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Banking Stability Measures / / C. Goodhart, Miguel Segoviano
| Banking Stability Measures / / C. Goodhart, Miguel Segoviano |
| Autore | Goodhart C |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (56 p.) |
| Altri autori (Persone) | SegovianoMiguel |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic stabilization
Banks and banking Banks and Banking Finance: General Macroeconomics Money and Monetary Policy Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy, Central Banking, and the Supply of Money and Credit: General Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) General Financial Markets: Government Policy and Regulation Banking Monetary economics Economic growth Finance Commercial banks Credit default swap Business cycles Systemic risk Credit Financial risk management |
| ISBN |
1-4623-4165-9
1-4527-2788-0 1-282-84227-7 9786612842276 1-4518-7151-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Distress Dependence among Banks and Stability of the Banking System; Figures; 1. The Probability of Distress; III. Banking System Multivariate Density; A. The CIMDO Approach: Modeling the Banking System Multivariate Density; 2. The Banking System's Multivariate Density; B. The CIMDO-copula: Distress Dependence among Banks in the System; Box; 1. Drawbacks to the Characterization of Distress Dependence of Financial Returns with Correlations; IV. Banking Stability Measures; A. Common Distress in the Banks of the System; B. Distress Between Specific Banks
C. Distress in the System Associated with a Specific BankTables; 1. Distress Dependence Matrix; V. Banking Stability Measures: Empirical Results; 3. Probability That At Least One Bank Becomes Distressed; A. Estimation of Probabilities of Distress of Individual Banks; B. Examination of Relative Changes of Stability over Time; 4. Joint Probability of Distress; 5. Banking Stability Index; 6. Daily Percentage Increase: Joint and Average Probability of Distress; 7. PAO: Lehman; C. Analysis of Cross-Region Effects Between Different Banking Groups D. Analysis of Foreign Banks' Risks to Sovereigns with Banking Systems with Cross-Border Institutions2. Distress Dependence Matrix: American and European Banks; 8. Foreign-Bank and Sovereign Risks; 3. Distress Dependence Matrix: Latin America. Sovereigns and Banks; 4. Distress Dependence Matrix: Eastern Europe. Sovereigns and Banks; 5. Distress Dependence Matrix: Asia. Sovereigns and Banks; VI. Conclusions; Appendixes; I. Copula Functions; II. CIMDO-copula; III. CIMDO-density and CIMDO-copula Evaluation Framework; IV. Estimation of Probabilities of Distress of Individual Banks; References |
| Record Nr. | UNINA-9910788349903321 |
Goodhart C
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Banking Stability Measures / / C. Goodhart, Miguel Segoviano
| Banking Stability Measures / / C. Goodhart, Miguel Segoviano |
| Autore | Goodhart C |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (56 p.) |
| Disciplina | 332.75 |
| Altri autori (Persone) | SegovianoMiguel |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic stabilization
Banks and banking Banking Banks and Banking Banks Business cycles Commercial banks Credit default swap Credit Depository Institutions Economic growth Finance Finance: General Financial risk management General Financial Markets: Government Policy and Regulation Macroeconomics Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Mortgages Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Systemic risk |
| ISBN |
9786612842276
9781462341658 1462341659 9781452727882 1452727880 9781282842274 1282842277 9781451871517 1451871511 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Distress Dependence among Banks and Stability of the Banking System; Figures; 1. The Probability of Distress; III. Banking System Multivariate Density; A. The CIMDO Approach: Modeling the Banking System Multivariate Density; 2. The Banking System's Multivariate Density; B. The CIMDO-copula: Distress Dependence among Banks in the System; Box; 1. Drawbacks to the Characterization of Distress Dependence of Financial Returns with Correlations; IV. Banking Stability Measures; A. Common Distress in the Banks of the System; B. Distress Between Specific Banks
C. Distress in the System Associated with a Specific BankTables; 1. Distress Dependence Matrix; V. Banking Stability Measures: Empirical Results; 3. Probability That At Least One Bank Becomes Distressed; A. Estimation of Probabilities of Distress of Individual Banks; B. Examination of Relative Changes of Stability over Time; 4. Joint Probability of Distress; 5. Banking Stability Index; 6. Daily Percentage Increase: Joint and Average Probability of Distress; 7. PAO: Lehman; C. Analysis of Cross-Region Effects Between Different Banking Groups D. Analysis of Foreign Banks' Risks to Sovereigns with Banking Systems with Cross-Border Institutions2. Distress Dependence Matrix: American and European Banks; 8. Foreign-Bank and Sovereign Risks; 3. Distress Dependence Matrix: Latin America. Sovereigns and Banks; 4. Distress Dependence Matrix: Eastern Europe. Sovereigns and Banks; 5. Distress Dependence Matrix: Asia. Sovereigns and Banks; VI. Conclusions; Appendixes; I. Copula Functions; II. CIMDO-copula; III. CIMDO-density and CIMDO-copula Evaluation Framework; IV. Estimation of Probabilities of Distress of Individual Banks; References |
| Record Nr. | UNINA-9910970193203321 |
|
Goodhart C
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Default, Credit Growth, and Asset Prices / / C. Goodhart, Miguel Segoviano, Boris Hofmann
| Default, Credit Growth, and Asset Prices / / C. Goodhart, Miguel Segoviano, Boris Hofmann |
| Autore | Goodhart C |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (44 p.) |
| Altri autori (Persone) |
SegovianoMiguel
HofmannBoris |
| Collana | IMF Working Papers |
| Soggetto topico |
Asset allocation - Econometric models
Credit - Econometric models Banks and Banking Macroeconomics Money and Monetary Policy Real Estate Statistics Semiparametric and Nonparametric Methods Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Econometric Modeling: General Optimization Techniques Programming Models Dynamic Analysis Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Data Access Business Fluctuations Cycles Prices, Business Fluctuations, and Cycles: Forecasting and Simulation Financial Markets and the Macroeconomy Money Supply Credit Money Multipliers Monetary Policy, Central Banking, and the Supply of Money and Credit: General Price Level Inflation Deflation Nonagricultural and Nonresidential Real Estate Markets Banks Depository Institutions Micro Finance Institutions Mortgages Data Collection and Data Estimation Methodology Computer Programs: Other Monetary economics Property & real estate Banking Econometrics & economic statistics Asset prices Bank credit Land prices Prices Money Financial statistics Economic and financial statistics Housing Banks and banking Finance |
| ISBN |
1-4623-7401-8
1-4527-4912-4 1-283-51287-4 1-4519-0936-5 9786613825322 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BANK CREDIT AND PROPERTY PRICES""; ""III. DEFAULT, CREDIT GROWTH, AND ASSET PRICES""; ""IV. RESULTS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""References"" |
| Record Nr. | UNINA-9910788407903321 |
|
Goodhart C
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Default, Credit Growth, and Asset Prices / / C. Goodhart, Miguel Segoviano, Boris Hofmann
| Default, Credit Growth, and Asset Prices / / C. Goodhart, Miguel Segoviano, Boris Hofmann |
| Autore | Goodhart C |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (44 p.) |
| Altri autori (Persone) |
HofmannBoris
SegovianoMiguel |
| Collana | IMF Working Papers |
| Soggetto topico |
Asset allocation - Econometric models
Credit - Econometric models Asset prices Bank credit Banking Banks and Banking Banks and banking Banks Business Fluctuations Computer Programs: Other Credit Cycles Data Access Data Collection and Data Estimation Methodology Deflation Depository Institutions Diffusion Processes Dynamic Analysis Dynamic Quantile Regressions Dynamic Treatment Effect Models Econometric Modeling: General Econometrics & economic statistics Economic and financial statistics Finance Financial Markets and the Macroeconomy Financial statistics Housing Inflation Land prices Macroeconomics Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Money Multipliers Money Supply Money Mortgages Nonagricultural and Nonresidential Real Estate Markets Optimization Techniques Price Level Prices Prices, Business Fluctuations, and Cycles: Forecasting and Simulation Programming Models Property & real estate Real Estate Semiparametric and Nonparametric Methods Statistics Time-Series Models |
| ISBN |
9786613825322
9781462374014 1462374018 9781452749129 1452749124 9781283512879 1283512874 9781451909364 1451909365 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BANK CREDIT AND PROPERTY PRICES""; ""III. DEFAULT, CREDIT GROWTH, AND ASSET PRICES""; ""IV. RESULTS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""References"" |
| Record Nr. | UNINA-9910967316103321 |
|
Goodhart C
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||