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International risk sharing during the globalization era [[electronic resource] /] / Robert P. Flood, Nancy P. Marion and Akito Matsumoto
| International risk sharing during the globalization era [[electronic resource] /] / Robert P. Flood, Nancy P. Marion and Akito Matsumoto |
| Autore | Flood Robert P |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, 2009 |
| Descrizione fisica | 38 p. : ill |
| Altri autori (Persone) |
MarionNancy Peregrim
MatsumotoAkito |
| Collana | IMF working paper |
| Soggetto topico |
Globalization
Financial risk |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-7190-6
1-282-84415-6 9786612844157 1-4527-7125-1 1-4518-7356-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910463711203321 |
Flood Robert P
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| [Washington, D.C.], : International Monetary Fund, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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International Risk Sharing During the Globalization Era / / Akito Matsumoto, Robert Flood, Nancy Marion
| International Risk Sharing During the Globalization Era / / Akito Matsumoto, Robert Flood, Nancy Marion |
| Autore | Matsumoto Akito |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 38 p. : ill |
| Altri autori (Persone) |
FloodRobert
MarionNancy |
| Collana | IMF Working Papers |
| Soggetto topico |
Globalization
Financial risk Finance: General Macroeconomics Macroeconomics: Consumption Saving Wealth Aggregate Factor Income Distribution Macroeconomics: Production General Financial Markets: General (includes Measurement and Data) Finance Consumption Income Production growth Private consumption Emerging and frontier financial markets Economics Production Economic theory Financial services industry |
| ISBN |
1-4623-7190-6
1-282-84415-6 9786612844157 1-4527-7125-1 1-4518-7356-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788226503321 |
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Matsumoto Akito
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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International Risk Sharing During the Globalization Era / / Akito Matsumoto, Robert Flood, Nancy Marion
| International Risk Sharing During the Globalization Era / / Akito Matsumoto, Robert Flood, Nancy Marion |
| Autore | Matsumoto Akito |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 38 p. : ill |
| Disciplina | 174 |
| Altri autori (Persone) |
FloodRobert
MarionNancy |
| Collana | IMF Working Papers |
| Soggetto topico |
Globalization
Financial risk Finance: General Macroeconomics Macroeconomics: Consumption Saving Wealth Aggregate Factor Income Distribution Macroeconomics: Production General Financial Markets: General (includes Measurement and Data) Finance Consumption Income Production growth Private consumption Emerging and frontier financial markets Economics Production Economic theory Financial services industry |
| ISBN |
1-4623-7190-6
1-282-84415-6 9786612844157 1-4527-7125-1 1-4518-7356-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Theory -- III. Existing Measures of International Risk Sharing -- A. ρ Measures -- B. β Measures -- C. Growth Rate Volatility -- IV. A New Measure of Risk Sharing (σ) -- A. σ Measure -- B. Social Welfare and Ours σ2 Measure -- C. Frequency Decomposition -- V. Taking the New Measure to Data -- A. Results and Comparison with Existing Measures -- B. Results of High-Low Frequency Decomposition -- VI. Conclusion -- References -- Appendix -- Data Source and Definitions -- Figures -- 1. Lack of Perfect Risk Sharing Due to Difference in Trend Growth and Deviation from Trend -- 2. Rolling Volatility (mean) rw=15 -- 3. Rolling Volatility (mean) rw=20 -- 4. Rolling Volatility (mean) rw=15 -- 5. Rolling Volatility (mean) rw=15 -- 6. Rolling Volatility (mean) rw=15 -- 7. Relation Between the Degree of Risk Sharing and National Income in 2003 -- 8. Relation Between the Degree of Risk Sharing and National Income in 1964 -- 9. σ15 Measure Over Time -- 10. Correlation (mean) rw=15 -- 11. Correlation Measure Over Time 15-year rolling -- 12. Rolling β (median) rw=15 -- 13. β Measure Over Time 15-year Rolling -- 14. Rolling RVCh (mean) rw=15 -- 15. Rolling RVCG (mean) rw=15. |
| Record Nr. | UNINA-9910812314803321 |
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Matsumoto Akito
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Investment Report 2022/2023 - Key Findings : resilience and renewal in Europe / / European Investment Bank
| Investment Report 2022/2023 - Key Findings : resilience and renewal in Europe / / European Investment Bank |
| Pubbl/distr/stampa | [Luxembourg] : , : European Investment Bank, , 2023 |
| Descrizione fisica | 1 online resource (42 pages) |
| Disciplina | 658.155 |
| Collana | European Investment Bank investment report 2022/2023, key findings |
| Soggetto topico | Financial risk |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910684567603321 |
| [Luxembourg] : , : European Investment Bank, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Measuring and managing liquidity risk / / Antonio Castagna and Francesco Fede
| Measuring and managing liquidity risk / / Antonio Castagna and Francesco Fede |
| Autore | Castagna Antonio |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, [England] : , : Wiley, , 2013 |
| Descrizione fisica | xxii, 577 p. : ill |
| Disciplina | 339.53 |
| Collana | Wiley finance series |
| Soggetto topico |
Liquidity (Economics)
Bank liquidity Financial risk Risk management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-118-65225-8
1-118-81846-6 1-119-99066-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. I. Liquidity and banking activity -- pt. II. Tools to manage liquidity risk -- pt. III. Pricing liquidity risk. |
| Record Nr. | UNINA-9910208819503321 |
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Castagna Antonio
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| Chichester, [England] : , : Wiley, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Measuring and managing liquidity risk / / Antonio Castagna and Francesco Fede
| Measuring and managing liquidity risk / / Antonio Castagna and Francesco Fede |
| Autore | Castagna Antonio |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, [England] : , : Wiley, , 2013 |
| Descrizione fisica | xxii, 577 p. : ill |
| Disciplina | 339.53 |
| Collana | Wiley finance series |
| Soggetto topico |
Liquidity (Economics)
Bank liquidity Financial risk Risk management |
| ISBN |
1-118-65225-8
1-118-81846-6 1-119-99066-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. I. Liquidity and banking activity -- pt. II. Tools to manage liquidity risk -- pt. III. Pricing liquidity risk. |
| Record Nr. | UNINA-9910830801203321 |
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Castagna Antonio
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| Chichester, [England] : , : Wiley, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Real Effects of Financial Sector Risk / / Andrea Maechler, Alexander Tieman
| The Real Effects of Financial Sector Risk / / Andrea Maechler, Alexander Tieman |
| Autore | Maechler Andrea |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (49 p.) |
| Disciplina |
658.15
658.155 |
| Altri autori (Persone) | TiemanAlexander |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial risk
Economic development Banks and Banking Finance: General Money and Monetary Policy Industries: Financial Services Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financial Institutions and Services: General General Financial Markets: Government Policy and Regulation Banks Depository Institutions Micro Finance Institutions Mortgages Monetary economics Finance Banking Credit Financial sector Financial sector risk Bank credit Financial services industry Financial risk management Banks and banking |
| ISBN |
1-4623-7090-X
1-282-84406-7 1-4527-7730-6 1-4518-7345-X 9786612844065 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Data; 1. Average Distance-to-Default in the Sample; 2. Average One-Year Expected Default Frequency; 1. The Distance-to-Default Measure; 3. Real Private Sector Credit Growth; III. Methodology; IV. Regresion Results and Discussion; 1. Macroeconomic Regressions-Distance-to-Default Indicators and Implied Effect on Credit Growth for Major European Banks; 2. Bank-Specific Regressions-Distance-to-Default Indicators and Implied Effect on Credit Growth for Major European Banks; V. Conclusion and Policy Implications
I. Data and Tables1. Data Summary; 2. Vector Error Correction Model Regression Results; 3. Macroeconomic Panel Regression Results for Private Sector Credit Using EDF1; 4. Macroeconomic Panel Regression Results for Private Sector Credit Using EDF5; 5. Macroeconomic Panel Regression Results for Private Sector Credit Using DD; 6. Macroeconomic Panel Regression Results for Private Sector Credit Using System DD; 7. Macroeconomic Panel Regression Results for Private Sector Credit Using DD Index; 8. Macroeconomic Panel Regression Results for Private Sector Credit Using Average Weighted DD 9. Macroeconomic Panel Regression Results for Private Sector Credit Using Average Weighted EDF110. Macroeconomic Panel Regression Results for Private Sector Credit Using Average Weighted EDF5; 11. Macroeconomic Panel Regression Results for GDP Using DD; 12. Bank-Specific Panel Regression Results Using EDF1; 13. Bank-Specific Panel Regression Results Using EDF5; 14. Bank-Specific Panel Regression Using DD; 15. Bank Specific Panel Regression Results Using EDF1 and Competition Controls; 16. Bank-Specific Panel Regression Results Using EDF5 and Competition Controls 17. Bank-Specific Panel Regression Results Using DD and Competition Controls18. Bank-Specific Panel Regression Results for GDP Using DD; References; Footnotes |
| Record Nr. | UNINA-9910788227103321 |
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Maechler Andrea
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Real Effects of Financial Sector Risk / / Andrea Maechler, Alexander Tieman
| The Real Effects of Financial Sector Risk / / Andrea Maechler, Alexander Tieman |
| Autore | Maechler Andrea |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (49 p.) |
| Disciplina |
658.15
658.155 |
| Altri autori (Persone) | TiemanAlexander |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial risk
Economic development Banks and Banking Finance: General Money and Monetary Policy Industries: Financial Services Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financial Institutions and Services: General General Financial Markets: Government Policy and Regulation Banks Depository Institutions Micro Finance Institutions Mortgages Monetary economics Finance Banking Credit Financial sector Financial sector risk Bank credit Financial services industry Financial risk management Banks and banking |
| ISBN |
1-4623-7090-X
1-282-84406-7 1-4527-7730-6 1-4518-7345-X 9786612844065 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Data; 1. Average Distance-to-Default in the Sample; 2. Average One-Year Expected Default Frequency; 1. The Distance-to-Default Measure; 3. Real Private Sector Credit Growth; III. Methodology; IV. Regresion Results and Discussion; 1. Macroeconomic Regressions-Distance-to-Default Indicators and Implied Effect on Credit Growth for Major European Banks; 2. Bank-Specific Regressions-Distance-to-Default Indicators and Implied Effect on Credit Growth for Major European Banks; V. Conclusion and Policy Implications
I. Data and Tables1. Data Summary; 2. Vector Error Correction Model Regression Results; 3. Macroeconomic Panel Regression Results for Private Sector Credit Using EDF1; 4. Macroeconomic Panel Regression Results for Private Sector Credit Using EDF5; 5. Macroeconomic Panel Regression Results for Private Sector Credit Using DD; 6. Macroeconomic Panel Regression Results for Private Sector Credit Using System DD; 7. Macroeconomic Panel Regression Results for Private Sector Credit Using DD Index; 8. Macroeconomic Panel Regression Results for Private Sector Credit Using Average Weighted DD 9. Macroeconomic Panel Regression Results for Private Sector Credit Using Average Weighted EDF110. Macroeconomic Panel Regression Results for Private Sector Credit Using Average Weighted EDF5; 11. Macroeconomic Panel Regression Results for GDP Using DD; 12. Bank-Specific Panel Regression Results Using EDF1; 13. Bank-Specific Panel Regression Results Using EDF5; 14. Bank-Specific Panel Regression Using DD; 15. Bank Specific Panel Regression Results Using EDF1 and Competition Controls; 16. Bank-Specific Panel Regression Results Using EDF5 and Competition Controls 17. Bank-Specific Panel Regression Results Using DD and Competition Controls18. Bank-Specific Panel Regression Results for GDP Using DD; References; Footnotes |
| Record Nr. | UNINA-9910825972503321 |
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Maechler Andrea
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The real effects of financial sector risk [[electronic resource] /] / Alexander F. Tieman and Andrea M. Maechler
| The real effects of financial sector risk [[electronic resource] /] / Alexander F. Tieman and Andrea M. Maechler |
| Autore | Tieman Alexander F |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, 2009 |
| Descrizione fisica | 1 online resource (49 p.) |
| Disciplina |
658.15
658.155 |
| Altri autori (Persone) | MaechlerAndrea M |
| Collana | IMF working paper |
| Soggetto topico |
Financial risk
Economic development |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-7090-X
1-282-84406-7 1-4527-7730-6 1-4518-7345-X 9786612844065 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Data; 1. Average Distance-to-Default in the Sample; 2. Average One-Year Expected Default Frequency; 1. The Distance-to-Default Measure; 3. Real Private Sector Credit Growth; III. Methodology; IV. Regresion Results and Discussion; 1. Macroeconomic Regressions-Distance-to-Default Indicators and Implied Effect on Credit Growth for Major European Banks; 2. Bank-Specific Regressions-Distance-to-Default Indicators and Implied Effect on Credit Growth for Major European Banks; V. Conclusion and Policy Implications
I. Data and Tables1. Data Summary; 2. Vector Error Correction Model Regression Results; 3. Macroeconomic Panel Regression Results for Private Sector Credit Using EDF1; 4. Macroeconomic Panel Regression Results for Private Sector Credit Using EDF5; 5. Macroeconomic Panel Regression Results for Private Sector Credit Using DD; 6. Macroeconomic Panel Regression Results for Private Sector Credit Using System DD; 7. Macroeconomic Panel Regression Results for Private Sector Credit Using DD Index; 8. Macroeconomic Panel Regression Results for Private Sector Credit Using Average Weighted DD 9. Macroeconomic Panel Regression Results for Private Sector Credit Using Average Weighted EDF110. Macroeconomic Panel Regression Results for Private Sector Credit Using Average Weighted EDF5; 11. Macroeconomic Panel Regression Results for GDP Using DD; 12. Bank-Specific Panel Regression Results Using EDF1; 13. Bank-Specific Panel Regression Results Using EDF5; 14. Bank-Specific Panel Regression Using DD; 15. Bank Specific Panel Regression Results Using EDF1 and Competition Controls; 16. Bank-Specific Panel Regression Results Using EDF5 and Competition Controls 17. Bank-Specific Panel Regression Results Using DD and Competition Controls18. Bank-Specific Panel Regression Results for GDP Using DD; References; Footnotes |
| Record Nr. | UNINA-9910463997503321 |
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Tieman Alexander F
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| [Washington, D.C.], : International Monetary Fund, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Riding global financial waves [[electronic resource] ] : the economic impact of global financial shocks on emerging market economies / / Gustavo Adler and Camilo E. Tovar
| Riding global financial waves [[electronic resource] ] : the economic impact of global financial shocks on emerging market economies / / Gustavo Adler and Camilo E. Tovar |
| Autore | Adler Gustavo <1974-> |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, c2012 |
| Descrizione fisica | 1 online resource (27 p.) |
| Altri autori (Persone) | Tovar MoraCamilo Ernesto |
| Collana | IMF working paper |
| Soggetto topico |
Financial risk
Financial crises |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4755-7006-6
1-4755-7400-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Recurrent Episodes of Global Financial Stress; Figures; 1. Global Financial Shocks, 1990-2011; Tables; 1. Global Financial Shocks, 1990-2011; 2. Key Variables during Episodes of Global Financial Shocks, 1990-2011; III. Financial Integration and Economic Fundamentals: Acting in Opposing Directions?; 3. Financial Openness, 1990-2011; 4. EMEs and SAEs Financial Openness, 2010; IV. The Impact of Global Financial shocks; A. Sample, Data, and Econometric Approach; 5. Macroeconomic Fundamentals, 1990-2010
6. Key Macroeconomic Fundamentals in EMEs and SAEs, 2010 versus 20007. Output Performance during Global Financial Shocks, 1990-2011; 8. Output Performance during Global Financial Shocks, 1990-2011; 9. Output Performance and Fundamentals during Global Financial Shocks, 1990-2011; B. Cross-Sectional Results; 2. Main Results of Cross-Section Estimation; 10. Macro Fundamentals and the Impact of Global Shocks; V. Assessing Vulnerabilities: Simulation Analysis; 11. Impact of Global Shock; VI. Conclusions; References; Annex 1; Annex 2 Annex 1. Key Global Variables during Global Financial Shocks, 1990-2011Annex 3; Annex 2. Exchange Rate Pressures during Global Financial Shocks |
| Record Nr. | UNINA-9910461968703321 |
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Adler Gustavo <1974->
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| Washington, D.C., : International Monetary Fund, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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