking Financial services law & regulation Stress testing Liquidity requirements Basel III Solvency Financial sector policy and analysis Financial regulation and supervision Solvency stress testing Banks and banking Financial risk management State supervision Debt |
| ISBN |
1-4843-7890-3
1-4843-7315-4 1-4843-9146-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; CONTENTS; GLOSSARY; INTRODUCTION; BANKING-SOLVENCY STRESS TESTS; A. Summary of Both Solvency Stress Tests; B. Bottom-Up Solvency Stress Tests; C. Top-Down Solvency Stress Tests; D. Reconciliation of Both Solvency Stress Tests; BANKING-LIQUIDITY STRESS TESTS; SUMMARY AND POLICY IMPLICATIONS-BANKING; INSURANCE-SOLVENCY STRESS TESTS; BOXES; 1. Review of Aggregation Approach; 2. Key Elements of Different Valuation Approaches Applied in the Stress Test; 3. Contagion Effects in Bank assurance; SUMMARY AND POLICY IMPLICATIONS-INSURANCE; REFERENCES; TABLES
1. Stress Test Matrix (Stem) for the Banking Sector: Solvency and Liquidity Risks 2. Composition of the System and Banks Included in the Stress Tests; 3. Financial Soundness Indicators for Banks Included in the Solvency Stress Test; 4. Macroeconomic Scenarios for Solvency Stress Test; 5. Overview of the Basel II and III Minimum Capital Requirements; 6. Liquidity Stress Test Parameters (Basel III Standard Measures); 7. Liquidity Stress Test Parameters (NBB Liquidity Ratio); 8. Insurance Sector-Stress Test Specification; FIGURES; 1. Banking Sector Developments 2. Liquidity and Short-term Funding 3. Bank Funding; 4. Insurance Financial Soundness Indicators (FSIs); 5. Macroeconomic Assumptions under Different Stress Test Scenarios; 6. Solvency Stress Tests-Risk Drivers; 7. Evolution of Aggregate Capital Ratios in Solvency Stress Tests; 8. Solvency Stress Test Results-Total Capital Hurdle Rates; 9. Solvency Stress Test Results-Tier 1 Capital Hurdle Rate; 10. Solvency Stress Test Results-CET1 Capital Hurdle Rate; 11. Banks' Liquidity Ratios and Stress Test Results; 12. Insurance Stress Test Results; ANNEX; I. Guidelines for the Bottom-Up Solvency Stress APPENDICES I. Proposed Timeline for Completion of Solvency; II. Key BU Solvency Stress Test Parameters; III. Overview of Stress Test Scenarios (in percent); IV. Interpolated Interest Rate Term Structure and Swap Rate Curve; V. Possible Satellite Model Specification; VI. Minimum Funding Cost: Empirical Estimation of Nonlinear Change; VII. Sovereign Haircuts for Selected Countries; VIII. Estimation Methodology for Sovereign Risk Valuation Haircuts; IX. Pay-out Ratio, Hurdle Rates, and Changes in Risk-Weighted Assets; X. Suggested Output Format for Reporting by Firms to NBB |
| Record Nr. | UNINA-9910817680903321 |
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Belgium : : Financial System Stability Assessment
| Belgium : : Financial System Stability Assessment |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (104 p.) |
| Disciplina | 332.152 |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Monetary policy - Belgium
Banks and Banking Finance: General Industries: Financial Services Insurance Banks Depository Institutions Micro Finance Institutions Mortgages Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Bankruptcy Liquidation Financial Institutions and Services: Government Policy and Regulation Insurance Companies Actuarial Studies Finance Banking Insurance & actuarial studies Insurance companies Commercial banks Solvency Stress testing Financial institutions Financial sector policy and analysis Banks and banking Debt Financial risk management |
| ISBN |
1-4843-4267-4
1-4843-7253-0 1-4843-4965-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; TABLES; 1. Belgium: FSAP Update-High Priority Recommendations; CONTENTS; GLOSSARY; INTRODUCTION AND BACKGROUND; A. Macroeconomic and Financial Sector Developments; B. Household and Corporate Sector Developments; C. Implementation of 2006 FSAP Recommendations; SOUNDNESS OF THE FINANCIAL SYSTEM AND POTENTIAL RISKS; A. Financial Crisis and Policy Response; B. Vulnerabilities Analysis; BOXES; 1. Outward Spillovers from Belgium Financial Sector; 2. Network Analysis of Spillover Risk for the Belgian Banking System; C. Bank Stress Testing; D. Insurance Stress Testing
FINANCIAL STABILITY FRAMEWORK A. Banking Supervision; 3. The Impact of the Banking Union on Belgium; B. Insurance Supervision; C. Conglomerates Supervision; D. Securities Markets and Regulation; E. Soundness and Oversight of Market Infrastructures; F. Crisis Management and Safety Nets; G. Anti-Money Laundering and Combating the Financing of Terrorism (AML/CFT); FIGURES; 1. Structural Features of the Financial Sector; 2. Economic Developments; 3. Nonfinancial Sector Developments; 4. Financial Market Indicators; 5. Banking Sector Developments; 6. International Exposures of Belgian Banks, 2007-12 7. Insurance Financial Soundness Indicators 8. Macroeconomic Assumptions Under Different Stress Test Scenarios; 9. Solvency Stress Test Results-CET1 Hurdle Rate; 10. Liquidity Indicators and Stress Test Results; 2. Baseline-Selected Economic Indicators, 2009-17; 3. Structure of the Financial Sector; 4. Financial Sector State Support (2012); 5. Financial Soundness Indicators for the Banking Sector; APPENDICES; I. Belgian Covered Bonds and Financial Stability Considerations; II. Main Recommendations of the 2006 FSAP; III. Crisis Intervention and Restructuring Measures; IV. Risk Assessment Matrix V. Overview of Stress Tests for Banks ANNEX; I. Report on the Observance of Standards and Codes-Summary Assessments; BASEL CORE PRINCIPLES FOR EFFECTIVE BANKING SUPERVISION; A. Background; B. NBB Approach to Supervision; C. Assessment Challenges; D. Preconditions for Effective Supervision; E. Main Findings; F. Authorities' Response to the Assessment; INTERNATIONAL ASSOCIATION OF INSURANCE SUPERVISORS (IAIS) INSURANCE CORE PRINCIPLES; A. Background; B. Preconditions for Effective Securities Regulation; C. Main Findings; D. Authorities' Response to the Assessment |
| Record Nr. | UNINA-9910807053303321 |
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Benefits and Costs of Corporate Debt Restructuring : : An Estimation for Korea / / Jae Chung, Lev Ratnovski
| Benefits and Costs of Corporate Debt Restructuring : : An Estimation for Korea / / Jae Chung, Lev Ratnovski |
| Autore | Chung Jae |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
| Descrizione fisica | 1 online resource (23 pages) : illustrations, tables |
| Disciplina | 658.1526 |
| Altri autori (Persone) | RatnovskiLev |
| Collana | IMF Working Papers |
| Soggetto topico |
Corporate debt - Korea (South) - Econometric models
Debt relief - Korea (South) - Econometric models Exports and Imports Financial Risk Management Labor Industries: Manufacturing Investment Capital Intangible Capital Capacity Business Fluctuations Cycles Bankruptcy Liquidation Debt Debt Management Sovereign Debt Employment Unemployment Wages Intergenerational Income Distribution Aggregate Human Capital Aggregate Labor Productivity Labor Force and Employment, Size, and Structure International Lending and Debt Problems Industry Studies: Manufacturing: General Finance Labour income economics International economics Manufacturing industries Debt restructuring Labor force Debt burden Manufacturing Asset and liability management External debt Economic sectors Debts, External Economic theory Labor market |
| ISBN | 1-4755-4555-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910154899503321 |
|
Chung Jae
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| Washington, D.C. : , : International Monetary Fund, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Soggetto topico
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Bankruptcy
(227)
- Liquidation (35)
- Finance (31)
- Debt (30)
- Finance: General (29)