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The East African Community : : Prospects for Sustained Growth / / Catherine McAuliffe, Sweta Saxena, Masafumi Yabara
| The East African Community : : Prospects for Sustained Growth / / Catherine McAuliffe, Sweta Saxena, Masafumi Yabara |
| Autore | McAuliffe Catherine |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (56 p.) |
| Altri autori (Persone) |
SaxenaSweta
YabaraMasafumi |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Economic development - Africa, East
Exports and Imports Foreign Exchange Public Finance Industries: Financial Services Production and Operations Management Trade: General Financial Institutions and Services: General Debt Debt Management Sovereign Debt Macroeconomics: Production International economics Public finance & taxation Currency Foreign exchange Macroeconomics Exports Financial sector Government debt management Real exchange rates Productivity International trade Economic sectors Public financial management (PFM) Production Financial services industry Debts, Public Industrial productivity |
| ISBN |
1-4755-3974-6
1-4755-8631-0 1-283-94783-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction and Summary; Figures; Figure 1. Real GDP per Capita Growth; Figure 2. Cumulative Growth in Real GDP per Capita; Figure 3. Real GDP per capita (2000 exchange rates); Figure 4. Poverty Headcount Ratio at 1.25 a Day (PPP); Boxes; 1. East African Community: An Overview; II. Review of the Literature; III. Explaining Growth: The Empirical Framework; A. Identifying Growth Episodes; 2. Definitions of Accelerated and Sustained Growth Episode; B. Predicting Growth Episodes-Regression Analysis; Tables; 1. Growth Episodes of Commodity Exporters
2. Predicting Growth Accelerations 3. Predicting Sustained Growth Episodes; C. Differentiating Sustained-and non-sustained-Growth: A Complimentary Analysis; 4. Explaining Growth; Figure 5. SGs vs. Non-SGs: Real GDP Per Capita Growth Rate; Figure 6. SGs vs. Non-SGs: Investment and Productivity; Figure 7. SGs vs. Non-SGs: Public Sector Finance; Figure 8. SGs vs. Non-SGs: Quality of Institutions; Figure 9. SGs vs. Non-SGs: CPI Inflation; Figure 10. SGs vs. Non-SGs: Human Capital; Figure 11. SGs vs. Non-SGs: Infrastructure -Telephone Lines (per 100 people) Figure 12. SGs vs. Non-SGs: Financial Development 5. Possible Drivers and Risk Factors for Sustained High Growth; Figure 13. SGs vs. Non-SGs: External Competitiveness; IV. How Does Growth in the EAC Compare to Other High Growth Countries?: A Benchmarking Exercise; Figure 14. Real GDP Per Capita Growth Rate (five-year moving average); Figure 15. Cumulative Growth in Real per Capita GDP for SGs and Non-SGs; Figure 16. Real GDP Per Capita (t = 100); A. Investment and Productivity; Figure 17. Total Factor Productivity (t = 100, five-year moving average); B. Improved Macroeconomic Stability Figure 18. Foreign Direct Investment/GDP (Five-year moving average)Figure 19. Fiscal Balance/GDP (t = 100, five-year moving average); C. Quality of Institutions and Infrastructure; Figure 20. CPI Inflation (five-year moving average); Figure 21. Quality of Institutions; 3. Structural Reforms and Institution Building in the EAC; Figure 22. Telephone Lines (Per 100 people); Figure 23. Mortality Rate Under Five (Per 1000); D. Limited Financial Depth and Low Domestic Savings; Figure 24. Average Years of Schooling; Figure 25. Broad Money (five-year moving average) Figure 26. Credit to Private Sector/GDP (Five-year moving average)Figure 27. Domestic Savings/GDP (Five-year moving average); Figure 28. Savings Minus Investment (Five-year moving average); Figure 29. ODA excluding Debt Relief/GDP (Five-year moving average); Figure 30. Financial Liberalization 0 (fully repressed) - 1 (fully liberalized); E. External Competitiveness; Figure 31. Real Effective Exchange Rate (t = 100, five-year moving average); Figure 32. Current Account Balance/GDP (Five-year moving average); Figure 33. Exports/GDP (Five-year moving average); Figure 34. Export Concentration 4. The EAC Common Market: Achievements and Remaining Challenge |
| Record Nr. | UNINA-9910779593803321 |
McAuliffe Catherine
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The East African Community : : Prospects for Sustained Growth / / Catherine McAuliffe, Sweta Saxena, Masafumi Yabara
| The East African Community : : Prospects for Sustained Growth / / Catherine McAuliffe, Sweta Saxena, Masafumi Yabara |
| Autore | McAuliffe Catherine |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (56 p.) |
| Disciplina | 332 |
| Altri autori (Persone) |
SaxenaSweta
YabaraMasafumi |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Economic development - Africa, East
Exports and Imports Foreign Exchange Public Finance Industries: Financial Services Production and Operations Management Trade: General Financial Institutions and Services: General Debt Debt Management Sovereign Debt Macroeconomics: Production International economics Public finance & taxation Currency Foreign exchange Macroeconomics Exports Financial sector Government debt management Real exchange rates Productivity International trade Economic sectors Public financial management (PFM) Production Financial services industry Debts, Public Industrial productivity |
| ISBN |
1-4755-3974-6
1-4755-8631-0 1-283-94783-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction and Summary; Figures; Figure 1. Real GDP per Capita Growth; Figure 2. Cumulative Growth in Real GDP per Capita; Figure 3. Real GDP per capita (2000 exchange rates); Figure 4. Poverty Headcount Ratio at 1.25 a Day (PPP); Boxes; 1. East African Community: An Overview; II. Review of the Literature; III. Explaining Growth: The Empirical Framework; A. Identifying Growth Episodes; 2. Definitions of Accelerated and Sustained Growth Episode; B. Predicting Growth Episodes-Regression Analysis; Tables; 1. Growth Episodes of Commodity Exporters
2. Predicting Growth Accelerations 3. Predicting Sustained Growth Episodes; C. Differentiating Sustained-and non-sustained-Growth: A Complimentary Analysis; 4. Explaining Growth; Figure 5. SGs vs. Non-SGs: Real GDP Per Capita Growth Rate; Figure 6. SGs vs. Non-SGs: Investment and Productivity; Figure 7. SGs vs. Non-SGs: Public Sector Finance; Figure 8. SGs vs. Non-SGs: Quality of Institutions; Figure 9. SGs vs. Non-SGs: CPI Inflation; Figure 10. SGs vs. Non-SGs: Human Capital; Figure 11. SGs vs. Non-SGs: Infrastructure -Telephone Lines (per 100 people) Figure 12. SGs vs. Non-SGs: Financial Development 5. Possible Drivers and Risk Factors for Sustained High Growth; Figure 13. SGs vs. Non-SGs: External Competitiveness; IV. How Does Growth in the EAC Compare to Other High Growth Countries?: A Benchmarking Exercise; Figure 14. Real GDP Per Capita Growth Rate (five-year moving average); Figure 15. Cumulative Growth in Real per Capita GDP for SGs and Non-SGs; Figure 16. Real GDP Per Capita (t = 100); A. Investment and Productivity; Figure 17. Total Factor Productivity (t = 100, five-year moving average); B. Improved Macroeconomic Stability Figure 18. Foreign Direct Investment/GDP (Five-year moving average)Figure 19. Fiscal Balance/GDP (t = 100, five-year moving average); C. Quality of Institutions and Infrastructure; Figure 20. CPI Inflation (five-year moving average); Figure 21. Quality of Institutions; 3. Structural Reforms and Institution Building in the EAC; Figure 22. Telephone Lines (Per 100 people); Figure 23. Mortality Rate Under Five (Per 1000); D. Limited Financial Depth and Low Domestic Savings; Figure 24. Average Years of Schooling; Figure 25. Broad Money (five-year moving average) Figure 26. Credit to Private Sector/GDP (Five-year moving average)Figure 27. Domestic Savings/GDP (Five-year moving average); Figure 28. Savings Minus Investment (Five-year moving average); Figure 29. ODA excluding Debt Relief/GDP (Five-year moving average); Figure 30. Financial Liberalization 0 (fully repressed) - 1 (fully liberalized); E. External Competitiveness; Figure 31. Real Effective Exchange Rate (t = 100, five-year moving average); Figure 32. Current Account Balance/GDP (Five-year moving average); Figure 33. Exports/GDP (Five-year moving average); Figure 34. Export Concentration 4. The EAC Common Market: Achievements and Remaining Challenge |
| Record Nr. | UNINA-9910825921303321 |
|
McAuliffe Catherine
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Eastern Caribbean Currency Union : : Selected Issues
| Eastern Caribbean Currency Union : : Selected Issues |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (45 p.) |
| Disciplina | 332.1/52 |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Natural disasters - Caribbean Area
Fiscal policy - Caribbean Area Monetary unions - Caribbean Area Business cycles - Caribbean Area Ponzi schemes - Caribbean Area Foreign exchange rates - Caribbean Area Competition - Caribbean Area Debts, Public - Caribbean Area Banks and Banking Finance: General Macroeconomics Statistics Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Data Collection and Data Estimation Methodology Computer Programs: Other General Aggregative Models: General Price Level Inflation Deflation Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Data Access Finance Econometrics & economic statistics Banking Data capture & analysis Credit bureaus National accounts Commercial banks Consumer price indexes Monetary statistics Financial markets Financial institutions Prices Economic and financial statistics Credit ratings Banks and banking National income Price indexes Economic indicators |
| ISBN |
1-4755-1953-2
1-4755-4774-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Credit Unions in the ECCU: Prospects and Challenges; A. Introduction; B. Recent Developments of Credit Unions in the ECCU; Boxes; 1. A Brief History of Credit Unions in the Caribbean; C. Are Credit Unions Different from Commercial Banks; D. Challenges: Reducing Vulnerabilities and Strengthening Regulation and Supervision; E. Policy Recommendations and Conclusions; 2. PEARLS Indicators; Appendix Table; 1. ECCU: Selected Indicators of Financial Institutions, end-2010; References; II. Macroeconomic Statistics in the ECCU; A. Introduction; Boxes
1. Harmonization of Macroeconomic Statistics in the EUB. The Current State of Macroeconomic Statistics in the ECCU; C. Real Sector Statistics; 2. Features of the ECCU Rebased National Accounts Series; 3. Improvements to the CPI in the Eastern Caribbean Currency Union (ECCU); D. External Sector Statistics; E. Government Finance Statistics; F. Monetary and Financial Statistics; G. Data Dissemination Practices; H. Technical Assistance to the Region; I. Challenges for the Production of Statistics in Small Island States; J. Modalities of Institutional Organization; K. Plans for Improvement L. ConclusionAnnex; The Comparator Matrix of Statistical Issues in the ECCU; References |
| Record Nr. | UNINA-9910779500903321 |
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Eastern Caribbean Currency Union : : Selected Issues
| Eastern Caribbean Currency Union : : Selected Issues |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (45 p.) |
| Disciplina | 332.1/52 |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Natural disasters - Caribbean Area
Fiscal policy - Caribbean Area Monetary unions - Caribbean Area Business cycles - Caribbean Area Ponzi schemes - Caribbean Area Foreign exchange rates - Caribbean Area Competition - Caribbean Area Debts, Public - Caribbean Area Banks and Banking Finance: General Macroeconomics Statistics Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Data Collection and Data Estimation Methodology Computer Programs: Other General Aggregative Models: General Price Level Inflation Deflation Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Data Access Finance Econometrics & economic statistics Banking Data capture & analysis Credit bureaus National accounts Commercial banks Consumer price indexes Monetary statistics Financial markets Financial institutions Prices Economic and financial statistics Credit ratings Banks and banking National income Price indexes Economic indicators |
| ISBN |
1-4755-1953-2
1-4755-4774-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Credit Unions in the ECCU: Prospects and Challenges; A. Introduction; B. Recent Developments of Credit Unions in the ECCU; Boxes; 1. A Brief History of Credit Unions in the Caribbean; C. Are Credit Unions Different from Commercial Banks; D. Challenges: Reducing Vulnerabilities and Strengthening Regulation and Supervision; E. Policy Recommendations and Conclusions; 2. PEARLS Indicators; Appendix Table; 1. ECCU: Selected Indicators of Financial Institutions, end-2010; References; II. Macroeconomic Statistics in the ECCU; A. Introduction; Boxes
1. Harmonization of Macroeconomic Statistics in the EUB. The Current State of Macroeconomic Statistics in the ECCU; C. Real Sector Statistics; 2. Features of the ECCU Rebased National Accounts Series; 3. Improvements to the CPI in the Eastern Caribbean Currency Union (ECCU); D. External Sector Statistics; E. Government Finance Statistics; F. Monetary and Financial Statistics; G. Data Dissemination Practices; H. Technical Assistance to the Region; I. Challenges for the Production of Statistics in Small Island States; J. Modalities of Institutional Organization; K. Plans for Improvement L. ConclusionAnnex; The Comparator Matrix of Statistical Issues in the ECCU; References |
| Record Nr. | UNINA-9910815644003321 |
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Economic Integration and Financial Stability : : A European Perspective / / Gianni De Nicolo, Alexander Tieman
| Economic Integration and Financial Stability : : A European Perspective / / Gianni De Nicolo, Alexander Tieman |
| Autore | De Nicolo Gianni |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (30 p.) |
| Altri autori (Persone) | TiemanAlexander |
| Collana | IMF Working Papers |
| Soggetto topico |
Fiscal policy - Europe - Econometric models
Finance - Europe - Econometric models Banks and Banking Finance: General Industries: Financial Services Macroeconomics Financial Aspects of Economic Integration Banks Depository Institutions Micro Finance Institutions Mortgages Insurance Insurance Companies Actuarial Studies General Financial Markets: Government Policy and Regulation General Financial Markets: General (includes Measurement and Data) Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Personal Income, Wealth, and Their Distributions Finance Banking Systemic risk Stock markets Financial integration Insurance companies Financial sector policy and analysis Financial markets Financial institutions Personal income National accounts Financial risk management Stock exchanges Banks and banking International finance Income |
| ISBN |
1-4623-4171-3
1-4527-0371-X 1-283-51309-9 9786613825544 1-4519-1009-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Economic Integration and Financial Stability: A European Perspective""; ""Contents""; ""I. INTRODUCTION""; ""II. SYNCHRONIZATION OF REAL ACTIVITY""; ""III. EQUITY MARKETS INTEGRATION""; ""IV. SYSTEMIC RISK AND INTEGRATION""; ""V. CONCLUSION""; ""Table 1. EGARCH Estimates for the Common Components of IPG""; ""Table 2. EGARCH Estimates for Cross-Country Variances of IPG and De-Trended IPG""; ""Table 3. Country-by-Country EGARCH Estimates for IPG""; ""Table 4. Dependent Variables: Cross-Country Variance of IEDFs and Country IEDFs""
""Table 5. Dependent Variables: Cross-Country Variance of Portfolios� DDs""""Table 6. Dependent Variable: Banks DDs Changes""; ""Table 7. Dependent Variable: Insurance DDs Changes""; ""Appendix Table 1. Banks and Insurance Companies""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788408903321 |
|
De Nicolo Gianni
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Economic Integration and Financial Stability : : A European Perspective / / Gianni De Nicolo, Alexander Tieman
| Economic Integration and Financial Stability : : A European Perspective / / Gianni De Nicolo, Alexander Tieman |
| Autore | De Nicolo Gianni |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (30 p.) |
| Altri autori (Persone) | TiemanAlexander |
| Collana | IMF Working Papers |
| Soggetto topico |
Fiscal policy - Europe - Econometric models
Finance - Europe - Econometric models Banks and Banking Finance: General Industries: Financial Services Macroeconomics Financial Aspects of Economic Integration Banks Depository Institutions Micro Finance Institutions Mortgages Insurance Insurance Companies Actuarial Studies General Financial Markets: Government Policy and Regulation General Financial Markets: General (includes Measurement and Data) Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Personal Income, Wealth, and Their Distributions Finance Banking Systemic risk Stock markets Financial integration Insurance companies Financial sector policy and analysis Financial markets Financial institutions Personal income National accounts Financial risk management Stock exchanges Banks and banking International finance Income |
| ISBN |
1-4623-4171-3
1-4527-0371-X 1-283-51309-9 9786613825544 1-4519-1009-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Economic Integration and Financial Stability: A European Perspective""; ""Contents""; ""I. INTRODUCTION""; ""II. SYNCHRONIZATION OF REAL ACTIVITY""; ""III. EQUITY MARKETS INTEGRATION""; ""IV. SYSTEMIC RISK AND INTEGRATION""; ""V. CONCLUSION""; ""Table 1. EGARCH Estimates for the Common Components of IPG""; ""Table 2. EGARCH Estimates for Cross-Country Variances of IPG and De-Trended IPG""; ""Table 3. Country-by-Country EGARCH Estimates for IPG""; ""Table 4. Dependent Variables: Cross-Country Variance of IEDFs and Country IEDFs""
""Table 5. Dependent Variables: Cross-Country Variance of Portfolios� DDs""""Table 6. Dependent Variable: Banks DDs Changes""; ""Table 7. Dependent Variable: Insurance DDs Changes""; ""Appendix Table 1. Banks and Insurance Companies""; ""REFERENCES"" |
| Record Nr. | UNINA-9910826087003321 |
|
De Nicolo Gianni
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Estimating Default Frequencies and Macrofinancial Linkages in the Mexican Banking Sector / / Marcos Souto, Rodolphe Blavy
| Estimating Default Frequencies and Macrofinancial Linkages in the Mexican Banking Sector / / Marcos Souto, Rodolphe Blavy |
| Autore | Souto Marcos |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (34 p.) |
| Altri autori (Persone) | BlavyRodolphe |
| Collana | IMF Working Papers |
| Soggetto topico |
Default (Finance)
Financial risk management Accounting Banks and Banking Finance: General Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill General Financial Markets: Government Policy and Regulation Public Administration Public Sector Accounting and Audits Banking Financial services law & regulation Finance Financial reporting, financial statements Credit risk Commercial banks Bank soundness Financial statements Financial regulation and supervision Financial institutions Financial sector policy and analysis Nonperforming loans Public financial management (PFM) Banks and banking Finance, Public Loans |
| ISBN |
1-4623-6485-3
1-4527-5007-6 9786612843242 1-282-84324-9 1-4518-7256-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The Merton Framework Using Book Value Data; Figures; 1. Distribution of Asset Value; III. Background: A Few Stylized Facts About the Mexican Banking System; IV. Estimating Credit Risk Indicators for the Mexican Banking Sector; A. Data and Methodological Assumptions; B. Credit Risk Indicators; C. Book-Value Credit Risk Indicators and Other Measures of Banking Risk; 2. Correlation Between EDF and NPL; Tables; 1. Granger Tests for the Aggregated Banking System; 3a. Distribution of EDF (LCU); 3b. Distribution of NPL (in % of TA); V. Assessing Macrofinancial Linkages
2. Stepwise Regression for the Aggregated Banking SystemPanel A: Using estimated EDF as the dependent variable and NPL as one of the possible covariates.; Panel B: When NPL is not one of the possible covariates; 3. Determinants of Individual Banks' EDFs: Results of Stepwise Regressions; VI. Summary and Conclusion; 4. Panel Regression Results; 4. Banking Risk Indicators, December 1998-June 2008; 5. Large Banks: Banking Risk Indicators, December 1998-June 2008; 6. Small- and Medium-Size Banks: Banking Risk Indicators, December 2002-June 2008 7. Small Subsidies of Foreign Banks: Banking Risk Indicators, December 1998-June 20088. BACC: Banking Risk Indicators, December 1998-June 2008; 9. Bank 1: Banking Risk Indicators, December 1998-June 2008; 10. Bank 2: Banking Risk Indicators, December 1998-June 2008; 11. Bank 3: Banking Risk Indicators, December 1998-June 2008; 12. Bank 4: Banking Risk Indicators, December 1998-June 2008; 13. Bank 5: Banking Risk Indicators, December 1998-June 2008; References; Appendix |
| Record Nr. | UNINA-9910788335303321 |
|
Souto Marcos
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Estimating Default Frequencies and Macrofinancial Linkages in the Mexican Banking Sector / / Marcos Souto, Rodolphe Blavy
| Estimating Default Frequencies and Macrofinancial Linkages in the Mexican Banking Sector / / Marcos Souto, Rodolphe Blavy |
| Autore | Souto Marcos |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (34 p.) |
| Disciplina | 332.152 |
| Altri autori (Persone) | BlavyRodolphe |
| Collana | IMF Working Papers |
| Soggetto topico |
Default (Finance)
Financial risk management Accounting Banks and Banking Finance: General Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill General Financial Markets: Government Policy and Regulation Public Administration Public Sector Accounting and Audits Banking Financial services law & regulation Finance Financial reporting, financial statements Credit risk Commercial banks Bank soundness Financial statements Financial regulation and supervision Financial institutions Financial sector policy and analysis Nonperforming loans Public financial management (PFM) Banks and banking Finance, Public Loans |
| ISBN |
1-4623-6485-3
1-4527-5007-6 9786612843242 1-282-84324-9 1-4518-7256-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The Merton Framework Using Book Value Data; Figures; 1. Distribution of Asset Value; III. Background: A Few Stylized Facts About the Mexican Banking System; IV. Estimating Credit Risk Indicators for the Mexican Banking Sector; A. Data and Methodological Assumptions; B. Credit Risk Indicators; C. Book-Value Credit Risk Indicators and Other Measures of Banking Risk; 2. Correlation Between EDF and NPL; Tables; 1. Granger Tests for the Aggregated Banking System; 3a. Distribution of EDF (LCU); 3b. Distribution of NPL (in % of TA); V. Assessing Macrofinancial Linkages
2. Stepwise Regression for the Aggregated Banking SystemPanel A: Using estimated EDF as the dependent variable and NPL as one of the possible covariates.; Panel B: When NPL is not one of the possible covariates; 3. Determinants of Individual Banks' EDFs: Results of Stepwise Regressions; VI. Summary and Conclusion; 4. Panel Regression Results; 4. Banking Risk Indicators, December 1998-June 2008; 5. Large Banks: Banking Risk Indicators, December 1998-June 2008; 6. Small- and Medium-Size Banks: Banking Risk Indicators, December 2002-June 2008 7. Small Subsidies of Foreign Banks: Banking Risk Indicators, December 1998-June 20088. BACC: Banking Risk Indicators, December 1998-June 2008; 9. Bank 1: Banking Risk Indicators, December 1998-June 2008; 10. Bank 2: Banking Risk Indicators, December 1998-June 2008; 11. Bank 3: Banking Risk Indicators, December 1998-June 2008; 12. Bank 4: Banking Risk Indicators, December 1998-June 2008; 13. Bank 5: Banking Risk Indicators, December 1998-June 2008; References; Appendix |
| Record Nr. | UNINA-9910817193403321 |
|
Souto Marcos
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Euro Area Sovereign Risk During the Crisis / / Edda Zoli, Silvia Sgherri
| Euro Area Sovereign Risk During the Crisis / / Edda Zoli, Silvia Sgherri |
| Autore | Zoli Edda |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 23 p. : ill |
| Altri autori (Persone) | SgherriSilvia |
| Collana | IMF Working Papers |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - European Union countries - Econometric models Risk management - European Union countries - Econometric models Finance: General Financial Risk Management Investments: General Investments: Bonds Industries: Financial Services General Financial Markets: General (includes Measurement and Data) Investment Capital Intangible Capital Capacity Financial Crises Financial Institutions and Services: General Investment & securities Macroeconomics Finance Economic & financial crises & disasters Sovereign bonds Return on investment Securities markets Financial crises Financial sector Bonds Saving and investment Capital market Financial services industry |
| ISBN |
1-4623-9410-8
1-4527-4905-1 1-4518-7369-7 9786612844263 1-282-84426-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788225503321 |
|
Zoli Edda
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Euro Area Sovereign Risk During the Crisis / / Edda Zoli, Silvia Sgherri
| Euro Area Sovereign Risk During the Crisis / / Edda Zoli, Silvia Sgherri |
| Autore | Zoli Edda |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 23 p. : ill |
| Disciplina | 332.042 |
| Altri autori (Persone) | SgherriSilvia |
| Collana | IMF Working Papers |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - European Union countries - Econometric models Risk management - European Union countries - Econometric models Finance: General Financial Risk Management Investments: General Investments: Bonds Industries: Financial Services General Financial Markets: General (includes Measurement and Data) Investment Capital Intangible Capital Capacity Financial Crises Financial Institutions and Services: General Investment & securities Macroeconomics Finance Economic & financial crises & disasters Sovereign bonds Return on investment Securities markets Financial crises Financial sector Bonds Saving and investment Capital market Financial services industry |
| ISBN |
1-4623-9410-8
1-4527-4905-1 1-4518-7369-7 9786612844263 1-282-84426-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Euro Area Sovereign Risk and the Crisis: Stylized Facts -- III. Dissecting Common Risk -- IV. Explaining Developments in Euro Area Sovereign Risk During The Crisis -- V. Conclusion -- Tables -- 1. Explaining Common Factor's Dynamics -- 2. Panel Estimates -- 3. Seemingly Unrelated Regression Estimates, January 2003-January 2009 -- 4. Seemingly Unrelated Regression Estimates, January 2003-March 2009 -- Figures -- 1. Selected Euro Area Sovereign Spreads, June 2008-09 -- 2. Dispersion in Euro Area Sovereign Spreads, January 2001-June 2009 -- 3. Headline Deficit: Contributions from Automatic Stabilizers and Discretionary Measures -- 4. Up-front Government Financing Need to Shore Up the Financial Sector -- 5. From Credit Risk to Sovereign Risk: The Case of Ireland -- 6. Sovereign Spreads and Financial EDFs in Euro Area Countries -- 7. Estimated Common Component in Sovereign Spreads -- 8. A Preliminary Look at the Determinants of Spreads Behavior -- 9. Contributions to the Change in Spreads, January 2003-January 2009 -- 10. Contributions to the Change in Spreads, January 2003-March 2009 -- References. |
| Record Nr. | UNINA-9910828554103321 |
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Zoli Edda
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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