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Banking and Trading / / Arnoud Boot, Lev Ratnovski
Banking and Trading / / Arnoud Boot, Lev Ratnovski
Autore Boot Arnoud
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (49 p.)
Altri autori (Persone) RatnovskiLev
Collana IMF Working Papers
IMF working paper
Soggetto topico Banks and banking
Stocks
Banks and Banking
Finance: General
Taxation
Industries: Financial Services
Money and Monetary Policy
Financial Risk Management
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Investment Banking
Venture Capital
Brokerage
Ratings and Ratings Agencies
Financial Institutions and Services: Government Policy and Regulation
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
General Financial Markets: Government Policy and Regulation
Taxation, Subsidies, and Revenue: General
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Financial Crises
Banking
Finance
Public finance & taxation
Monetary economics
Economic & financial crises & disasters
Lines of credit
Moral hazard
Bank soundness
Tax incentives
Financial institutions
Financial sector policy and analysis
Credit
Money
Financial crises
Loans
Financial risk management
ISBN 1-4755-1248-1
1-4755-1246-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I. Introduction; II. Relationship to the Literature; III. Model; A. Approach; B. Credit Constraints; C. Banking; D. Trading; IV. Benefits of Conglomeration; V. Time Inconsistency of Capital Allocation; A. Setup: Long-term Banking; B. The Consequences of Time Inconsistency; C. Cost of Conglomeration under Time Inconsistency; VI. Trading as Risk-Shifting; A. Setup: Risky Trading; B. Risk-Shifting; C. The Interaction of Time Inconsistency and Risk Shifting; VII. Discussion; A. Front-loaded Income in Relationship Banking; B. External Equity and Internal Capital Allocation
C. Policy Implications VIII. Conclusion; References; Figures; 1. The Timeline; 2. The Timeline with Time Inconsistency; 3. Relationship Banking Allocation R as a Function of Trading Opportunities; 4. The Volume of Banking (R) and Trading (T), and Profits (Π)under Conglomerated Banking; 5. The Volumes of Banking (R)and Trading (T), and Profits (Π) with Risk-shifting; 6. Time Inconsistency Arises due to a Higher Return to Trading under Risk-shifting ("Effect 1"); 7. Risk-shifting Arises due to a Higher Volume of Trading, Driven by Time Inconsistency ("Effect 2")
Record Nr. UNINA-9910786474303321
Boot Arnoud  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Banking and Trading / / Arnoud Boot, Lev Ratnovski
Banking and Trading / / Arnoud Boot, Lev Ratnovski
Autore Boot Arnoud
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (49 p.)
Disciplina 332.1/52
Altri autori (Persone) RatnovskiLev
Collana IMF Working Papers
IMF working paper
Soggetto topico Banks and banking
Stocks
Banks and Banking
Finance: General
Taxation
Industries: Financial Services
Money and Monetary Policy
Financial Risk Management
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Investment Banking
Venture Capital
Brokerage
Ratings and Ratings Agencies
Financial Institutions and Services: Government Policy and Regulation
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
General Financial Markets: Government Policy and Regulation
Taxation, Subsidies, and Revenue: General
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Financial Crises
Banking
Finance
Public finance & taxation
Monetary economics
Economic & financial crises & disasters
Lines of credit
Moral hazard
Bank soundness
Tax incentives
Financial institutions
Financial sector policy and analysis
Credit
Money
Financial crises
Loans
Financial risk management
ISBN 1-4755-1248-1
1-4755-1246-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I. Introduction; II. Relationship to the Literature; III. Model; A. Approach; B. Credit Constraints; C. Banking; D. Trading; IV. Benefits of Conglomeration; V. Time Inconsistency of Capital Allocation; A. Setup: Long-term Banking; B. The Consequences of Time Inconsistency; C. Cost of Conglomeration under Time Inconsistency; VI. Trading as Risk-Shifting; A. Setup: Risky Trading; B. Risk-Shifting; C. The Interaction of Time Inconsistency and Risk Shifting; VII. Discussion; A. Front-loaded Income in Relationship Banking; B. External Equity and Internal Capital Allocation
C. Policy Implications VIII. Conclusion; References; Figures; 1. The Timeline; 2. The Timeline with Time Inconsistency; 3. Relationship Banking Allocation R as a Function of Trading Opportunities; 4. The Volume of Banking (R) and Trading (T), and Profits (Π)under Conglomerated Banking; 5. The Volumes of Banking (R)and Trading (T), and Profits (Π) with Risk-shifting; 6. Time Inconsistency Arises due to a Higher Return to Trading under Risk-shifting ("Effect 1"); 7. Risk-shifting Arises due to a Higher Volume of Trading, Driven by Time Inconsistency ("Effect 2")
Record Nr. UNINA-9910826322903321
Boot Arnoud  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Banking on the Principles : : Compliance with Basel Core Principles and Bank Soundness / / Enrica Detragiache, Thierry Tressel, Asli Demirgüç-Kunt
Banking on the Principles : : Compliance with Basel Core Principles and Bank Soundness / / Enrica Detragiache, Thierry Tressel, Asli Demirgüç-Kunt
Autore Detragiache Enrica
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (35 p.)
Altri autori (Persone) TresselThierry
Demirgüç-KuntAsli
Collana IMF Working Papers
Soggetto topico Banks and banking - State supervision
Banks and Banking
Finance: General
General Financial Markets: Government Policy and Regulation
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Financial Institutions and Services: Government Policy and Regulation
Financial services law & regulation
Banking
Finance
Bank soundness
Basel Core Principles
Bank supervision
Bank regulation
Banks and banking
State supervision
ISBN 1-4623-7703-3
1-4527-1078-3
1-283-51174-6
9786613824196
1-4519-0955-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. LITERATURE REVIEW""; ""III. METHODOLOGY AND DATA""; ""IV. THE RESULTS""; ""V. CONCLUSIONS""; ""References""
Record Nr. UNINA-9910788415203321
Detragiache Enrica  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Banking on the Principles : : Compliance with Basel Core Principles and Bank Soundness / / Enrica Detragiache, Thierry Tressel, Asli Demirgüç-Kunt
Banking on the Principles : : Compliance with Basel Core Principles and Bank Soundness / / Enrica Detragiache, Thierry Tressel, Asli Demirgüç-Kunt
Autore Detragiache Enrica
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (35 p.)
Altri autori (Persone) TresselThierry
Demirgüç-KuntAsli
Collana IMF Working Papers
Soggetto topico Banks and banking - State supervision
Banks and Banking
Finance: General
General Financial Markets: Government Policy and Regulation
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Financial Institutions and Services: Government Policy and Regulation
Financial services law & regulation
Banking
Finance
Bank soundness
Basel Core Principles
Bank supervision
Bank regulation
Banks and banking
State supervision
ISBN 1-4623-7703-3
1-4527-1078-3
1-283-51174-6
9786613824196
1-4519-0955-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. LITERATURE REVIEW""; ""III. METHODOLOGY AND DATA""; ""IV. THE RESULTS""; ""V. CONCLUSIONS""; ""References""
Record Nr. UNINA-9910822789603321
Detragiache Enrica  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Banking Spreads in Latin America / / Gaston Gelos
Banking Spreads in Latin America / / Gaston Gelos
Autore Gelos Gaston
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (31 p.)
Collana IMF Working Papers
Soggetto topico Banks and banking - Latin America
Interest rates - Latin America
Banks and Banking
Finance: General
Money and Monetary Policy
Public Finance
Interest Rates: Determination, Term Structure, and Effects
Financial Markets and the Macroeconomy
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Economywide Country Studies: Latin America
Caribbean
Monetary Policy
General Financial Markets: General (includes Measurement and Data)
Taxation, Subsidies, and Revenue: General
Banking
Monetary economics
Finance
Public finance & taxation
Reserve requirements
Deposit rates
Competition
Legal support in revenue administration
Monetary policy
Financial markets
Financial services
Revenue administration
Emerging and frontier financial markets
Banks and banking
Interest rates
Revenue
Financial services industry
ISBN 1-4623-3468-7
1-4527-5923-5
1-283-51371-4
9786613826169
1-4519-0840-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. THE DETERMINANTS OF SPREADS: LITERATURE REVIEW""; ""III. DESCRIPTIVE EVIDENCE""; ""IV. ECONOMETRIC ESTIMATIONS""; ""V. CONCLUSIONS""; ""REFERENCES""
Record Nr. UNINA-9910788412503321
Gelos Gaston  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Banking Spreads in Latin America / / Gaston Gelos
Banking Spreads in Latin America / / Gaston Gelos
Autore Gelos Gaston
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (31 p.)
Collana IMF Working Papers
Soggetto topico Banks and banking - Latin America
Interest rates - Latin America
Banks and Banking
Finance: General
Money and Monetary Policy
Public Finance
Interest Rates: Determination, Term Structure, and Effects
Financial Markets and the Macroeconomy
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Economywide Country Studies: Latin America
Caribbean
Monetary Policy
General Financial Markets: General (includes Measurement and Data)
Taxation, Subsidies, and Revenue: General
Banking
Monetary economics
Finance
Public finance & taxation
Reserve requirements
Deposit rates
Competition
Legal support in revenue administration
Monetary policy
Financial markets
Financial services
Revenue administration
Emerging and frontier financial markets
Banks and banking
Interest rates
Revenue
Financial services industry
ISBN 1-4623-3468-7
1-4527-5923-5
1-283-51371-4
9786613826169
1-4519-0840-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. THE DETERMINANTS OF SPREADS: LITERATURE REVIEW""; ""III. DESCRIPTIVE EVIDENCE""; ""IV. ECONOMETRIC ESTIMATIONS""; ""V. CONCLUSIONS""; ""REFERENCES""
Record Nr. UNINA-9910826313403321
Gelos Gaston  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Banking Stability Measures / / C. Goodhart, Miguel Segoviano
Banking Stability Measures / / C. Goodhart, Miguel Segoviano
Autore Goodhart C
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (56 p.)
Altri autori (Persone) SegovianoMiguel
Collana IMF Working Papers
Soggetto topico Economic stabilization
Banks and banking
Banks and Banking
Finance: General
Macroeconomics
Money and Monetary Policy
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data)
General Financial Markets: Government Policy and Regulation
Banking
Monetary economics
Economic growth
Finance
Commercial banks
Credit default swap
Business cycles
Systemic risk
Credit
Financial risk management
ISBN 1-4623-4165-9
1-4527-2788-0
1-282-84227-7
9786612842276
1-4518-7151-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Distress Dependence among Banks and Stability of the Banking System; Figures; 1. The Probability of Distress; III. Banking System Multivariate Density; A. The CIMDO Approach: Modeling the Banking System Multivariate Density; 2. The Banking System's Multivariate Density; B. The CIMDO-copula: Distress Dependence among Banks in the System; Box; 1. Drawbacks to the Characterization of Distress Dependence of Financial Returns with Correlations; IV. Banking Stability Measures; A. Common Distress in the Banks of the System; B. Distress Between Specific Banks
C. Distress in the System Associated with a Specific BankTables; 1. Distress Dependence Matrix; V. Banking Stability Measures: Empirical Results; 3. Probability That At Least One Bank Becomes Distressed; A. Estimation of Probabilities of Distress of Individual Banks; B. Examination of Relative Changes of Stability over Time; 4. Joint Probability of Distress; 5. Banking Stability Index; 6. Daily Percentage Increase: Joint and Average Probability of Distress; 7. PAO: Lehman; C. Analysis of Cross-Region Effects Between Different Banking Groups
D. Analysis of Foreign Banks' Risks to Sovereigns with Banking Systems with Cross-Border Institutions2. Distress Dependence Matrix: American and European Banks; 8. Foreign-Bank and Sovereign Risks; 3. Distress Dependence Matrix: Latin America. Sovereigns and Banks; 4. Distress Dependence Matrix: Eastern Europe. Sovereigns and Banks; 5. Distress Dependence Matrix: Asia. Sovereigns and Banks; VI. Conclusions; Appendixes; I. Copula Functions; II. CIMDO-copula; III. CIMDO-density and CIMDO-copula Evaluation Framework; IV. Estimation of Probabilities of Distress of Individual Banks; References
Record Nr. UNINA-9910788349903321
Goodhart C  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Banking Stability Measures / / C. Goodhart, Miguel Segoviano
Banking Stability Measures / / C. Goodhart, Miguel Segoviano
Autore Goodhart C
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (56 p.)
Disciplina 332.75
Altri autori (Persone) SegovianoMiguel
Collana IMF Working Papers
Soggetto topico Economic stabilization
Banks and banking
Banks and Banking
Finance: General
Macroeconomics
Money and Monetary Policy
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data)
General Financial Markets: Government Policy and Regulation
Banking
Monetary economics
Economic growth
Finance
Commercial banks
Credit default swap
Business cycles
Systemic risk
Credit
Financial risk management
ISBN 1-4623-4165-9
1-4527-2788-0
1-282-84227-7
9786612842276
1-4518-7151-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Distress Dependence among Banks and Stability of the Banking System; Figures; 1. The Probability of Distress; III. Banking System Multivariate Density; A. The CIMDO Approach: Modeling the Banking System Multivariate Density; 2. The Banking System's Multivariate Density; B. The CIMDO-copula: Distress Dependence among Banks in the System; Box; 1. Drawbacks to the Characterization of Distress Dependence of Financial Returns with Correlations; IV. Banking Stability Measures; A. Common Distress in the Banks of the System; B. Distress Between Specific Banks
C. Distress in the System Associated with a Specific BankTables; 1. Distress Dependence Matrix; V. Banking Stability Measures: Empirical Results; 3. Probability That At Least One Bank Becomes Distressed; A. Estimation of Probabilities of Distress of Individual Banks; B. Examination of Relative Changes of Stability over Time; 4. Joint Probability of Distress; 5. Banking Stability Index; 6. Daily Percentage Increase: Joint and Average Probability of Distress; 7. PAO: Lehman; C. Analysis of Cross-Region Effects Between Different Banking Groups
D. Analysis of Foreign Banks' Risks to Sovereigns with Banking Systems with Cross-Border Institutions2. Distress Dependence Matrix: American and European Banks; 8. Foreign-Bank and Sovereign Risks; 3. Distress Dependence Matrix: Latin America. Sovereigns and Banks; 4. Distress Dependence Matrix: Eastern Europe. Sovereigns and Banks; 5. Distress Dependence Matrix: Asia. Sovereigns and Banks; VI. Conclusions; Appendixes; I. Copula Functions; II. CIMDO-copula; III. CIMDO-density and CIMDO-copula Evaluation Framework; IV. Estimation of Probabilities of Distress of Individual Banks; References
Record Nr. UNINA-9910827377403321
Goodhart C  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Banks As Coordinators of Economic Growth / / Kenichi Ueda
Banks As Coordinators of Economic Growth / / Kenichi Ueda
Autore Ueda Kenichi
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (77 p.)
Collana IMF Working Papers
Soggetto topico Economic development - Econometric models
Banks and banking - Econometric models
Banks and Banking
Finance: General
Industries: Financial Services
Noncooperative Games
Exchange and Production Economies
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Economic Development: Financial Markets
Saving and Capital Investment
Corporate Finance and Governance
One, Two, and Multisector Growth Models
General Financial Markets: General (includes Measurement and Data)
Interest Rates: Determination, Term Structure, and Effects
Banking
Finance
Loans
Interbank markets
Deposit rates
Bank deposits
Financial institutions
Financial markets
Financial services
Competition
Banks and banking
International finance
Interest rates
ISBN 1-4623-9620-8
1-4527-2591-8
1-283-51804-X
1-4519-0977-2
9786613830494
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. MODEL SETTING AND CHARACTERISTICS""; ""III. UNIQUE EQUILIBRIUM CANDIDATE WITH STRATEGIC INTERMEDIATION""; ""IV. EXISTENCE OF AN EQUILIBRIUM WITH FREE RECONTRACTING OPPORTUNITY""; ""V. DISCUSSION""; ""VI. CONCLUDING REMARKS""; ""REFERENCES""; ""APPENDIX I. PROOFS""; ""APPENDIX II. EXISTENCE OF AN OPTIMAL PLAN""; ""APPENDIX III. PARETO- OPTIMAL ALLOCATION AND WALRASIAN EQUILIBRIUM""; ""APPENDIX IV. ALLOCATIONS UNDER OTHER PRODUCTION FUNCTIONS""; ""APPENDIX V. ECONOMY WITH PRIVATE DIRECT FINANCE""
""APPENDIX VI. RELATION TO DISCONTINUOUS GAME LITERATURE""
Record Nr. UNINA-9910788693903321
Ueda Kenichi  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Banks As Coordinators of Economic Growth / / Kenichi Ueda
Banks As Coordinators of Economic Growth / / Kenichi Ueda
Autore Ueda Kenichi
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (77 p.)
Collana IMF Working Papers
Soggetto topico Economic development - Econometric models
Banks and banking - Econometric models
Banks and Banking
Finance: General
Industries: Financial Services
Noncooperative Games
Exchange and Production Economies
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Economic Development: Financial Markets
Saving and Capital Investment
Corporate Finance and Governance
One, Two, and Multisector Growth Models
General Financial Markets: General (includes Measurement and Data)
Interest Rates: Determination, Term Structure, and Effects
Banking
Finance
Loans
Interbank markets
Deposit rates
Bank deposits
Financial institutions
Financial markets
Financial services
Competition
Banks and banking
International finance
Interest rates
ISBN 1-4623-9620-8
1-4527-2591-8
1-283-51804-X
1-4519-0977-2
9786613830494
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. MODEL SETTING AND CHARACTERISTICS""; ""III. UNIQUE EQUILIBRIUM CANDIDATE WITH STRATEGIC INTERMEDIATION""; ""IV. EXISTENCE OF AN EQUILIBRIUM WITH FREE RECONTRACTING OPPORTUNITY""; ""V. DISCUSSION""; ""VI. CONCLUDING REMARKS""; ""REFERENCES""; ""APPENDIX I. PROOFS""; ""APPENDIX II. EXISTENCE OF AN OPTIMAL PLAN""; ""APPENDIX III. PARETO- OPTIMAL ALLOCATION AND WALRASIAN EQUILIBRIUM""; ""APPENDIX IV. ALLOCATIONS UNDER OTHER PRODUCTION FUNCTIONS""; ""APPENDIX V. ECONOMY WITH PRIVATE DIRECT FINANCE""
""APPENDIX VI. RELATION TO DISCONTINUOUS GAME LITERATURE""
Record Nr. UNINA-9910808878003321
Ueda Kenichi  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui