Bank losses, monetary policy and financial stability : evidence on the interplay from panel data / / Erlend Nier and Lea Zicchino ; authorized for distribution by Karl Habermeier |
Autore | Nier Erlend |
Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (32 p.) |
Disciplina | 332.1 |
Altri autori (Persone) |
ZicchinoLea
HabermeierKarl Friedrich |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Bank failures - Econometric models
Monetary policy - Econometric models Economic stabilization - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-0231-9
1-4527-6723-8 9786612841835 1-4518-7090-6 1-282-84183-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Theory and Hypothesis Development; III. Empirical Method and Data; Tables; 1. Summary Statistics; 2. Average of Provision Ratio; IV. Benchmark Results; 3. Benchmark Equation-Determinants of Loan Growth; V. The Effect of Monetary Policy; 4. The Effect of Losses and Monetary Policy-Interactions; 5. The Effect of Capital and Monetary Policy-Interactions; 6. The Effect of Losses, Capital, and Monetary Policy-Interactions; VI. Financial Conditions: Crisis Versus Noncrisis Countries; 7. Determinants of Loan Growth: Crisis Versus Non-crisis Countries
8. Monetary Policy and Banking Crises VII. Robustness Checks; A. Bank-fixed Effects; 9. Monetary Policy and Banking Crises-Interactions; 10. The Effect of Losses and Monetary Policy-Fixed Effects; B. Endogeneity of Bank-specific Characteristics; VIII. Conclusions; 11. The Effect of Losses and Monetary Policy-Robustness to Endogeneity (Fixed Effects Estimate); 12. Description of Variables and Data Sources; 13. Summary Statistics: Monetary Policy and Banking Crisis Countries; 14. Summary Statistics: Monetary Policy and Banking Crisis Episodes; Appendix; References |
Record Nr. | UNINA-9910463631403321 |
Nier Erlend | ||
[Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Building monetary and financial systems [[electronic resource] ] : case studies in technical assistance / / editors, Charles Enoch, Karl Habermeier, and Marta Castello-Branco |
Pubbl/distr/stampa | Washington, DC, : International Monetary Fund, c2007 |
Descrizione fisica | 1 online resource (358 p.) |
Disciplina | 332.109172/4 |
Altri autori (Persone) |
EnochCharles
HabermeierKarl Friedrich Castello BrancoMarta de |
Soggetto topico |
Financial institutions - Developing countries
Monetary policy - Developing countries Technical assistance - Developing countries |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-7346-1
1-4527-6449-2 1-283-53706-0 9786613849519 1-4519-7992-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; Preface; Introduction; I. Starting to Build Institutions; 1. Building the National Bank of Rwanda's Monetary and Supervisory Functions; Figures; 1.1. Rwanda: The BNR's Interest Rate Corridor; 2. Modernizing the Central Bank of Congo; Tables; 2.1. Congo (Dem. Rep.): Economic and Financial Indicators: 1998-2005; 3. The Kyrgyz Republic: Challenges of Financial Sector Reforms; 3.1. Kyrgyz Republic: IMF Technical Assistance Delivery by Topic, 1992-2006; 3.2. Kyrgyz Republic: IMF Technical Assistance Topics, 1992-2006; Boxes
3.1. Kyrgyz Republic: Guiding Principles for Banking Resolution...444. Mongolia: Toward Risk-Based Bank Supervision in a Transition Economy; 5. Reconstructing Central Banking in War-Torn Liberia; 6. Kosovo: Establishing Institutions from Scratch; 6.1. Total Assets, Loans, and Deposits of Commercial Banks; 7. Banking Supervision in an Ongoing Conflict: The Case of Iraq; II. Implementing Monetary and Financial Policies; 8. Surveillance and Technical Assistance Working Together: Modernizing Monetary and Financial Policies in Guatemala; 8.1. Guatemala: Legal Central Bank Independence 8.2. Integration of Short-Term and Structural Forecasting Models9. Achieving Exchange Rate Flexibility: The Challenges of Egypt's Ongoing Experience; 9.1. Egypt: Official and Parallel Market Prices; 9.2. Monthly Average Turnover of the Interbank Foreign Exchange Market in Egypt, September 2004-March 2006; 9.3. Egypt: Pounds per US1, November 2004-May 2006; 10. From Fixed to Float in Bangladesh; 10.1. Bangladesh: Foreign Exchange Arrangements and Market Characteristics Prior to the Float; 10.2. Operational Requirements for a Market-Determined Foreign Exchange Regime 10.3. Establishing an Effective Interface with Markets: Modalities for Intervention10.1. Bangladesh: Selected Indicators; 11. Establishing and Managing a Petroleum Fund in Timor-Leste; 11.1. Timor-Leste Petroleum Fund: Chronology of Developments; 12. Enhancing Financial Stability Through Consolidated Supervision: The Case of the Philippines; 13. Albania: Stress Testing for Banking Supervisors; 13.1. Stress Test Exercises-General; 13.2. Stress Testing and Basel II; 13.1. Origins of Shocks to the Banking System; 13.1. Banks' Exposure to Different Risks 13.2. Exchange Regimes for Central and Eastern European Countries, 1999-200313.3. Share of Foreign Exchange Loans and Deposits, End- 2003; 13.3. Stress Testing at the Bank of Albania-Market Risk; 13.4. Credit Risk Stress Testing-An Example from the Bank of England; 14. Resolving the Banking Crisis in Uruguay; 14.1. Uruguay: Banking Soundness Indicators, 2001; 14.1. Reserve Coverage; 14.2. Uruguay: Total Government Assistance to Banks as of August 2002; 15. Preparing Financial Systems for a Human Influenza Pandemic; 16. Supervising Nonbank Financial Institutions 16.1. Overview of IMF Technical Assistance Involvement in NBFI Supervision |
Record Nr. | UNINA-9910456342103321 |
Washington, DC, : International Monetary Fund, c2007 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Building monetary and financial systems : case studies in technical assistance / / editors, Charles Enoch, Karl Habermeier, and Marta Castello-Branco |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, DC, : International Monetary Fund, c2007 |
Descrizione fisica | 1 online resource (358 p.) |
Disciplina | 332.109172/4 |
Altri autori (Persone) |
EnochCharles
HabermeierKarl Friedrich Castello BrancoMarta de |
Soggetto topico |
Financial institutions - Developing countries
Monetary policy - Developing countries Technical assistance - Developing countries |
ISBN |
1-4623-7346-1
1-4527-6449-2 1-283-53706-0 9786613849519 1-4519-7992-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; Preface; Introduction; I. Starting to Build Institutions; 1. Building the National Bank of Rwanda's Monetary and Supervisory Functions; Figures; 1.1. Rwanda: The BNR's Interest Rate Corridor; 2. Modernizing the Central Bank of Congo; Tables; 2.1. Congo (Dem. Rep.): Economic and Financial Indicators: 1998-2005; 3. The Kyrgyz Republic: Challenges of Financial Sector Reforms; 3.1. Kyrgyz Republic: IMF Technical Assistance Delivery by Topic, 1992-2006; 3.2. Kyrgyz Republic: IMF Technical Assistance Topics, 1992-2006; Boxes
3.1. Kyrgyz Republic: Guiding Principles for Banking Resolution...444. Mongolia: Toward Risk-Based Bank Supervision in a Transition Economy; 5. Reconstructing Central Banking in War-Torn Liberia; 6. Kosovo: Establishing Institutions from Scratch; 6.1. Total Assets, Loans, and Deposits of Commercial Banks; 7. Banking Supervision in an Ongoing Conflict: The Case of Iraq; II. Implementing Monetary and Financial Policies; 8. Surveillance and Technical Assistance Working Together: Modernizing Monetary and Financial Policies in Guatemala; 8.1. Guatemala: Legal Central Bank Independence 8.2. Integration of Short-Term and Structural Forecasting Models9. Achieving Exchange Rate Flexibility: The Challenges of Egypt's Ongoing Experience; 9.1. Egypt: Official and Parallel Market Prices; 9.2. Monthly Average Turnover of the Interbank Foreign Exchange Market in Egypt, September 2004-March 2006; 9.3. Egypt: Pounds per US1, November 2004-May 2006; 10. From Fixed to Float in Bangladesh; 10.1. Bangladesh: Foreign Exchange Arrangements and Market Characteristics Prior to the Float; 10.2. Operational Requirements for a Market-Determined Foreign Exchange Regime 10.3. Establishing an Effective Interface with Markets: Modalities for Intervention10.1. Bangladesh: Selected Indicators; 11. Establishing and Managing a Petroleum Fund in Timor-Leste; 11.1. Timor-Leste Petroleum Fund: Chronology of Developments; 12. Enhancing Financial Stability Through Consolidated Supervision: The Case of the Philippines; 13. Albania: Stress Testing for Banking Supervisors; 13.1. Stress Test Exercises-General; 13.2. Stress Testing and Basel II; 13.1. Origins of Shocks to the Banking System; 13.1. Banks' Exposure to Different Risks 13.2. Exchange Regimes for Central and Eastern European Countries, 1999-200313.3. Share of Foreign Exchange Loans and Deposits, End- 2003; 13.3. Stress Testing at the Bank of Albania-Market Risk; 13.4. Credit Risk Stress Testing-An Example from the Bank of England; 14. Resolving the Banking Crisis in Uruguay; 14.1. Uruguay: Banking Soundness Indicators, 2001; 14.1. Reserve Coverage; 14.2. Uruguay: Total Government Assistance to Banks as of August 2002; 15. Preparing Financial Systems for a Human Influenza Pandemic; 16. Supervising Nonbank Financial Institutions 16.1. Overview of IMF Technical Assistance Involvement in NBFI Supervision |
Record Nr. | UNINA-9910815075103321 |
Washington, DC, : International Monetary Fund, c2007 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|