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Biblioteca

MARC Lista (tabellare)
Riding Global Financial Waves : : The Economic Impact of Global Financial Shocks on Emerging Market Economies / / Gustavo Adler, Camilo Tovar Mora
Riding Global Financial Waves : : The Economic Impact of Global Financial Shocks on Emerging Market Economies / / Gustavo Adler, Camilo Tovar Mora
Autore Adler Gustavo
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (27 p.)
Altri autori (Persone) Tovar MoraCamilo
Collana IMF Working Papers
IMF working paper
Soggetto topico Financial risk
Financial crises
Exports and Imports
Finance: General
Foreign Exchange
Financial Markets and the Macroeconomy
Financial Aspects of Economic Integration
International Business Cycles
Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation
General Financial Markets: General (includes Measurement and Data)
International Investment
Long-term Capital Movements
International Lending and Debt Problems
Finance
Currency
Foreign exchange
International economics
Financial integration
Exchange rate flexibility
Emerging and frontier financial markets
Foreign assets
External debt
Financial markets
External position
International finance
Financial services industry
Investments, Foreign
Debts, External
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-9910786486203321
Adler Gustavo  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Riding Global Financial Waves : : The Economic Impact of Global Financial Shocks on Emerging Market Economies / / Gustavo Adler, Camilo Tovar Mora
Riding Global Financial Waves : : The Economic Impact of Global Financial Shocks on Emerging Market Economies / / Gustavo Adler, Camilo Tovar Mora
Autore Adler Gustavo
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (27 p.)
Disciplina 330.9378
Altri autori (Persone) Tovar MoraCamilo
Collana IMF Working Papers
IMF working paper
Soggetto topico Financial risk
Financial crises
Exports and Imports
Finance: General
Foreign Exchange
Financial Markets and the Macroeconomy
Financial Aspects of Economic Integration
International Business Cycles
Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation
General Financial Markets: General (includes Measurement and Data)
International Investment
Long-term Capital Movements
International Lending and Debt Problems
Finance
Currency
Foreign exchange
International economics
Financial integration
Exchange rate flexibility
Emerging and frontier financial markets
Foreign assets
External debt
Financial markets
External position
International finance
Financial services industry
Investments, Foreign
Debts, External
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-9910816119103321
Adler Gustavo  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Risk and return for regulated industries / / Bente Villadsen, Michael J. Vilbert, Dan Harris, Lawrence Kolbe
Risk and return for regulated industries / / Bente Villadsen, Michael J. Vilbert, Dan Harris, Lawrence Kolbe
Autore Villadsen Bente
Pubbl/distr/stampa London, England : , : Academic Press, , 2017
Descrizione fisica 1 online resource (380 pages) : illustrations (some color)
Disciplina 658.87
Soggetto topico Financial risk
Industrial laws and legislation
ISBN 0-12-812588-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910583369203321
Villadsen Bente  
London, England : , : Academic Press, , 2017
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Risk disclosure in the European banking industry : qualitative and quantitative content analysis methodologies / / Salvatore Polizzi
Risk disclosure in the European banking industry : qualitative and quantitative content analysis methodologies / / Salvatore Polizzi
Autore Polizzi Salvatore, economist
Pubbl/distr/stampa Cham, Switzerland : , : Springer, , [2022]
Descrizione fisica 1 online resource (150 pages)
Disciplina 658.155
Collana UNIPA Springer
Soggetto topico Banks and banking
Banks and banking - Accounting
Financial risk
ISBN 9783030939670
9783030939663
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910522554903321
Polizzi Salvatore, economist  
Cham, Switzerland : , : Springer, , [2022]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Technical capabilities necessary for regulation of systemic financial risk [[electronic resource] ] : summary of a workshop / / Robert F. Engle, Scott T. Weidman, rapporteurs
Technical capabilities necessary for regulation of systemic financial risk [[electronic resource] ] : summary of a workshop / / Robert F. Engle, Scott T. Weidman, rapporteurs
Pubbl/distr/stampa Washington, D. C., : National Academies Press, c2010
Descrizione fisica 1 online resource (29 p.)
Disciplina 339.50973
Altri autori (Persone) EngleR. F (Robert F.)
WeidmanScott
Soggetto topico Financial risk
Financial risk management
Soggetto genere / forma Electronic books.
ISBN 1-282-55442-5
9786612554421
0-309-14961-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Front matter""; ""Acknowledgments""; ""Contents""; ""1 Introduction and Major Outcomes of the Workshop""; ""2 Major Themes of the Workshop Discussions""; ""3 Observations from the Workshop's Keynote Presentations""; ""Appendix A Letter from Senator Jack Reed to Ralph Cicerone, National Academy of Sciences President""; ""Appendix B Workshop Participants""
Record Nr. UNINA-9910456845203321
Washington, D. C., : National Academies Press, c2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Technical capabilities necessary for regulation of systemic financial risk [[electronic resource] ] : summary of a workshop / / Robert F. Engle, Scott T. Weidman, rapporteurs
Technical capabilities necessary for regulation of systemic financial risk [[electronic resource] ] : summary of a workshop / / Robert F. Engle, Scott T. Weidman, rapporteurs
Pubbl/distr/stampa Washington, D. C., : National Academies Press, c2010
Descrizione fisica 1 online resource (29 p.)
Disciplina 339.50973
Altri autori (Persone) EngleR. F (Robert F.)
WeidmanScott
Soggetto topico Financial risk
Financial risk management
ISBN 0-309-15052-3
1-282-55442-5
9786612554421
0-309-14961-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Front matter""; ""Acknowledgments""; ""Contents""; ""1 Introduction and Major Outcomes of the Workshop""; ""2 Major Themes of the Workshop Discussions""; ""3 Observations from the Workshop's Keynote Presentations""; ""Appendix A Letter from Senator Jack Reed to Ralph Cicerone, National Academy of Sciences President""; ""Appendix B Workshop Participants""
Record Nr. UNINA-9910781186203321
Washington, D. C., : National Academies Press, c2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Technical capabilities necessary for regulation of systemic financial risk [[electronic resource] ] : summary of a workshop / / Robert F. Engle, Scott T. Weidman, rapporteurs
Technical capabilities necessary for regulation of systemic financial risk [[electronic resource] ] : summary of a workshop / / Robert F. Engle, Scott T. Weidman, rapporteurs
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D. C., : National Academies Press, c2010
Descrizione fisica 1 online resource (29 p.)
Disciplina 339.50973
Altri autori (Persone) EngleR. F (Robert F.)
WeidmanScott
Soggetto topico Financial risk
Financial risk management
ISBN 0-309-15052-3
1-282-55442-5
9786612554421
0-309-14961-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Front matter""; ""Acknowledgments""; ""Contents""; ""1 Introduction and Major Outcomes of the Workshop""; ""2 Major Themes of the Workshop Discussions""; ""3 Observations from the Workshop's Keynote Presentations""; ""Appendix A Letter from Senator Jack Reed to Ralph Cicerone, National Academy of Sciences President""; ""Appendix B Workshop Participants""
Record Nr. UNINA-9910820301103321
Washington, D. C., : National Academies Press, c2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Treasury finance and development banking : a guide to credit, debt, and risk / / Biagio Mazzi
Treasury finance and development banking : a guide to credit, debt, and risk / / Biagio Mazzi
Autore Mazzi Biagio
Pubbl/distr/stampa Hoboken, New Jersey : , : Wiley, , [2013]
Descrizione fisica 1 online resource (333 p.)
Disciplina 332.1753
Collana Wiley finance series
Soggetto topico Credit
Bank loans
Debt
Financial risk
Development banks
ISBN 1-118-73817-9
1-118-72942-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Treasury Finance and Development Banking; Contents; List of Figures; List of Tables; Acknowledgments; Introduction; I.1 Treasury, Funding, and the Reasons behind This Book; I.2 Funding Issues as Credit and Pricing Issues; I.3 Treasury Finance and Development Banking; I.4 The Structure of the Book; CHAPTER 1 An Introductory View to Banking, Development Banking, and Treasury; 1.1 A Representation of the Capital Flow in a Financial Institution; 1.2 Lending; 1.3 Borrowing; 1.4 Investing and ALM; 1.5 The Basic Structure of a Traditional Financial Institution; 1.5.1 Private and Public Sides
1.5.2 Sales and Trading Desks 1.5.3 The Treasury Desk; 1.6 Development Banking; 1.6.1 The Different Types of Development Institutions; 1.6.2 The Structure of a Development Bank; CHAPTER 2 Curve Construction; 2.1 What Do We Mean by Curve Construction?; 2.2 The Instruments Available for Curve Construction; 2.2.1 Discount Bonds and Cash Deposits; 2.2.2 Interest Rate Futures and Forward Rate Agreements; 2.2.3 FX Forwards; 2.2.4 Interest Rate Swaps; 2.2.5 Basis Swaps; 2.2.5.1 Tenor Basis Swaps; 2.2.5.2 Cross Currency Basis Swaps; 2.3 Using Multiple Instruments to Build a Curve
2.4 Collateralized Curve Construction 2.4.1 The Evolution of the Perception of Counter party Credit Risk; 2.4.1.1 Overnight Index Swaps; 2.4.2 Discounting in the Presence of Collateral; 2.4.2.1 Collateral in a Foreign Currency; 2.4.3 Clearing, the Evolution of a Price, and the Impact of Discounting; 2.4.4 The Special Case of AAA-Rated Institutions; 2.5 Numerical Example: Bootstrapping an Interest Rate Curve; 2.5.1 The Short End of the Curve: Deposits and FRAs; 2.5.2 The Long End of the Curve: Interest Rate Swaps; 2.5.3 Interpolation and Extrapolation
CHAPTER 3 Credit and the Fair Valuing of Loans 3.1 Credit as an Asset Class; 3.1.1 The Underlyings; 3.1.2 Credit Default Swaps; 3.2 A Brief Overview of Credit Modeling; 3.2.1 Hazard Rates and a Spread-Based Modeling of Credit; 3.2.2 The Bootstrapping of a Hazard Rate Curve; 3.2.3 Different Quotations and Different Currencies; 3.3 Fair Value of Loans and the Special Case of Development Institutions; 3.3.1 The Argument around the Fair Valuing of Loans; 3.3.2 Prepayment Option and the Case of Development Institutions; 3.4 Numerical Example: Calculating the Fair Value of a Loan
CHAPTER 4 Emerging Markets and Liquidity 4.1 The Definition of Emerging Markets; 4.2 The Main Issues with Emerging Markets; 4.2.1 Liquidity; 4.2.2 Maturity; 4.2.3 Credit; 4.2.4 Capital Control; 4.3 Emerging Markets and Development Banking; 4.3.1 Borrowing; 4.3.2 Lending; 4.4 Case Studies of Development Projects; 4.4.1 Rural Development in X; 4.4.2 Development of Textile Exports in Y; CHAPTER 5 Bond Pricing; 5.1 What Is a Bond?; 5.2 A Few Fundamental Concepts of the Bond World; 5.2.1 Par; 5.2.2 Yield; 5.2.3 Duration; 5.3 Expressing Credit Explicitly When Pricing a Bond
5.3.1 Benchmarks and Z-Spreads
Record Nr. UNINA-9910139018603321
Mazzi Biagio  
Hoboken, New Jersey : , : Wiley, , [2013]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Treasury finance and development banking : a guide to credit, debt, and risk / / Biagio Mazzi
Treasury finance and development banking : a guide to credit, debt, and risk / / Biagio Mazzi
Autore Mazzi Biagio
Pubbl/distr/stampa Hoboken, New Jersey : , : Wiley, , [2013]
Descrizione fisica 1 online resource (333 p.)
Disciplina 332.1753
Collana Wiley finance series
Soggetto topico Credit
Bank loans
Debt
Financial risk
Development banks
ISBN 1-118-73817-9
1-118-72942-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Treasury Finance and Development Banking; Contents; List of Figures; List of Tables; Acknowledgments; Introduction; I.1 Treasury, Funding, and the Reasons behind This Book; I.2 Funding Issues as Credit and Pricing Issues; I.3 Treasury Finance and Development Banking; I.4 The Structure of the Book; CHAPTER 1 An Introductory View to Banking, Development Banking, and Treasury; 1.1 A Representation of the Capital Flow in a Financial Institution; 1.2 Lending; 1.3 Borrowing; 1.4 Investing and ALM; 1.5 The Basic Structure of a Traditional Financial Institution; 1.5.1 Private and Public Sides
1.5.2 Sales and Trading Desks 1.5.3 The Treasury Desk; 1.6 Development Banking; 1.6.1 The Different Types of Development Institutions; 1.6.2 The Structure of a Development Bank; CHAPTER 2 Curve Construction; 2.1 What Do We Mean by Curve Construction?; 2.2 The Instruments Available for Curve Construction; 2.2.1 Discount Bonds and Cash Deposits; 2.2.2 Interest Rate Futures and Forward Rate Agreements; 2.2.3 FX Forwards; 2.2.4 Interest Rate Swaps; 2.2.5 Basis Swaps; 2.2.5.1 Tenor Basis Swaps; 2.2.5.2 Cross Currency Basis Swaps; 2.3 Using Multiple Instruments to Build a Curve
2.4 Collateralized Curve Construction 2.4.1 The Evolution of the Perception of Counter party Credit Risk; 2.4.1.1 Overnight Index Swaps; 2.4.2 Discounting in the Presence of Collateral; 2.4.2.1 Collateral in a Foreign Currency; 2.4.3 Clearing, the Evolution of a Price, and the Impact of Discounting; 2.4.4 The Special Case of AAA-Rated Institutions; 2.5 Numerical Example: Bootstrapping an Interest Rate Curve; 2.5.1 The Short End of the Curve: Deposits and FRAs; 2.5.2 The Long End of the Curve: Interest Rate Swaps; 2.5.3 Interpolation and Extrapolation
CHAPTER 3 Credit and the Fair Valuing of Loans 3.1 Credit as an Asset Class; 3.1.1 The Underlyings; 3.1.2 Credit Default Swaps; 3.2 A Brief Overview of Credit Modeling; 3.2.1 Hazard Rates and a Spread-Based Modeling of Credit; 3.2.2 The Bootstrapping of a Hazard Rate Curve; 3.2.3 Different Quotations and Different Currencies; 3.3 Fair Value of Loans and the Special Case of Development Institutions; 3.3.1 The Argument around the Fair Valuing of Loans; 3.3.2 Prepayment Option and the Case of Development Institutions; 3.4 Numerical Example: Calculating the Fair Value of a Loan
CHAPTER 4 Emerging Markets and Liquidity 4.1 The Definition of Emerging Markets; 4.2 The Main Issues with Emerging Markets; 4.2.1 Liquidity; 4.2.2 Maturity; 4.2.3 Credit; 4.2.4 Capital Control; 4.3 Emerging Markets and Development Banking; 4.3.1 Borrowing; 4.3.2 Lending; 4.4 Case Studies of Development Projects; 4.4.1 Rural Development in X; 4.4.2 Development of Textile Exports in Y; CHAPTER 5 Bond Pricing; 5.1 What Is a Bond?; 5.2 A Few Fundamental Concepts of the Bond World; 5.2.1 Par; 5.2.2 Yield; 5.2.3 Duration; 5.3 Expressing Credit Explicitly When Pricing a Bond
5.3.1 Benchmarks and Z-Spreads
Record Nr. UNINA-9910815630703321
Mazzi Biagio  
Hoboken, New Jersey : , : Wiley, , [2013]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
When data helps policy to address systemic risk / / guest editors, Marc Gordon, Sofia Palli, and Rhea Katsanakis
When data helps policy to address systemic risk / / guest editors, Marc Gordon, Sofia Palli, and Rhea Katsanakis
Pubbl/distr/stampa [Place of publication not identified] : , : Emerald Publishing, , [2019]
Descrizione fisica 1 online resource (147 pages)
Disciplina 332.6
Collana Disaster Prevention and Management : an International Journal
Soggetto topico Financial risk
Soggetto genere / forma Electronic books.
ISBN 1-83982-273-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910511457103321
[Place of publication not identified] : , : Emerald Publishing, , [2019]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui