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Bank competition, risk, and asset allocations [[electronic resource] /] / prepared by john H. Boyd, Gianni De Nicolò and Abu M. Jalal
| Bank competition, risk, and asset allocations [[electronic resource] /] / prepared by john H. Boyd, Gianni De Nicolò and Abu M. Jalal |
| Autore | Boyd John H |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 |
| Descrizione fisica | 1 online resource (37 p.) |
| Altri autori (Persone) |
De NicolóGianni
JalalAbu M |
| Collana | IMF working paper |
| Soggetto topico |
Banks and banking - Econometric models
Competition - Econometric models Asset allocation Risk management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-7595-2
1-4527-9648-3 1-282-84357-5 1-4518-7290-9 9786612843570 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Table of Contents; I. Introduction; II. The Model; Entrepreneurs; Depositors; Banks; Equilibrium; III. Evidence; A. Measurement of competition; B. Measurement of risk; C. Samples; D. Results for the U.S. Sample; E. Results for the International Sample; IV. Alternative Risk Measures; A. Loan Loss Measures of Risk; B. Actual Failures (or near failures) as the Dependent Variable; V. Conclusion; References; Tables; 1. U.S. Sample; 2. U.S. Sample Regressions; 3. International Sample; 4. International Sample Regressions; 5. U.S. Sample Loan Loss Measures; 6. International Sample Loan Loss Measures
7. International Sample: Proxy Measures of (near) Failure |
| Record Nr. | UNINA-9910464008303321 |
Boyd John H
|
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| [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Banking crises and crisis dating [[electronic resource] ] : theory and evidence / / John H. Boyd, Gianni De Nicoló and Elena Loukoianova
| Banking crises and crisis dating [[electronic resource] ] : theory and evidence / / John H. Boyd, Gianni De Nicoló and Elena Loukoianova |
| Autore | Boyd John H |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 |
| Descrizione fisica | 1 online resource (52 p.) |
| Altri autori (Persone) |
De NicolóGianni
LoukoianovaElena |
| Collana | IMF working paper |
| Soggetto topico |
Bank failures - Econometric models
Banks and banking - Econometric models Economic indicators |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-9007-2
1-4527-2282-X 9786612843556 1-4518-7288-7 1-282-84355-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction and Summary; II. Major Classifications of Banking Crises; III. BC Indicators an d Their Discrepancies; IV. A Simple Banking Model; V. Evidence from Cross-Country Data: Benchmark Specifications; A. Logit Regressions with BC Indicators as Dependent Variables; B. SBS indicators Predict BC indicators; C. Logit Regressions with SBS Indicators as Dependent Variables; VI. Market Structure and Deposit Insurance; A. Bank Market Structure and Competition; B. Deposit Insurance; VII. Currency and "Twin" Crises; A. BC and SBS Indicators as Dependent Variables
B. Currency Crises as Dependent VariablesVIII. Evidence from Bank-Level Data; A. Measures of Systemic Bank Shocks; B. SBS indicators Predict BC indicators; C. Market Structure, Deposit Insurance and External Shocks; VI. Conclusion; References; Tables; 1. BC Indicators; 2. Logit Regressions with Start Date BC Indicators (crisis dates after the first crisis year excluded); 3. Logit Regressions with BC Indicators (all observations with crisis dating); 4. Logit Regressions: Do SBS Lending Indicators Predict BC Indicators?; 5. Logit Regressions: Do SBS Deposit Indicators Predict BC Indicators? 6. Logit Regressions with SBS Indicators ad Dependent Variables7. Logit Regressions: BC Indicators and Bank Concentration Measures; 8. Logit Regressions: SBS Indicators and Bank Concentration Measures; 9. Logit Regressions: BC Indicators, SBS Indicators and Deposit Insurance; 10. Logit Regressions: BC Indicators, SBS Indicators, Deposit Insurance Features and Quality of Institutions; 11. Logit Regressions: BC Indicators, Currency and Twin Crises; 12. Logit Regressions: SBS Indicators, Currency and Twin Crises; 13. Logit Regressions: Currency Crises and SBS Indicators 14. Bank Level Data, Random Effect Logit Regressions: SBS Indicators Predict BC Indicators15. Bank Level Data, Random Effect Logit Regressions: Determinants of SBS and BC Indicators; A1. ""Systemic"" Banking Crises and Crisis Dating in Different Classifications |
| Record Nr. | UNINA-9910463989903321 |
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Boyd John H
|
||
| [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||