Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Idiosyncratic and Systemic Risk in the European Corporate Sector : : A CDO Perspective / / Yinqiu Lu, Jorge Chan-Lau
| Idiosyncratic and Systemic Risk in the European Corporate Sector : : A CDO Perspective / / Yinqiu Lu, Jorge Chan-Lau |
| Autore | Lu Yinqiu |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (18 p.) |
| Altri autori (Persone) | Chan-LauJorge |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial risk - Europe
Credit derivatives - Europe Finance: General Investments: Stocks Investments: Derivatives Money and Monetary Policy Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors General Financial Markets: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Finance Monetary economics Investment & securities CDOs Systemic risk Credit Stocks Currencies Derivative securities Financial risk management Money |
| ISBN |
1-4623-4072-5
1-4519-9642-X 1-283-51193-2 9786613824387 1-4519-0901-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. A BRIEF PRIMER ON COLLATERALIZED DEBT OBLIGATIONS""; ""III. DEFAULT PROBABILITY AND DEFAULT CORRELATION, IN STCDOS""; ""IV. IDIOSYNCRATIC AND SYSTEMIC RISK IN STCDO TRANCHES""; ""V. DATA AND EMPIRICAL FRAMEWORK""; ""VI. RESULTS""; ""VII. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788415803321 |
Lu Yinqiu
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Idiosyncratic and Systemic Risk in the European Corporate Sector : : A CDO Perspective / / Yinqiu Lu, Jorge Chan-Lau
| Idiosyncratic and Systemic Risk in the European Corporate Sector : : A CDO Perspective / / Yinqiu Lu, Jorge Chan-Lau |
| Autore | Lu Yinqiu |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (18 p.) |
| Altri autori (Persone) | Chan-LauJorge |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial risk - Europe
Credit derivatives - Europe Finance: General Investments: Stocks Investments: Derivatives Money and Monetary Policy Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors General Financial Markets: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Finance Monetary economics Investment & securities CDOs Systemic risk Credit Stocks Currencies Derivative securities Financial risk management Money |
| ISBN |
1-4623-4072-5
1-4519-9642-X 1-283-51193-2 9786613824387 1-4519-0901-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. A BRIEF PRIMER ON COLLATERALIZED DEBT OBLIGATIONS""; ""III. DEFAULT PROBABILITY AND DEFAULT CORRELATION, IN STCDOS""; ""IV. IDIOSYNCRATIC AND SYSTEMIC RISK IN STCDO TRANCHES""; ""V. DATA AND EMPIRICAL FRAMEWORK""; ""VI. RESULTS""; ""VII. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910808811903321 |
|
Lu Yinqiu
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Impact of Longevity Improvements on U.S. Corporate Defined Benefit Pension Plans / / John Kiff, Michael Kisser, Mauricio Soto, S. Oppers
| The Impact of Longevity Improvements on U.S. Corporate Defined Benefit Pension Plans / / John Kiff, Michael Kisser, Mauricio Soto, S. Oppers |
| Autore | Kiff John |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (35 p.) |
| Altri autori (Persone) |
KisserMichael
SotoMauricio OppersS |
| Collana | IMF Working Papers |
| Soggetto topico |
Defined benefit pension plans - United States
Longevity - United States Insurance Labor Public Finance Demography Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Nonwage Labor Costs and Benefits Private Pensions Social Security and Public Pensions Health: General Economics of the Elderly Economics of the Handicapped Non-labor Market Discrimination Insurance Companies Actuarial Studies Pensions Health economics Population & demography Insurance & actuarial studies Pension spending Health Aging Expenditure Population and demographics Financial institutions Population aging |
| ISBN |
1-4755-2676-8
1-4755-6809-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Contents; I: Introduction; II: Related Literature; III: Data; IV: Analysis; A: A Simple Valuation Model; B: Main Results; C: Additional Robustness Checks; V: Conclusion; References; Appendix 1 |
| Record Nr. | UNINA-9910786480903321 |
|
Kiff John
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Impact of Longevity Improvements on U.S. Corporate Defined Benefit Pension Plans / / John Kiff, Michael Kisser, Mauricio Soto, S. Oppers
| The Impact of Longevity Improvements on U.S. Corporate Defined Benefit Pension Plans / / John Kiff, Michael Kisser, Mauricio Soto, S. Oppers |
| Autore | Kiff John |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (35 p.) |
| Disciplina | 332.152 |
| Altri autori (Persone) |
KisserMichael
SotoMauricio OppersS |
| Collana | IMF Working Papers |
| Soggetto topico |
Defined benefit pension plans - United States
Longevity - United States Insurance Labor Public Finance Demography Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Nonwage Labor Costs and Benefits Private Pensions Social Security and Public Pensions Health: General Economics of the Elderly Economics of the Handicapped Non-labor Market Discrimination Insurance Companies Actuarial Studies Pensions Health economics Population & demography Insurance & actuarial studies Pension spending Health Aging Expenditure Population and demographics Financial institutions Population aging |
| ISBN |
1-4755-2676-8
1-4755-6809-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Contents; I: Introduction; II: Related Literature; III: Data; IV: Analysis; A: A Simple Valuation Model; B: Main Results; C: Additional Robustness Checks; V: Conclusion; References; Appendix 1 |
| Record Nr. | UNINA-9910820534803321 |
|
Kiff John
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Impact of Public Capital, Human Capital, and Knowledge on Aggregate Output / / Frederick Joutz, Yasser Abdih
| The Impact of Public Capital, Human Capital, and Knowledge on Aggregate Output / / Frederick Joutz, Yasser Abdih |
| Autore | Joutz Frederick |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (50 p.) |
| Disciplina | 336.150973 |
| Altri autori (Persone) | AbdihYasser |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Public investments - United States - Econometric models
Human capital - United States - Econometric models Knowledge management - United States - Econometric models Econometrics Investments: Stocks Labor Macroeconomics Production and Operations Management Labor Economics: General Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Human Capital Skills Occupational Choice Labor Productivity Macroeconomics: Production Labour income economics Investment & securities Econometrics & economic statistics Stocks Vector autoregression Human capital Productivity Labor economics Industrial productivity |
| ISBN |
1-4623-1240-3
1-4527-7934-1 1-282-84169-6 1-4518-7076-0 9786612841699 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction and Contribution; II. Literature Review; III. The Model; IV. Data; A. Output, Private Capital, and Public Capital; B. Skill-Adjusted Labor; C. The Knowledge Stock; V. Initial Data Analysis and Reduction of the System; A. Initial Plots and Integration Tests; B. VAR Model Specification and Estimation; C. Lag length selection of the VAR; D. Residual Diagnostics from the VAR Model; E. Recursive Analysis for Model Constancy and Stability; VI. Cointegration Analysis; A. Testing for Cointegration
B. Cointegration, Weak Exogeneity, and Testing Restrictions on the Production Function C. The Final Long run Aggregate Production Function; VII. Growth Accounting for the Postwar U.S. Economy; VIII. Concluding Remarks; References; Tables; 1. The Information Set:Data Series from 1948 to 2004; 2.A. ADF Tests for Variables in Levels, Constant and Trend Included; 2.B. ADF Tests for Variables in Levels, Constant Included; 3.A. ADF Tests for Variables in First Differences, Constant and Trend Included; 3.B. ADF Tests for Variables in First Differences, Constant Included 4.A. Lag Length Analysis: Seclected Statistics 4.B. Lag Length Analysis: F-Tests for Model Reduction; 5. Individual Equation and Vector Misspecification Tests for the VAR Model of the Production Function; 6. Cointegration Analysis with Johansen's Test; 7. Hypotheses Tests on the Cointegrating Relation; 8. Growth Accounting for the Postwar U.S. Economy; Figures; 1. The Variables in Natural Logarithms; 2. Recursive System Diagnostics for VAR(3) Model; 3. Recursive Likelihood Ratio Test Statistic for Final Restrictions on the Cointegrating Space 4. Output Deviations from the Long Run Aggregate Production Function with Final Restrictions on the Cointegrating Space Imposed |
| Record Nr. | UNINA-9910788345003321 |
|
Joutz Frederick
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Impact of Public Capital, Human Capital, and Knowledge on Aggregate Output / / Frederick Joutz, Yasser Abdih
| The Impact of Public Capital, Human Capital, and Knowledge on Aggregate Output / / Frederick Joutz, Yasser Abdih |
| Autore | Joutz Frederick |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (50 p.) |
| Disciplina | 336.150973 |
| Altri autori (Persone) | AbdihYasser |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Public investments - United States - Econometric models
Human capital - United States - Econometric models Knowledge management - United States - Econometric models Econometrics Investments: Stocks Labor Macroeconomics Production and Operations Management Labor Economics: General Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Human Capital Skills Occupational Choice Labor Productivity Macroeconomics: Production Labour income economics Investment & securities Econometrics & economic statistics Stocks Vector autoregression Human capital Productivity Labor economics Industrial productivity |
| ISBN |
1-4623-1240-3
1-4527-7934-1 1-282-84169-6 1-4518-7076-0 9786612841699 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction and Contribution; II. Literature Review; III. The Model; IV. Data; A. Output, Private Capital, and Public Capital; B. Skill-Adjusted Labor; C. The Knowledge Stock; V. Initial Data Analysis and Reduction of the System; A. Initial Plots and Integration Tests; B. VAR Model Specification and Estimation; C. Lag length selection of the VAR; D. Residual Diagnostics from the VAR Model; E. Recursive Analysis for Model Constancy and Stability; VI. Cointegration Analysis; A. Testing for Cointegration
B. Cointegration, Weak Exogeneity, and Testing Restrictions on the Production Function C. The Final Long run Aggregate Production Function; VII. Growth Accounting for the Postwar U.S. Economy; VIII. Concluding Remarks; References; Tables; 1. The Information Set:Data Series from 1948 to 2004; 2.A. ADF Tests for Variables in Levels, Constant and Trend Included; 2.B. ADF Tests for Variables in Levels, Constant Included; 3.A. ADF Tests for Variables in First Differences, Constant and Trend Included; 3.B. ADF Tests for Variables in First Differences, Constant Included 4.A. Lag Length Analysis: Seclected Statistics 4.B. Lag Length Analysis: F-Tests for Model Reduction; 5. Individual Equation and Vector Misspecification Tests for the VAR Model of the Production Function; 6. Cointegration Analysis with Johansen's Test; 7. Hypotheses Tests on the Cointegrating Relation; 8. Growth Accounting for the Postwar U.S. Economy; Figures; 1. The Variables in Natural Logarithms; 2. Recursive System Diagnostics for VAR(3) Model; 3. Recursive Likelihood Ratio Test Statistic for Final Restrictions on the Cointegrating Space 4. Output Deviations from the Long Run Aggregate Production Function with Final Restrictions on the Cointegrating Space Imposed |
| Record Nr. | UNINA-9910827081903321 |
|
Joutz Frederick
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Incorporating Market Information into the Construction of the Fan Chart
| Incorporating Market Information into the Construction of the Fan Chart |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (23 p.) |
| Disciplina | 336.54 |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic forecasting - Econometric models
Time-series analysis Inflation Investments: Options Macroeconomics Energy: Demand and Supply Prices Price Level Deflation Forecasting and Simulation: Models and Applications Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Economic Forecasting Finance Oil prices Asset prices GDP forecasting Options National income Derivative securities |
| ISBN |
1-4623-6888-3
1-4527-4804-7 1-282-84389-3 9786612843891 1-4518-7325-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Outline of Theory; A. Characterizing the Distribution of Global Growth; Box; 1. The Two-Piece Normal Distribution; B. Constructing Confidence Intervals; III. Using Survey- and Market-Based Information; Figures; 1. Constructing Confidence Intervals; A. Survey-based Measures; B. Market-based Measures; IV. An Example: Forecasting Global Growth; A. Choice of Risk Factors; Tables; 1. Estimated Elasticities and Skewness Coefficients; B. Estimating the Weighting Parameters .; C. Constructing the Fan Chart; D. Interpreting the Results
2. Dispersion of Forecasts for GDP and Selected Risk FactorsV. Conclusions; 3. Fan Chart for Global Growth and Skewness of Risk Factors; 4. Fan Chart for Global Growth Based on Direct Estimates of Variance and Skew; References |
| Record Nr. | UNINA-9910788228603321 |
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Incorporating Market Information into the Construction of the Fan Chart
| Incorporating Market Information into the Construction of the Fan Chart |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (23 p.) |
| Disciplina | 336.54 |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic forecasting - Econometric models
Time-series analysis Inflation Investments: Options Macroeconomics Energy: Demand and Supply Prices Price Level Deflation Forecasting and Simulation: Models and Applications Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Economic Forecasting Finance Oil prices Asset prices GDP forecasting Options National income Derivative securities |
| ISBN |
1-4623-6888-3
1-4527-4804-7 1-282-84389-3 9786612843891 1-4518-7325-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Outline of Theory; A. Characterizing the Distribution of Global Growth; Box; 1. The Two-Piece Normal Distribution; B. Constructing Confidence Intervals; III. Using Survey- and Market-Based Information; Figures; 1. Constructing Confidence Intervals; A. Survey-based Measures; B. Market-based Measures; IV. An Example: Forecasting Global Growth; A. Choice of Risk Factors; Tables; 1. Estimated Elasticities and Skewness Coefficients; B. Estimating the Weighting Parameters .; C. Constructing the Fan Chart; D. Interpreting the Results
2. Dispersion of Forecasts for GDP and Selected Risk FactorsV. Conclusions; 3. Fan Chart for Global Growth and Skewness of Risk Factors; 4. Fan Chart for Global Growth Based on Direct Estimates of Variance and Skew; References |
| Record Nr. | UNINA-9910817190803321 |
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
India : : Financial Sector Assessment Program—Detailed Assessments Report on IOSCO Objectives and Principles of Securities Regulation
| India : : Financial Sector Assessment Program—Detailed Assessments Report on IOSCO Objectives and Principles of Securities Regulation |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (106 p.) |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Finance - India
Accounting Finance: General Investments: General Industries: Financial Services General Financial Markets: General (includes Measurement and Data) Public Administration Public Sector Accounting and Audits Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Finance Investment & securities Public finance accounting Securities Stock markets Accounting standards Securities markets Mutual funds Financial institutions Financial markets Public financial management (PFM) Financial instruments Stock exchanges Finance, Public Capital market |
| ISBN |
1-4843-9682-0
1-4843-3417-5 1-4843-0075-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Glossary; Executive Summary; I. Introduction; II. Information and Methodology Used for the Assessment; III. Institutional Structure; IV. Market Structure; Tables; 1. Corporate Bonds; V. Preconditions for Effective Securities Regulation; VI. Main Findings; 2. Summary Implementation of the IOSCO Principles and Objectives of Securities Regulation; VII. Recommended Action Plan and Authorities' Response; 3. Recommended Action Plan to Improve Implementation of the IOSCO Principles; VIII. Detailed Assessment
4. Detailed Assessment of Implementation of the IOSCO Principles Annex; I. Status of Implementation of the New IOSCO Principles |
| Record Nr. | UNINA-9910790677403321 |
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
India : : Financial Sector Assessment Program—Detailed Assessments Report on IOSCO Objectives and Principles of Securities Regulation
| India : : Financial Sector Assessment Program—Detailed Assessments Report on IOSCO Objectives and Principles of Securities Regulation |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (106 p.) |
| Disciplina | 338.1029367 |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Finance - India
Accounting Finance: General Investments: General Industries: Financial Services General Financial Markets: General (includes Measurement and Data) Public Administration Public Sector Accounting and Audits Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Finance Investment & securities Public finance accounting Securities Stock markets Accounting standards Securities markets Mutual funds Financial institutions Financial markets Public financial management (PFM) Financial instruments Stock exchanges Finance, Public Capital market |
| ISBN |
1-4843-9682-0
1-4843-3417-5 1-4843-0075-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Glossary; Executive Summary; I. Introduction; II. Information and Methodology Used for the Assessment; III. Institutional Structure; IV. Market Structure; Tables; 1. Corporate Bonds; V. Preconditions for Effective Securities Regulation; VI. Main Findings; 2. Summary Implementation of the IOSCO Principles and Objectives of Securities Regulation; VII. Recommended Action Plan and Authorities' Response; 3. Recommended Action Plan to Improve Implementation of the IOSCO Principles; VIII. Detailed Assessment
4. Detailed Assessment of Implementation of the IOSCO Principles Annex; I. Status of Implementation of the New IOSCO Principles |
| Record Nr. | UNINA-9910821489003321 |
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
- Financial Instruments (274)
- Institutional Investors (274)
-
Non-bank Financial Institutions
(274)
- Pension Funds (274)
- Finance (233)