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Are More Competitive Banking Systems More Stable? / / Martin Cihak, Simon Wolfe, Klaus Schaeck
| Are More Competitive Banking Systems More Stable? / / Martin Cihak, Simon Wolfe, Klaus Schaeck |
| Autore | Cihak Martin |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (37 p.) |
| Altri autori (Persone) |
WolfeSimon
SchaeckKlaus |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking
Bank management Banks and Banking Econometrics Finance: General Macroeconomics Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: General (includes Measurement and Data) Discrete Regression and Qualitative Choice Models Discrete Regressors Proportions Financial Crises Banking Finance Econometrics & economic statistics Economic & financial crises & disasters Competition Commercial banks Logit models Systemic crises Econometric models Financial crises |
| ISBN |
1-4623-0036-7
1-4527-8848-0 1-283-51897-X 1-4527-0150-4 9786613831422 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""I. INTRODUCTION""; ""II. LITERATURE REVIEW""; ""A. Competition and Concentration""; ""B. Concentration and Stability""; ""C. Competition and Stability""; ""D. Regulation, Supervision and Stability""; ""III. METHODOLOGY""; ""A. Duration Analysis""; ""B. Logistic Probability Analysis""; ""C. Panzar and Rosse (1987) H-Statistic""; ""IV. DATA AND SUMMARY STATISTICS""; ""V. REGRESSION RESULTS""; ""A. Main Results""; ""B. Robustness Tests""; ""C. Competitiveness, Regulation and Systemic Crises""; ""VI. CONCLUDING REMARKS""; ""DEFINITIONS OF VARIABLES AND DATA SOURCES""
""REFERENCES"" |
| Record Nr. | UNINA-9910788688903321 |
Cihak Martin
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Cooperative Banks and Financial Stability / / Martin Cihak, Heiko Hesse
| Cooperative Banks and Financial Stability / / Martin Cihak, Heiko Hesse |
| Autore | Cihak Martin |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2007 |
| Descrizione fisica | 1 online resource (50 p.) |
| Disciplina |
334.22
334.220681 |
| Altri autori (Persone) | HesseHeiko |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking, Cooperative
Economic stabilization Banks and Banking Macroeconomics Banks Depository Institutions Micro Finance Institutions Mortgages Personal Income, Wealth, and Their Distributions Interest Rates: Determination, Term Structure, and Effects Banking Finance Cooperative banks Commercial banks Personal income Long term interest rates Banks and banking Income Interest rates |
| ISBN |
1-4623-9519-8
1-4527-3499-2 1-282-55817-X 1-4519-1019-3 9786613822314 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Motivation and Literature Overview; 1. Cooperative Banks: Retail Market Shares in Selected Countries; II. Data and Methodology; A. Data; B. Measuring Bank Stability; C. Methodology; 1. Summary Statistics of Bank-Specific Variables in the Sample, 1994-2004; III. Results; A. Decomposition of Z-Scores and Correlation Analysis; 2. Decomposition of Z-Scores for the Full Sample, 1994-2004; 3. Decomposition of Z-Scores for Selected Countries, 1994-2004; 4. Sensitivity of the Z-score Decomposition
5. Fitch: Long-Term Ratings: Distribution of the Banks in Sample6. Correlation Coefficients between the Z-Score and Selected Key Variables, 1994-2004; B. Regression Analysis; 7. Regression Results (Full Sample); 8. OECD Regressions with Governance Variable; 9. Regression Results (Large Banks); 10. Regression Results (Small Banks); 11. Robust Regressions; 12. Quantile Regressions (Full Sample); IV. Conclusions and Topics for Further Research; I. Data Issues; References; Footnotes |
| Record Nr. | UNINA-9910788518303321 |
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Cihak Martin
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| Washington, D.C. : , : International Monetary Fund, , 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Five Years After : : European Union Membership and Macro-Financial Stability in the New Member States / / Martin Cihak, Wim Fonteyne
| Five Years After : : European Union Membership and Macro-Financial Stability in the New Member States / / Martin Cihak, Wim Fonteyne |
| Autore | Cihak Martin |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (69 p.) |
| Altri autori (Persone) | FonteyneWim |
| Collana | IMF Working Papers |
| Soggetto topico |
Finance - European Union countries
Banks and Banking Finance: General Inflation Macroeconomics General Financial Markets: General (includes Measurement and Data) Banks Depository Institutions Micro Finance Institutions Mortgages Price Level Deflation Financial Crises Finance Banking Economic & financial crises & disasters Emerging and frontier financial markets Financial integration Global financial crisis of 2008-2009 Financial services industry International finance Banks and banking Prices Global Financial Crisis, 2008-2009 |
| ISBN |
1-4623-5779-2
1-4527-6823-4 9786612842894 1-282-84289-7 1-4518-7215-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Macro-Financial Performance and Vulnerabilities; A. Economic and Financial Integration; B. Rapid Economic Growth; C. Exchange Rates and Prices; D. Risks and Vulnerabilities; III. Impact of EU Membership: Preliminary Evidence; A. EU Membership and Economic Growth; Boxes; 1. Estimating the Impact of EU Membership on Output Growth; B. EU Membership and Macroeconomic Stability; 2. Euro Area Accession: Experiences of Slovenia and Slovakia; C. EU Membership and Structural Policies; D. EU Membership, Financial Integration, and Financial Stability
3. Quality of Regulatory and Supervisory Frameworks in NMSE. EU Membership and Macroeconomic Crisis Management; IV. Conclusions; 4. EU and Balance of Payments Support to Hungary and Latvia; Tables; 1. Macroeconomic Performance in the NMS and Other Emerging Market Economies; 2. Explaining Spreads on Sovereign Bonds; 3. Explaining Inflation Performance; 4. Explaining Fiscal Performance; 5. Explaining Structural Reforms; 6. Lisbon Scorecards; 7. Prudential Supervision in NMS and Other Countries; 8. Financial Soundness Indicators in NMS and Other Countries; Figures 1. Growth Performance in the NMS and Other Economies 2. Financial Market Vulnerability Indicators in the NMS, 2006-08; 3. Performance vis-à-vis Maastricht Criteria, 2004-08; 4. NMS: Export Share in the World Market, 2000-07; 5. Emerging Europe: Market Indicators in the Crisis; Appendixes; I. Analyzing the 'Halo Effect' in NMS Countries; II. Crisis Response Measures in Selected NMS Countries; III. The De Larosière Proposals-What is at Stake for the NMS?; References |
| Record Nr. | UNINA-9910788337603321 |
|
Cihak Martin
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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From Subprime Loans to Subprime Growth? Evidence for the Euro Area / / Martin Cihak, Petya Brooks
| From Subprime Loans to Subprime Growth? Evidence for the Euro Area / / Martin Cihak, Petya Brooks |
| Autore | Cihak Martin |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (37 p.) |
| Altri autori (Persone) | BrooksPetya |
| Collana | IMF Working Papers |
| Soggetto topico |
Euro area
Global Financial Crisis, 2008-2009 Banks and Banking Investments: Bonds Money and Monetary Policy Industries: Financial Services Financial Markets and the Macroeconomy Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy, Central Banking, and the Supply of Money and Credit: General General Financial Markets: General (includes Measurement and Data) Demand for Money Monetary economics Banking Investment & securities Finance Bank credit Credit Corporate bonds Loans Money Financial institutions Demand for money Banks and banking Bonds |
| ISBN |
1-4623-1844-4
1-4527-6621-5 9786612842900 1-4518-7216-X 1-282-84290-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Empirical Evidence; A. Linkages Between Bank Characteristics and Lending Behavior; B. Linkages Between Bank Loan Supply and Aggregate Output; C. Linkages Between Corporate Financing Conditions and Economic Activity; D. Risk Transfers Between Banks and Other Sectors: Contingent Claims Analysis ..; III. Quantitative Implications; IV. Conclusions; Figures; 1. Euro Area: Money Market and Retail Lending Rates, 2003-08; 2. Euro Area: Changes in Credit Standards to Enterprises and Households, 2005-08; 3. Euro Area: Corporate and Equity Market Prices, 2007-08
4. Euro Area: Growth in Bank Loans and Securities Issuance, 2003-085. Euro Area: Distance to Default for Banks, 1991-2008; 6. Euro Area: Excess Demand for Loans, 1997-2008; 7. Euro Area: Growth in Real Output and Bank Loans, 2000-08; 8. Euro Area: Corporate Debt Issuance, 1990-2008; 9. Euro Area: Response of Annual Growth in Industrial Production to One Standard Deviation Innovation in Corporate Spread; 10. Euro Area: Estimated Default Probability (Banks and Non-Banks),1991-2008; Tables; 1. Demand and Supply in the Disequilibrium Model, 1997-2007 11. Euro Area: Estimated Default Probability (Public Sector), 1997-200812. Capitalization in Euro Area Banks, 1997-2008; 2. OLS Regression of Output on Loans; 3. First Stage IV Regression: Loans on Money Demand Shocks; 4. Second Stage IV Regression of Output on Loans; Appendixes; I. Calculating the Distance to Default; II. Identifying the Linkage Between Bank Loan Supply and Aggregate Output; III. Contingent Claims Analysis: A Primer; References |
| Record Nr. | UNINA-9910788337803321 |
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Cihak Martin
|
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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How Do Central Banks Writeon Financial Stability? / / Martin Cihak
| How Do Central Banks Writeon Financial Stability? / / Martin Cihak |
| Autore | Cihak Martin |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (56 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking, Central
Economic stabilization Finance Financial statements Banks and Banking Finance: General Industries: Financial Services Financial Risk Management General Financial Markets: General (includes Measurement and Data) Financial Institutions and Services: General Central Banks and Their Policies General Financial Markets: Government Policy and Regulation Financial Institutions and Services: Government Policy and Regulation Banks Depository Institutions Micro Finance Institutions Mortgages Financial Crises Banking Economic & financial crises & disasters Financial sector stability Stress testing Financial sector Financial stability assessment Financial sector policy and analysis Economic sectors Financial crises Financial services industry Financial risk management Banks and banking |
| ISBN |
1-4623-3366-4
1-4527-1079-1 1-283-51198-3 9786613824431 1-4519-8496-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. WHAT IS AN FSR AND WHO PUBLISHES IT?""; ""III. ASSESSING THE FSRS""; ""IV. HOW DO EXISTING FSRS COMPARE TO THE PROPOSED CRITERIA?""; ""V. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788415703321 |
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Cihak Martin
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Is One Watchdog Better Than Three? International Experience with Integrated Financial Sector Supervision / / Martin Cihak, Richard Podpiera
| Is One Watchdog Better Than Three? International Experience with Integrated Financial Sector Supervision / / Martin Cihak, Richard Podpiera |
| Autore | Cihak Martin |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (32 p.) |
| Altri autori (Persone) | PodpieraRichard |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking - State supervision
Financial services industry - Regulation - State supervision Banks and Banking Finance: General Industries: Financial Services Business and Financial General Financial Markets: Government Policy and Regulation Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Financial Institutions and Services: General Financial services law & regulation Banking Bank supervision Financial sector Basel Core Principles Financial regulation and supervision Banks and banking State supervision Financial services industry Law and legislation |
| ISBN |
1-4623-4779-7
1-4527-4510-2 1-283-51553-9 1-4519-0853-9 9786613827982 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. TRENDS IN INTEGRATED SUPERVISION""; ""III. REVIEW OF LITERATURE ON INTEGRATED FINANCIAL SUPERVISION""; ""IV. ANALYSIS OF INTERNATIONAL EXPERIENCE WITH INTEGRATED SUPERVISION""; ""V. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788405603321 |
|
Cihak Martin
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Quality of Financial Sector Regulation and Supervision Around the World / / Martin Cihak, Alexander Tieman
| Quality of Financial Sector Regulation and Supervision Around the World / / Martin Cihak, Alexander Tieman |
| Autore | Cihak Martin |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (47 p.) |
| Disciplina | 332.1 |
| Altri autori (Persone) | TiemanAlexander |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Banks and banking - State supervision
Financial institutions - State supervision Banks and Banking Finance: General Macroeconomics Business and Financial General Financial Markets: Government Policy and Regulation Banks Depository Institutions Micro Finance Institutions Mortgages Corporation and Securities Law Personal Income, Wealth, and Their Distributions Financial services law & regulation Finance Banking Financial Sector Assessment Program Basel Core Principles Securities regulation Personal income Financial services industry Banks and banking State supervision Nonbank financial institutions Law and legislation Income |
| ISBN |
1-4623-2047-3
1-4527-0670-0 1-4518-7048-5 9786612841415 1-282-84141-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Data and Methodology; III. An Introductory Analysis of the Quality of Supervision; A. Overall Findings; Figures; 1. Overall Compliance with Standards and Codes; B. Differences by Income Level and Geographic Region; 2. Overall Compliance by Income Level; 3. Overall Compliance by Geographic Region; C. Main Strengths and Areas for Improvement; IV. Regression Analysis; V. Analysis of Other FSAP Recommendations; Box; 1. Cross-Border Issues in FSAPs for EU Countries: A Survey; VI. Conclusions; 4. Coverage of BCP, IAIS, and IOSCO Assessments, as of December 31, 2007
Tables1. Banking Supervision 'Dictionary'; 2. Insurance Supervision 'Dictionary'; 3. Securities Regulation 'Dictionary'; 4. Financial Sector Standards and Their Four Main Components; 5. Compliance in Detail: Basel Core Principles; 6. Compliance in Detail: IAIS Principles; 7. Compliance in Detail: IOSCO's Objectives and Principles; 8. Regressions of Compliance on Income Per Capita; 5. Supervisory Quality by Level of Development; 6. Supervisory Quality by Geographic Region; 7. Correlation of Standards and Codes Assessments with the BCL Database 8. Correlation of Standards and Codes Assessments with KKM 2002 Database9. Correlation of Standards and Codes Assessments with KKM 2006 Database; 10. Regressions of Standards and Codes on KKM 2002 Variables and GDP Per Capita; 11. Regressions of Standards and Codes on KKM 2006 Variables and GDP Per Capita; 12. Regressions of Standards and Codes on BCL Variables and GDP Per Capita; Appendix; Main Areas for Improvements in Banking, Insurance, and Securities; References |
| Record Nr. | UNINA-9910788233503321 |
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Cihak Martin
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Writing Clearly : : ECB’s Monetary Policy Communication / / Martin Cihak, Katerina Smídková, Ales Bulir
| Writing Clearly : : ECB’s Monetary Policy Communication / / Martin Cihak, Katerina Smídková, Ales Bulir |
| Autore | Cihak Martin |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (36 p.) |
| Disciplina | 332.11094 |
| Altri autori (Persone) |
SmídkováKaterina
BulirAles |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Banks and banking, Central - Europe - Econometric models
Communication - Europe - Econometric models Monetary policy - Europe - Econometric models Banks and Banking Inflation Money and Monetary Policy Public Finance Forecasting Taxation, Subsidies, and Revenue: General Price Level Deflation Monetary Policy Forecasting and Other Model Applications Interest Rates: Determination, Term Structure, and Effects Public finance & taxation Macroeconomics Monetary economics Economic Forecasting Banking Communications in revenue administration Inflation targeting Economic forecasting Central bank policy rate Revenue Prices Monetary policy Interest rates |
| ISBN |
1-4623-9110-9
1-4527-1476-2 1-4518-7110-4 1-282-84203-X 9786612842030 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Motivation and Literature Overview; A. Communicating Clearly; B. Literature on Monetary Policy Communication; III. Methodology and Data; A. Methodology ("Central Bank Watching for Dummies"); Tables; 1. Slope Coefficient in a Regression of Actual and Forecasted Policy Rate Changes; Figures; 1. Correlation of Actual and Forecasted Policy Rate Changes; 2. GARCH Estimate of the Policy Rule for the ECB; 3. Parameterization Overview; B. Data; 2. Euro Area: Actual Inflation, Inflation Targets, and Inflation Expectations
4. Inflation Factors and Their Serial Correlation5. Comparison with the KOF MPC Index; C. ECB Watching; 3. ECB Bulletins: Inflation Factors; 4. ECB: Central Bank Watching; IV. Results; A. Press Statements Only; B. Monthly Bulletins: Shock Descriptions; 5. Press Statements Only; C. Monthly Bulletins: Shock Descriptions and Forecast Risk Assessment; 6. ECB Bulletin, Shock Description, but No Forecast Risk Assessment; D. Monthly Bulletins: Adding Monetary Pillar Information; 7. ECB Bulletin, All Shocks; E. Summary Discussion: When Could the Public Get Confused?; 8. Monetary Pillar 9. Confusing Communication: Robustness ChecksF. Comparison with Other Studies; V. Conclusions; References |
| Record Nr. | UNINA-9910788342603321 |
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Cihak Martin
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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