Info
Distress in European Banks : : An Analysis Basedon a New Dataset / / Tigran Poghosyan, Martin Cihak
| Distress in European Banks : : An Analysis Basedon a New Dataset / / Tigran Poghosyan, Martin Cihak |
| Autore | Poghosyan Tigran |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (39 p.) |
| Altri autori (Persone) | CihakMartin |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking - European Union countries
Banks and Banking Finance: General Financial Risk Management Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Financial Institutions and Services: General General Financial Markets: Government Policy and Regulation Banking Economic & financial crises & disasters Finance Financial services law & regulation Early warning systems Distressed institutions Loan loss provisions Bank soundness Financial crises Financial institutions Financial regulation and supervision Bank supervision Financial sector policy and analysis Banks and banking Crisis management Financial services industry State supervision |
| ISBN |
1-4623-4569-7
1-4527-9346-8 1-4518-7156-2 1-282-84231-5 9786612842313 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Motivation; A. Early Warning Systems for Banking Soundness; B. Examples of Uses of the Early Warning Systems; III. Methodology and Data; A. Estimation Methodology; B. Data; Figures; 1. Overview of Distress Events by Year and by Country, 1995-2007; Tables; 1. Database Overview; 2. Determinants of Bank Distress; IV. Estimation Results; A. Baseline Estimate; B. Robustness Checks; 3. Logit Estimation Results; C. Prediction Results; 4. Type I and Type II Errors; 2. Banks at Risk; 3. Assets at Risk; D. Marginal Effects
4. Marginal Effects of Significant CAMEL Covariates5. Trade-off in the Impact on PD between Pairs of Significant CAMEL Covariates; V. Conclusion; Appendices; I. Early Warning Systems for Banking Supervision:; II. European Banking System; III. European Structured Early Intervention and Resolution; References |
| Record Nr. | UNINA-9910788350203321 |
Poghosyan Tigran
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Distress in European Banks : : An Analysis Basedon a New Dataset / / Tigran Poghosyan, Martin Cihak
| Distress in European Banks : : An Analysis Basedon a New Dataset / / Tigran Poghosyan, Martin Cihak |
| Autore | Poghosyan Tigran |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (39 p.) |
| Disciplina | 332.1068;332.10684 |
| Altri autori (Persone) | CihakMartin |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking - European Union countries
Bank soundness Bank supervision Banking Banks and Banking Banks and banking Banks Capital and Ownership Structure Crisis management Depository Institutions Distressed institutions Early warning systems Economic & financial crises & disasters Finance Finance: General Financial crises Financial Institutions and Services: General Financial Institutions and Services: Government Policy and Regulation Financial institutions Financial regulation and supervision Financial Risk and Risk Management Financial Risk Management Financial sector policy and analysis Financial services industry Financial services law & regulation Financing Policy General Financial Markets: Government Policy and Regulation Goodwill Industries: Financial Services Loan loss provisions Micro Finance Institutions Mortgages State supervision Value of Firms |
| ISBN |
9786612842313
9781462345694 1462345697 9781452793467 1452793468 9781451871562 1451871562 9781282842311 1282842315 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Motivation; A. Early Warning Systems for Banking Soundness; B. Examples of Uses of the Early Warning Systems; III. Methodology and Data; A. Estimation Methodology; B. Data; Figures; 1. Overview of Distress Events by Year and by Country, 1995-2007; Tables; 1. Database Overview; 2. Determinants of Bank Distress; IV. Estimation Results; A. Baseline Estimate; B. Robustness Checks; 3. Logit Estimation Results; C. Prediction Results; 4. Type I and Type II Errors; 2. Banks at Risk; 3. Assets at Risk; D. Marginal Effects
4. Marginal Effects of Significant CAMEL Covariates5. Trade-off in the Impact on PD between Pairs of Significant CAMEL Covariates; V. Conclusion; Appendices; I. Early Warning Systems for Banking Supervision:; II. European Banking System; III. European Structured Early Intervention and Resolution; References |
| Record Nr. | UNINA-9910965824503321 |
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Poghosyan Tigran
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Euro Area Monetary Policy in Uncharted Waters / / Emil Stavrev, Thomas Harjes, Martin Cihak
| Euro Area Monetary Policy in Uncharted Waters / / Emil Stavrev, Thomas Harjes, Martin Cihak |
| Autore | Stavrev Emil |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 34 p. : ill |
| Altri autori (Persone) |
HarjesThomas
CihakMartin |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy - European Union countries - Econometric models
Global Financial Crisis, 2008-2009 Financial crises - European Union countries - Econometric models Banks and banking, Central - European Union countries - Econometric models Banks and Banking Financial Risk Management Investments: Bonds Interest Rates: Determination, Term Structure, and Effects General Financial Markets: General (includes Measurement and Data) Banks Depository Institutions Micro Finance Institutions Mortgages Financial Crises Banking Finance Investment & securities Economic & financial crises & disasters Yield curve Central bank policy rate Bond yields Financial crises Interest rates Bonds Banks and banking |
| ISBN |
1-4623-1540-2
1-4518-7332-8 9786612843952 1-4527-5208-7 1-282-84395-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788228103321 |
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Stavrev Emil
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Euro Area Monetary Policy in Uncharted Waters / / Emil Stavrev, Thomas Harjes, Martin Cihak
| Euro Area Monetary Policy in Uncharted Waters / / Emil Stavrev, Thomas Harjes, Martin Cihak |
| Autore | Stavrev Emil |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 34 p. : ill |
| Disciplina | 332.4;332.494 |
| Altri autori (Persone) |
CihakMartin
HarjesThomas |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy - European Union countries - Econometric models
Global Financial Crisis, 2008-2009 Financial crises - European Union countries - Econometric models Banks and banking, Central - European Union countries - Econometric models Banking Banks and Banking Banks and banking Banks Bond yields Bonds Central bank policy rate Depository Institutions Economic & financial crises & disasters Finance Financial Crises Financial crises Financial Risk Management General Financial Markets: General (includes Measurement and Data) Interest rates Interest Rates: Determination, Term Structure, and Effects Investment & securities Investments: Bonds Micro Finance Institutions Mortgages Yield curve |
| ISBN |
9786612843952
9781462315406 1462315402 9781451873320 1451873328 9781452752082 1452752087 9781282843950 1282843958 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. ECB's Policy Response to the Crisis -- III. Has the Transmission Been Impaired? -- A. Transmission Channels -- B. Methodology -- C. Results -- IV. Monetary Policy and The Return of The Liquidity Trap -- A. Overview -- B. Empirical Assessment -- V. Conclusions -- References -- Tables -- 1. VAR Parameter Estimates -- 2. Risk Factor Loadings -- Figures -- 1. Euro Area: Recent Developments of the ECB's Liquidity Operations -- 2. Euro Area: Cost of Borrowing by Businesses and Households -- 3. Euro Area: Pass-through of The ECB Policy Rate Changes to Market Rates -- 4. Euro Area: The Impact of Crisis on Policy Rate Pass-through -- 5. Euro Area: VAR Residuals of Market Rates -- 6. Euro Area: Effectiveness of Monetary Policy -- 7. Euro Area Macro-Financial Model: Government Bond Yields and Model -- Appendix -- I. Small Theory-based Model for the Euro Area. |
| Record Nr. | UNINA-9910969846403321 |
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Stavrev Emil
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Interest Rate Elasticity of Residential Housing Prices / / Plamen Iossifov, Martin Cihak, Amar Shanghavi
| Interest Rate Elasticity of Residential Housing Prices / / Plamen Iossifov, Martin Cihak, Amar Shanghavi |
| Autore | Iossifov Plamen |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (34 p.) |
| Disciplina | 332.82 |
| Altri autori (Persone) |
CihakMartin
ShanghaviAmar |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Interest rates - Econometric models
Elasticity (Economics) - Econometric models Housing - Prices - Econometric models Banks and Banking Infrastructure Real Estate Industries: Financial Services Housing Supply and Markets Economic Development: Urban, Rural, Regional, and Transportation Analysis Housing Interest Rates: Determination, Term Structure, and Effects Real Estate Markets, Spatial Production Analysis, and Firm Location: General Banks Depository Institutions Micro Finance Institutions Mortgages Property & real estate Macroeconomics Finance Housing prices Short term interest rates Real estate prices Prices Saving and investment Interest rates |
| ISBN |
1-4623-0735-3
1-4527-6118-3 9786612841989 1-4518-7105-8 1-282-84198-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Literature Overview; III. Regression Analysis; A. Choice of Explanatory Variables; B. Panel Data Regression Analysis; Tables; 1. 3SLS Estimates of the Residential Housing Price Equation in First-Differences; C. Cross-Section Regression Analysis; 2. OLS Estimates of the Housing Price Equation Using Cross-Country Data; D. Preferred Estimate of the Interest Rate Elasticity of Housing Prices; IV. Conclusion; References; Appendices; I. Survey of Studies of Determinants of Housing Prices; II. Variables Definitions and Data Sources; Appendix Tables
1. Variables Definitions and Data SourcesAppendix Figures; 1. Real Residential Housing Price Indices, 1980-2007; 2. Scatter Plots of Residential Housing Prices on Fundamental Determinants; III. Additional Regression Output; 2. Within (Fixed Effects) Estimates of the Residential Housing Price Equation; 3. OLS and Within Estimates of Unrestricted Residential Housing Price Equation; 4. IV and GMM Panel Data Estimates of the Residential Housing Price Equation in First- Differences; 5. OLS Estimates of the Effect of Fundamentals on Residential Housing Prices in Cross- Country Data |
| Record Nr. | UNINA-9910788343903321 |
|
Iossifov Plamen
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||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Interest Rate Elasticity of Residential Housing Prices / / Plamen Iossifov, Martin Cihak, Amar Shanghavi
| Interest Rate Elasticity of Residential Housing Prices / / Plamen Iossifov, Martin Cihak, Amar Shanghavi |
| Autore | Iossifov Plamen |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (34 p.) |
| Disciplina | 332.82 |
| Altri autori (Persone) |
CihakMartin
ShanghaviAmar |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Interest rates - Econometric models
Elasticity (Economics) - Econometric models Housing - Prices - Econometric models Banks and Banking Banks Depository Institutions Economic Development: Urban, Rural, Regional, and Transportation Analysis Finance Housing prices Housing Supply and Markets Housing Industries: Financial Services Infrastructure Interest rates Interest Rates: Determination, Term Structure, and Effects Macroeconomics Micro Finance Institutions Mortgages Prices Property & real estate Real Estate Markets, Spatial Production Analysis, and Firm Location: General Real estate prices Real Estate Saving and investment Short term interest rates |
| ISBN |
9786612841989
9781462307357 1462307353 9781452761183 1452761183 9781451871050 1451871058 9781282841987 128284198X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Literature Overview; III. Regression Analysis; A. Choice of Explanatory Variables; B. Panel Data Regression Analysis; Tables; 1. 3SLS Estimates of the Residential Housing Price Equation in First-Differences; C. Cross-Section Regression Analysis; 2. OLS Estimates of the Housing Price Equation Using Cross-Country Data; D. Preferred Estimate of the Interest Rate Elasticity of Housing Prices; IV. Conclusion; References; Appendices; I. Survey of Studies of Determinants of Housing Prices; II. Variables Definitions and Data Sources; Appendix Tables
1. Variables Definitions and Data SourcesAppendix Figures; 1. Real Residential Housing Price Indices, 1980-2007; 2. Scatter Plots of Residential Housing Prices on Fundamental Determinants; III. Additional Regression Output; 2. Within (Fixed Effects) Estimates of the Residential Housing Price Equation; 3. OLS and Within Estimates of Unrestricted Residential Housing Price Equation; 4. IV and GMM Panel Data Estimates of the Residential Housing Price Equation in First- Differences; 5. OLS Estimates of the Effect of Fundamentals on Residential Housing Prices in Cross- Country Data |
| Record Nr. | UNINA-9910957403803321 |
|
Iossifov Plamen
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||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Rethinking Financial Deepening
| Rethinking Financial Deepening |
| Autore | Sahay Ratna |
| Pubbl/distr/stampa | INTERNATIONAL MONETARY FUND |
| Descrizione fisica | 1 online resource (35 p.) |
| Soggetto topico |
Financial crises
Economic stabilization |
| ISBN |
9781498366861
1498366864 9781475571004 1475571003 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Reconsiderando la profundizacion financiera |
| Record Nr. | UNINA-9910155011603321 |
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Sahay Ratna
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| INTERNATIONAL MONETARY FUND | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Who Disciplines Bank Managers? / / Andrea Maechler, Klaus Schaeck, Martin Cihak, Stéphanie Marie Stolz
| Who Disciplines Bank Managers? / / Andrea Maechler, Klaus Schaeck, Martin Cihak, Stéphanie Marie Stolz |
| Autore | Maechler Andrea |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (76 p.) |
| Altri autori (Persone) |
SchaeckKlaus
CihakMartin StolzStéphanie Marie |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking
Corporate governance Banks and Banking Corporate Finance Econometrics Finance: General Financial Risk Management Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: Government Policy and Regulation Discrete Regression and Qualitative Choice Models Discrete Regressors Proportions Financial Institutions and Services: Government Policy and Regulation Corporate Finance and Governance: General Banking Finance Econometrics & economic statistics Economic & financial crises & disasters Corporate finance Bank soundness Logit models Deposit insurance Econometric models Crisis management Corporations--Finance |
| ISBN |
1-4623-1136-9
1-4527-8335-7 1-4518-7417-0 1-282-84459-8 9786612844591 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Related Literature and Hypothesis; III. Methodology and Data; A. Methodology; B. Variable Selection; C. Dataset; 1. Histogram of Total Assets; 1. Descriptive Statistics, Differences of Means and Medians, and Correlations; IV. Bank Performance Prior to Executive Turnover; 2. Percentage Changes in Bank Performance Prior to Executive Turnover; V. Multivariate Analysis; 3. Conditional Logit Models for Different Sources of Discipine; 4. Key Variables of Interest by Percentile of Z-Score
5. Changes in Bank Performance After Executive Turnovers (Treatment Group)6. Changes in Bank Performance After Executive Turnovers (Treatment and Control Group); 7. Changes in Bank Performance After Executive Turnovers (Matching on Propensity Scores, Treatment, and Control Group; VI. Conclusions; I. Measuring Bank Soundness Using the Z-Score; II. Overview of Data and Sources; III. Turnovers in Small and Medium Sized U.S. Banks 1990-2007; IV. Robustness Checks; References; Footnotes |
| Record Nr. | UNINA-9910788221903321 |
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Maechler Andrea
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Who Disciplines Bank Managers? / / Andrea Maechler, Klaus Schaeck, Martin Cihak, Stéphanie Marie Stolz
| Who Disciplines Bank Managers? / / Andrea Maechler, Klaus Schaeck, Martin Cihak, Stéphanie Marie Stolz |
| Autore | Maechler Andrea |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (76 p.) |
| Disciplina | 338.23178 |
| Altri autori (Persone) |
CihakMartin
SchaeckKlaus StolzStéphanie Marie |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking
Corporate governance Bank soundness Banking Banks and Banking Banks Corporate Finance and Governance: General Corporate Finance Corporate finance Corporations--Finance Crisis management Deposit insurance Depository Institutions Discrete Regression and Qualitative Choice Models Discrete Regressors Econometric models Econometrics & economic statistics Econometrics Economic & financial crises & disasters Finance Finance: General Financial Institutions and Services: Government Policy and Regulation Financial Risk Management General Financial Markets: Government Policy and Regulation Logit models Micro Finance Institutions Mortgages Proportions |
| ISBN |
9786612844591
9781462311361 1462311369 9781452783352 1452783357 9781451874174 1451874170 9781282844599 1282844598 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Related Literature and Hypothesis; III. Methodology and Data; A. Methodology; B. Variable Selection; C. Dataset; 1. Histogram of Total Assets; 1. Descriptive Statistics, Differences of Means and Medians, and Correlations; IV. Bank Performance Prior to Executive Turnover; 2. Percentage Changes in Bank Performance Prior to Executive Turnover; V. Multivariate Analysis; 3. Conditional Logit Models for Different Sources of Discipine; 4. Key Variables of Interest by Percentile of Z-Score
5. Changes in Bank Performance After Executive Turnovers (Treatment Group)6. Changes in Bank Performance After Executive Turnovers (Treatment and Control Group); 7. Changes in Bank Performance After Executive Turnovers (Matching on Propensity Scores, Treatment, and Control Group; VI. Conclusions; I. Measuring Bank Soundness Using the Z-Score; II. Overview of Data and Sources; III. Turnovers in Small and Medium Sized U.S. Banks 1990-2007; IV. Robustness Checks; References; Footnotes |
| Record Nr. | UNINA-9910962131103321 |
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Maechler Andrea
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||