Autore	Sy Amadou
Edizione	[1st ed.]
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica	1 online resource (38 p.)
Disciplina	338.2378
Collana	IMF Working Papers
Soggetto topico	Rating agencies (Finance) Financial crises Banks and Banking Finance: General Investments: General Money and Monetary Policy Financial Crises General Financial Markets: Government Policy and Regulation Investment Banking Venture Capital Brokerage Ratings and Ratings Agencies Financial Institutions and Services: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill General Financial Markets: General (includes Measurement and Data) Monetary economics Financial services law & regulation Finance Investment & securities Credit ratings Credit risk Systemic risk Securities Credit Money Financial regulation and supervision Financial sector policy and analysis Financial institutions Financial risk management Financial instruments
ISBN	1-4623-0734-5 1-4527-6520-0 1-282-84343-5 9786612843433 1-4518-7276-3
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Contents; I. Introduction; II. Lessons from Previous Rating Crises; III. Credit Ratings in Capital Markets; A. The Demand and Supply for Credit Ratings; B. Use of Credit Ratings in Legislation, Regulations and Supervisory Policies (LRSP's); C. Costs and Benefits of Ratings; IV. The Systemic Risk of Ratings; V. Role of CRA's in Structured Products Markets; A. The Rapid Growth of Structured Products; B. AAA as the Gold Standard; VI. Model Risk in the Rating of Structured Credit Products; VII. Governance Issues in the Rating of Structured Credit Products; VIII. Policy Recommendations A. Regulating CRAsB. Regulating Rated Securities Markets; C. Ensuring Systemic Stability; IX. Conclusions; X. Reference
Record Nr.	UNINA-9910828557103321

Autore	Arslanalp Serkan
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica	1 online resource (63 p.)
Altri autori (Persone)	TsudaTakahiro
Collana	IMF Working Papers
Soggetto topico	Debts, Public - Developed countries Finance, Public - Developed countries Banks and Banking Investments: General Public Finance Financial Crises Portfolio Choice Investment Decisions Debt Debt Management Sovereign Debt Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: General (includes Measurement and Data) Public finance & taxation Banking Investment & securities Public debt Foreign banks Government debt management Government securities Financial institutions Public financial management (PFM) Securities Debts, Public Banks and banking, Foreign Banks and banking Financial instruments
ISBN	1-4755-2422-6 1-4755-9322-8
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Cover; Contents; Executive Summary; I. Introduction; II. Motivation; III. Methodology for Sovereign Investor Base Estimates; A. Overview; Tables; 1. Sample of Countries; 2. Summary of Data Sources; Figures; 1. Summary of Methodology; 3. Construction of General Government Gross Debt on a Consolidated Basis for Non-European Countries, end-2011; 2. Advanced Economies: Holders of Government Debt, end-2011; 4. Valuation of Debt Securities in Various Databases; B. Estimation Methodology for Each Investor Type; 5. Estimation of Foreign Central Bank Holdings of Government Debt, end-2011 C. Robustness Checks and AdjustmentsD. Limitations and Extensions; IV. Key Trends in The Post-Crisis Period; 3. Foreign Holdings of Government Debt by Country of Origin, 2004-11; A. How Did Foreign Demand Change?; 4. Advanced Economies: Foreign Investors as an Investor Class, 2004-11; Boxes; 1. Country Groups; 5. Advanced Economies: Foreign Share in Government Debt Stock, 2004-11; 6. Advanced Economies: Foreign Net Purchases and Sales of Government Debt, 2008-11; 7. Euro and Non-Euro Area: Foreign Holders of Government Debt; 8. Advanced Economies: Changes in Sovereign Credit Ratings, 2004-11 B. How Did Foreign Demand Change by Investor Type?9. Euro and Non-Euro Area Countries: Foreign Net Purchases of Government Debt; 10. Advanced Economies: Country Allocation of Foreign Investors, 2004-11; 11. Advanced Economies: Cumulative Net Foreign Purchases of Government Debt; 12. Advanced Economies: Foreign Investors' Portfolio Reallocation in 2011; C. How Did Domestic Investors React to Falls in Foreign Demand?; 13. Foreign Investors Position and Sovereign Downgrades, 2004-11; D. How Did Domestic Bank Demand Change More Generally? 14. Advanced Economies: Bank Holdings of Own Government Debt, 2004-1115. Euro and Non-Euro Area: Bank Holdings of Own Government Debt, 2008-11; 16. Euro Area: Bank Holdings of Own Government Debt Securities, 2007-11; V. Sovereign Investor Base Risk Indicators; A. Sovereign Funding Shock Scenarios; 2: Methodology of Sovereign Funding Shock Scenarios; 17. Advanced Economies: Sovereign Funding Shock Scenarios; B. Investor Base Risk Index; 6. Risk Scores by Investor Type; 18. Advanced Economies: Investor Base Risk Index, 2008-11; 19. A Stylized Framework for Sovereign Risk Analysis 20. Advanced Economies: Application of Investor Base Risk Index, end-2009C. Foreign Investor Position Index; 21. Advanced Economies: Foreign Investor Position Index (FIPI), end-2011; VI. Conclusion; Annex Figures; 1. Advanced Economies: Holders of Government Debt, 2004-11; 2. Advanced Economies: Cumulative Purchases of Government Debt, since end-2007; References
Record Nr.	UNINA-9910779642903321

Autore	Mathisen Johan
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2007
Descrizione fisica	1 online resource (107 p.)
Altri autori (Persone)	PellechioAnthony
Soggetto topico	Financial statements Financial crises Accounting Exports and Imports Finance: General Money and Monetary Policy Industries: Financial Services Investments: Derivatives Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Public Administration Public Sector Accounting and Audits Monetary Systems Standards Regimes Government and the Monetary System Payment Systems International Investment Long-term Capital Movements Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: General Finance Financial reporting, financial statements Monetary economics International economics Econometrics & economic statistics Ownership & organization of enterprises Financial instruments Currencies International investment position Financial derivatives Public financial management (PFM) Money External position Financial institutions Finance, Public Investments, Foreign Derivative securities
ISBN	1-4623-8141-3 1-4527-4527-7 1-283-53613-7 9786613848581 1-4519-3300-2
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Cover Page; Title Page; Copyright Page; Contents; Figures; Tables; Boxes; Preface; Abbreviations; 1. Introduction; 1. Interrelationships of the Balance Sheet and Accumulation Accounts; 1. Recent Country Examples of Balance Sheet Analysis; 2. Main Objectives of the Balance Sheet Approach; 3. Key Features of the Framework for Analysis; 1. Intersectoral Asset and Liability Position Matrix; 2. South Africa: Net Intersectoral Asset and Liability Matrix; Sectorization; 2. Sectorizing Public Entities (General Government versus Public Corporations); 3. Sectors and Financial Instrument Categories Classification and Valuation of Financial Instruments 3. Common Foreign Currency Balance Sheet Relationships in Partially Dollarized Emerging Market Economies; Levels of Complexity; 4. Data Methodologies and Availability for Balance Sheet Analysis; Relationship Between the BSA and 1993 SNA Methodologies and Datasets; 2. Relevant Data Methodologies; Potential Databases for the BSA; 4. Potential Data Sources for Estimating Intersectoral Asset and Liability Matrix; 5. Uses of Standardized Report Form Data to Estimate Intersectoral Asset and Liability Positions 4. South Africa: Sectoral Net Financial Positions, by Currency 5. South Africa: Sectoral Net Financial Positions vis-à-vis Nonresidents, by Currency; 6. South Africa: Other Depository Corporations' Detailed Positions vis-à-vis Nonresidents, by Currency and Instrument; Data Availability; Data Reliability; 6. Available Datasets for Balance Sheet Vulnerability Analysis; 7. Data Reliability by Sector; 8. Data Reliability by Financial Instrument; 5. Using Timely and Frequent Balance Sheet Analysis in Surveillance; 6. Conclusions; Appendix I. Definitions of Sectors Appendix II. Definitions of Financial Instruments References; Footnotes
Record Nr.	UNINA-9910780744803321

Autore	Pellechio Anthony
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica	1 online resource (42 p.)
Altri autori (Persone)	MathisenJohan
Collana	IMF Working Papers
Soggetto topico	Financial statements Financial crises Accounting Finance: General Money and Monetary Policy Public Finance Industries: Financial Services Public Administration Public Sector Accounting and Audits Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Financial Institutions and Services: General Financial reporting, financial statements Finance Monetary economics Public finance & taxation Financial instruments Currencies Financial sector Balance sheet analysis Finance, Public Money Financial services industry Fiscal policy
ISBN	1-4623-7907-9 1-4527-2593-4 1-283-51785-X 9786613830302 1-4519-0894-6
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	""Contents""; ""I. INTRODUCTION""; ""II. MAIN OBJECTIVES OF THE BSA""; ""III. KEY FEATURES OF THE FRAMEWORK FOR ANALYSIS""; ""IV. DATA METHODOLOGIES AND AVAILABILITY FOR BALANCE SHEET ANALYSIS""; ""V. USING TIMELY, HIGH-FREQUENCY BALANCE SHEET ANALYSIS IN SURVEILLANCE""; ""VI. CONCLUSIONS""; ""REFERENCES""
Record Nr.	UNINA-9910788693303321