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Credit Growth in the Middle East, North Africa, and Central Asia Region / / Joe Crowley
| Credit Growth in the Middle East, North Africa, and Central Asia Region / / Joe Crowley |
| Autore | Crowley Joe |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (62 p.) |
| Disciplina | 332.7 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Credit - Middle East
Credit - Africa, North Credit - Asia, Central Petroleum industry and trade - Economic aspects - Middle East Petroleum industry and trade - Economic aspects - Africa, North Petroleum industry and trade - Economic aspects - Asia, Central Investments: Energy Exports and Imports Macroeconomics Money and Monetary Policy Monetary Policy, Central Banking, and the Supply of Money and Credit: General Energy: General Trade: General Public Enterprises Public-Private Enterprises Monetary economics Investment & securities International economics Civil service & public sector Credit Oil Consumer credit Oil exports Public sector Petroleum industry and trade Exports Finance, Public |
| ISBN |
1-4623-4671-5
1-4527-7228-2 9786612841354 1-4518-7042-6 1-282-84135-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Background; III. Overview of Private Sector Credit Growth in the Region; Figures; 1. Average Annual Private Sector Credit Growth Rates (SDRs); 2. Private Sector Credit to GDP, 1998 and 2006; 3. Private Sector Credit to GDP by Region, 1996-2006; Tables; 1. Private Sector Credit, Ratios to Oil and Nonoil GDP, 1996-2006; 4. Private Sector Credit to GDP, 1996-2006; IV. Public Sector Credit Growth; 5. Private Sector Credit to Total Credit in MCD Countries, 2001-2006; V. Analysis of Factors Determining Credit Growth; 6. Public Sector Credit to Nonoil GDP, 1996-2006
2. Regressions of Credit Growth, 1997-2006VI. Tests for Regional Spillovers from Oil; A. Exports; B. Capital Flows; 3. Exports of Goods and Services, 1996-2006; 7. Net Capital Flows, 1996-2006; C. Transfers; 4. Capital Flows as a Share of GDP, 1996-2006; 8. Net Transfers, 1996-2006; D. Indirect effects; VII. Investment; A. Overview; 5. Regressions of Credit Growth on Top Oil Producers' Earnings, 1997-2006; 6. Private Investment, 1996-2006; B. Regression Results; C. Implications for Nonoil Exports; 7. Regressions of Credit Growth on Investment and Foreign Liabilities, 1997-2006 1/ VIII. Current Accounts A. Overview; B. Implications for Nonoil Exports; 8. Net Exports of Goods and Services in the MCD region, 1996-2006; IX. Structural Variables; 9. Regressions of Credit Growth on Structural Variables, 1997-2006 1/; X. Prudential Indicators and Profitability; A. Variables Examined; 9. Credit Growth and Profitability: 2006; 10. Credit Growth and Prudential Indicators: 2006; B. Regression Results; 10. Regressions of Credit Growth on Prudential Indicators, 2002-2006 1/; XI. Interest rates and Inflation; XII. Public Sector Involvement and Foreign Banks 11. Inflation (weighted by GDP) and Exchange Rates, 1996-2006 XIII. An Analysis of the Components of Private Sector Credit Growth; A. Economic Growth; B. Financial Sector Deepening; 12. GDP Growth, 1997-2006; 11. Deposits to GDP, by Region, 1996, 2006; C. Banks' Willingness to Lend to the Private Sector; 12. Private Sector Credit to Available Funds*, by Region, 1996-2006; XIV. Outlook for the Future; A. Regional Comparisons; B. Examination of the Components of Private Sector Credit Growth; C. Outlook by Region; D. Risks; XV. Policy Implications; XVI. Summary and Conclusions XVII. Topics for Further Investigation Appendixes; I. Summary of Regression Variables; II. Data and Countries Analyzed; III. Fixed Effects Regressions; Appendix Tables; 1. Regressions of Credit Growth Regressions, 1997-2006-Fixed Effects; 2. Regressions of Credit Growth on Top Oil Producers' Earnings, 1997-2006-Fixed Effects; 3. Regressions of Credit Growth on Investment and Foreign Liabilities, 1997-2006-Fixed Effects; 4. Regressions of Credit Growth on Structural Variables, 1997-2006-Fixed Effects; 5. Regressions of Credit Growth on Prudential Indicators, 2002-2006-Fixed Effects IV. Interest Rate Table |
| Record Nr. | UNINA-9910813692803321 |
Crowley Joe
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Credit Market in Morocco : : A Disequilibrium Approach / / Nada Oulidi, Laurence Allain
| Credit Market in Morocco : : A Disequilibrium Approach / / Nada Oulidi, Laurence Allain |
| Autore | Oulidi Nada |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (20 p.) |
| Disciplina | 338.9669 |
| Altri autori (Persone) | AllainLaurence |
| Collana | IMF Working Papers |
| Soggetto topico |
Credit control - Morocco - Mathematical models
Credit - Morocco - Mathematical models Banks and Banking Finance: General Money and Monetary Policy Real Estate Macroeconomics Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: General Monetary Policy, Central Banking, and the Supply of Money and Credit: General Real Estate Markets, Spatial Production Analysis, and Firm Location: General General Financial Markets: General (includes Measurement and Data) Interest Rates: Determination, Term Structure, and Effects Price Level Inflation Deflation Monetary economics Finance Property & real estate Credit Real estate prices Bank credit Stock markets Real interest rates Money Prices Financial markets Asset prices Housing Stock exchanges Interest rates |
| ISBN |
1-4623-9613-5
1-4527-5310-5 9786612842757 1-282-84275-7 1-4518-7201-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Overview of Credit Market Developments; Figures; 1. Required Bank Reserves and Official Reserves, 2000-07; 2. Treasury Bill Rate, 2000-07; 3. Private Sector Credit in Percent of GDP, 2000-07; 4. Structure of Banking System Assets; 5. Credit to the Economy (2002=100); 6. Evolution of Real Estate Stock Market Index; III. Literature Review; IV. Estimation Strategy; V. Estimation Results; VI. Concluding Remarks; Appendixes; I. Unit Root Tests; II. Cointegration Tests; References |
| Record Nr. | UNINA-9910788339303321 |
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Oulidi Nada
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Credit Market in Morocco : : A Disequilibrium Approach / / Nada Oulidi, Laurence Allain
| Credit Market in Morocco : : A Disequilibrium Approach / / Nada Oulidi, Laurence Allain |
| Autore | Oulidi Nada |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (20 p.) |
| Disciplina | 338.9669 |
| Altri autori (Persone) | AllainLaurence |
| Collana | IMF Working Papers |
| Soggetto topico |
Credit control - Morocco - Mathematical models
Credit - Morocco - Mathematical models Banks and Banking Finance: General Money and Monetary Policy Real Estate Macroeconomics Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: General Monetary Policy, Central Banking, and the Supply of Money and Credit: General Real Estate Markets, Spatial Production Analysis, and Firm Location: General General Financial Markets: General (includes Measurement and Data) Interest Rates: Determination, Term Structure, and Effects Price Level Inflation Deflation Monetary economics Finance Property & real estate Credit Real estate prices Bank credit Stock markets Real interest rates Money Prices Financial markets Asset prices Housing Stock exchanges Interest rates |
| ISBN |
1-4623-9613-5
1-4527-5310-5 9786612842757 1-282-84275-7 1-4518-7201-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Overview of Credit Market Developments; Figures; 1. Required Bank Reserves and Official Reserves, 2000-07; 2. Treasury Bill Rate, 2000-07; 3. Private Sector Credit in Percent of GDP, 2000-07; 4. Structure of Banking System Assets; 5. Credit to the Economy (2002=100); 6. Evolution of Real Estate Stock Market Index; III. Literature Review; IV. Estimation Strategy; V. Estimation Results; VI. Concluding Remarks; Appendixes; I. Unit Root Tests; II. Cointegration Tests; References |
| Record Nr. | UNINA-9910825900203321 |
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Oulidi Nada
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Credit Matters : : Empirical Evidence on U.S. Macro-Financial Linkages / / Tamim Bayoumi, Ola Melander
| Credit Matters : : Empirical Evidence on U.S. Macro-Financial Linkages / / Tamim Bayoumi, Ola Melander |
| Autore | Bayoumi Tamim |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (29 p.) |
| Disciplina | 332.70973 |
| Altri autori (Persone) | MelanderOla |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Credit - United States - Econometric models
Bank assets - Econometric models - United States Banks and Banking Macroeconomics Money and Monetary Policy Industries: Financial Services Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banks Depository Institutions Micro Finance Institutions Mortgages Personal Income, Wealth, and Their Distributions Monetary economics Finance Banking Credit Personal income Bank credit Loans Income Banks and banking |
| ISBN |
1-4623-6891-3
1-4527-4302-9 1-4518-7027-2 1-282-84120-3 9786612841200 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. A Framework for Analyzing Macro-Financial Linkages; Figures; 1. A Framework for Macro-Financial Linkages; III. The Effect of the Bank Capital/Asset Ratio on Lending Standards; 2. Bank Capital Adequacy and Lending Standards; IV. The Effect of Lending Standards and Balance Sheets on Credit; Tables; 1. The Bank Capital/Asset Ratio and Loan Standards; 2. Loan Standards, Balance Sheet Variables, and Credit; V. The Effect of Credit on Spending; 3. The Effect of Credit on Spending; VI. The Effect of Spending on Income; 4. The Effect of Spending on Income
VII. Feedback Loop through Balance Sheets of Banks, Firms and Households 5. Feedback Effects of GDP Growth on Bank Capital; VIII. Bottom Line: Quantitative Importance of Macro-Financial Linkages; 3. The Effects of an Adverse Bank Capital Shock; 4. The Impact of an Adverse Capital Shock on the Level of GDP and its Components; 5. The Impact of an Adverse Capital Shock on GDP Growth and the Contribution of GDP Components; 6. The Effects of an Adverse Demand Shock; 7. The Impact of an Adverse Demand Shock on the Level of GDP; IX. Conclusions 6. Loan Standards, Balance Sheet Variables, and Bank Credit Appendices; I. Credit Regressions for Bank Lending; 7. The Effect of Credit on Personal Consumption Expenditure; II. Spending Regressions for Sub-Components of Consumption; References |
| Record Nr. | UNINA-9910788235903321 |
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Bayoumi Tamim
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Credit Matters : : Empirical Evidence on U.S. Macro-Financial Linkages / / Tamim Bayoumi, Ola Melander
| Credit Matters : : Empirical Evidence on U.S. Macro-Financial Linkages / / Tamim Bayoumi, Ola Melander |
| Autore | Bayoumi Tamim |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (29 p.) |
| Disciplina | 332.70973 |
| Altri autori (Persone) | MelanderOla |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Credit - United States - Econometric models
Bank assets - Econometric models - United States Banks and Banking Macroeconomics Money and Monetary Policy Industries: Financial Services Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banks Depository Institutions Micro Finance Institutions Mortgages Personal Income, Wealth, and Their Distributions Monetary economics Finance Banking Credit Personal income Bank credit Loans Income Banks and banking |
| ISBN |
1-4623-6891-3
1-4527-4302-9 1-4518-7027-2 1-282-84120-3 9786612841200 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. A Framework for Analyzing Macro-Financial Linkages; Figures; 1. A Framework for Macro-Financial Linkages; III. The Effect of the Bank Capital/Asset Ratio on Lending Standards; 2. Bank Capital Adequacy and Lending Standards; IV. The Effect of Lending Standards and Balance Sheets on Credit; Tables; 1. The Bank Capital/Asset Ratio and Loan Standards; 2. Loan Standards, Balance Sheet Variables, and Credit; V. The Effect of Credit on Spending; 3. The Effect of Credit on Spending; VI. The Effect of Spending on Income; 4. The Effect of Spending on Income
VII. Feedback Loop through Balance Sheets of Banks, Firms and Households 5. Feedback Effects of GDP Growth on Bank Capital; VIII. Bottom Line: Quantitative Importance of Macro-Financial Linkages; 3. The Effects of an Adverse Bank Capital Shock; 4. The Impact of an Adverse Capital Shock on the Level of GDP and its Components; 5. The Impact of an Adverse Capital Shock on GDP Growth and the Contribution of GDP Components; 6. The Effects of an Adverse Demand Shock; 7. The Impact of an Adverse Demand Shock on the Level of GDP; IX. Conclusions 6. Loan Standards, Balance Sheet Variables, and Bank Credit Appendices; I. Credit Regressions for Bank Lending; 7. The Effect of Credit on Personal Consumption Expenditure; II. Spending Regressions for Sub-Components of Consumption; References |
| Record Nr. | UNINA-9910807487103321 |
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Bayoumi Tamim
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Credit Risk Spreads in Local and Foreign Currencies / / Zvi Wiener, Dan Galai
| Credit Risk Spreads in Local and Foreign Currencies / / Zvi Wiener, Dan Galai |
| Autore | Wiener Zvi |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (22 p.) |
| Altri autori (Persone) | GalaiDan |
| Collana | IMF Working Papers |
| Soggetto topico |
Credit - Mathematical models
Financial risk management Banks and Banking Foreign Exchange Investments: Bonds Money and Monetary Policy Contingent Pricing Futures Pricing option pricing International Financial Markets Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill General Financial Markets: General (includes Measurement and Data) Monetary Policy, Central Banking, and the Supply of Money and Credit: General Monetary economics Currency Foreign exchange Financial services law & regulation Investment & securities Currencies Exchange rates Credit risk Bonds Credit Money Financial regulation and supervision Financial institutions |
| ISBN |
1-4623-2752-4
1-4527-1980-2 1-4518-7257-7 9786612843259 1-282-84325-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The Model; III. Numerical Examples and Illustrations; Tables; 1. The Euro-Denominated Debt Spread, Face Value, PD, and the Cost of Credit Risk as a Function of Correlations; IV. Credit Spreads and Modigliani and Miller Propositions; Figures; 1. Spreads on Foreign-Currency Bonds and Correlations; 2. Betas of Stocks and Foreign Currency Bonds for Various Correlations; 2. The Expected Return on Stock (yS) as a Function of the B/S Ratio; V. Implications and Conclusions; 3. The Expected Return on Stock yS as a Function of the B/S Ratio and Correlation Coefficient ρ
4. FE as a Function of FAppendixes; I. Determination of the Face Value of Debt in the Foreign Currency; 5. FE as a Function of F; II. Firm Value, Exchange Rates, and Inflation; References |
| Record Nr. | UNINA-9910788334703321 |
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Wiener Zvi
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Credit Risk Spreads in Local and Foreign Currencies / / Zvi Wiener, Dan Galai
| Credit Risk Spreads in Local and Foreign Currencies / / Zvi Wiener, Dan Galai |
| Autore | Wiener Zvi |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (22 p.) |
| Disciplina | 332.152 |
| Altri autori (Persone) | GalaiDan |
| Collana | IMF Working Papers |
| Soggetto topico |
Credit - Mathematical models
Financial risk management Banks and Banking Foreign Exchange Investments: Bonds Money and Monetary Policy Contingent Pricing Futures Pricing option pricing International Financial Markets Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill General Financial Markets: General (includes Measurement and Data) Monetary Policy, Central Banking, and the Supply of Money and Credit: General Monetary economics Currency Foreign exchange Financial services law & regulation Investment & securities Currencies Exchange rates Credit risk Bonds Credit Money Financial regulation and supervision Financial institutions |
| ISBN |
1-4623-2752-4
1-4527-1980-2 1-4518-7257-7 9786612843259 1-282-84325-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The Model; III. Numerical Examples and Illustrations; Tables; 1. The Euro-Denominated Debt Spread, Face Value, PD, and the Cost of Credit Risk as a Function of Correlations; IV. Credit Spreads and Modigliani and Miller Propositions; Figures; 1. Spreads on Foreign-Currency Bonds and Correlations; 2. Betas of Stocks and Foreign Currency Bonds for Various Correlations; 2. The Expected Return on Stock (yS) as a Function of the B/S Ratio; V. Implications and Conclusions; 3. The Expected Return on Stock yS as a Function of the B/S Ratio and Correlation Coefficient ρ
4. FE as a Function of FAppendixes; I. Determination of the Face Value of Debt in the Foreign Currency; 5. FE as a Function of F; II. Firm Value, Exchange Rates, and Inflation; References |
| Record Nr. | UNINA-9910817193103321 |
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Wiener Zvi
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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 Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions / / Li Ong, Jorge Chan-Lau
| The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions / / Li Ong, Jorge Chan-Lau |
| Autore | Ong Li |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (27 p.) |
| Altri autori (Persone) | Chan-LauJorge |
| Collana | IMF Working Papers |
| Soggetto topico |
Credit derivatives - Great Britain
Derivative securities - Great Britain Banks and Banking Investments: Derivatives Money and Monetary Policy Industries: Financial Services Monetary Policy, Central Banking, and the Supply of Money and Credit: General Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Banks Depository Institutions Micro Finance Institutions Mortgages Monetary economics Finance Financial services law & regulation Banking Credit Credit risk Insurance companies CDOs Financial risk management Banks and banking Derivative securities |
| ISBN |
1-4623-3971-9
1-4527-3299-X 1-283-51751-5 9786613829962 1-4519-0918-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. CREDIT RISK TRANSFER INSTRUMENTS: STRUCTURED CREDIT PRODUCTS AND CREDIT DERIVATIVES""; ""III. INTERLINKAGES ACROSS FINANCIAL INSTITUTIONS""; ""IV. EXPOSURE OF U. K. FINANCIAL INSTITUTIONS TO CREDIT DERIVATIVES""; ""V. REGULATORY AND SUPERVISORY INITIATIVES""; ""VI. CONCLUSION""; ""HOW COLLATERALIZED DEBT OBLIGATIONS (CDOS) WORK""; ""KEY RISK FACTORS IN CREDIT RISK TRANSFER (CRT) MARKETS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788403703321 |
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Ong Li
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions / / Li Ong, Jorge Chan-Lau
| The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions / / Li Ong, Jorge Chan-Lau |
| Autore | Ong Li |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (27 p.) |
| Altri autori (Persone) | Chan-LauJorge |
| Collana | IMF Working Papers |
| Soggetto topico |
Credit derivatives - Great Britain
Derivative securities - Great Britain Banks and Banking Investments: Derivatives Money and Monetary Policy Industries: Financial Services Monetary Policy, Central Banking, and the Supply of Money and Credit: General Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Banks Depository Institutions Micro Finance Institutions Mortgages Monetary economics Finance Financial services law & regulation Banking Credit Credit risk Insurance companies CDOs Financial risk management Banks and banking Derivative securities |
| ISBN |
1-4623-3971-9
1-4527-3299-X 1-283-51751-5 9786613829962 1-4519-0918-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. CREDIT RISK TRANSFER INSTRUMENTS: STRUCTURED CREDIT PRODUCTS AND CREDIT DERIVATIVES""; ""III. INTERLINKAGES ACROSS FINANCIAL INSTITUTIONS""; ""IV. EXPOSURE OF U. K. FINANCIAL INSTITUTIONS TO CREDIT DERIVATIVES""; ""V. REGULATORY AND SUPERVISORY INITIATIVES""; ""VI. CONCLUSION""; ""HOW COLLATERALIZED DEBT OBLIGATIONS (CDOS) WORK""; ""KEY RISK FACTORS IN CREDIT RISK TRANSFER (CRT) MARKETS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910815302303321 |
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Ong Li
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Currency Mismatches and Corporate Default Risk : : Modeling, Measurement, and Surveillance Applications / / Andre Santos, Jorge Chan-Lau
| Currency Mismatches and Corporate Default Risk : : Modeling, Measurement, and Surveillance Applications / / Andre Santos, Jorge Chan-Lau |
| Autore | Santos Andre |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (32 p.) |
| Altri autori (Persone) | Chan-LauJorge |
| Collana | IMF Working Papers |
| Soggetto topico |
Corporations - Finance
Default (Finance) Exports and Imports Finance: General Financial Risk Management Foreign Exchange Money and Monetary Policy International Financial Markets General Financial Markets: Government Policy and Regulation Monetary Systems Standards Regimes Government and the Monetary System Payment Systems International Lending and Debt Problems Finance Monetary economics International economics Currency Foreign exchange Asset valuation Currency mismatches Currencies Debt default Exchange rates Asset-liability management Financial risk management Money Debts, External |
| ISBN |
1-4623-4273-6
1-4527-7435-8 1-283-51638-1 9786613828835 1-4519-0982-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. WHY DO CURRENCY MISMATCHES MATTER?""; ""III. THE STRUCTURAL APPROACH TO DEFAULT RISK""; ""IV. THE DIFUSSION MODEL""; ""V. THE JUMP-DIFFUSION MODEL""; ""VI. THE DOUBLE EXPONENTIAL JUMP-DIFFUSION MODEL""; ""VII. SURVEILLANCE APPLICATIONS""; ""VIII. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788698803321 |
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Santos Andre
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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