Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Banking Crises and Crisis Dating : : Theory and Evidence / / Elena Loukoianova, Gianni De Nicolo, John Boyd
| Banking Crises and Crisis Dating : : Theory and Evidence / / Elena Loukoianova, Gianni De Nicolo, John Boyd |
| Autore | Loukoianova Elena |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (52 p.) |
| Altri autori (Persone) |
De NicoloGianni
BoydJohn |
| Collana | IMF Working Papers |
| Soggetto topico |
Bank failures - Econometric models
Banks and banking - Econometric models Economic indicators Banks and Banking Financial Risk Management Macroeconomics Money and Monetary Policy Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financial Crises Foreign Exchange Banking Economic & financial crises & disasters Monetary economics Deposit insurance Bank credit Banking crises Currency crises Banks and banking Crisis management Credit Financial crises |
| 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-9910788332503321 |
Loukoianova Elena
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Banking Crises and Crisis Dating : : Theory and Evidence / / Elena Loukoianova, Gianni De Nicolo, John Boyd
| Banking Crises and Crisis Dating : : Theory and Evidence / / Elena Loukoianova, Gianni De Nicolo, John Boyd |
| Autore | Loukoianova Elena |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (52 p.) |
| Disciplina | 332 |
| Altri autori (Persone) |
BoydJohn
De NicoloGianni |
| Collana | IMF Working Papers |
| Soggetto topico |
Bank failures - Econometric models
Banks and banking - Econometric models Economic indicators Bank credit Banking crises Banking Banks and Banking Banks and banking Banks Credit Crisis management Currency crises Deposit insurance Depository Institutions Economic & financial crises & disasters Financial Crises Financial crises Financial Institutions and Services: Government Policy and Regulation Financial Risk Management Foreign Exchange Macroeconomics Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Mortgages |
| ISBN |
9786612843556
9781462390076 1462390072 9781452722825 145272282X 9781451872880 1451872887 9781282843554 1282843559 |
| 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-9910970776403321 |
|
Loukoianova Elena
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Pricing and hedging of contingent credit lines [[electronic resource] /] / prepared by Elena Loukoianova, Salih N. Neftci, and Sunil Sharma
| Pricing and hedging of contingent credit lines [[electronic resource] /] / prepared by Elena Loukoianova, Salih N. Neftci, and Sunil Sharma |
| Autore | Loukoianova Elena |
| Pubbl/distr/stampa | [Washington, DC], : International Monetary Fund, IMF Institute, 2006 |
| Descrizione fisica | 1 online resource (26 p.) |
| Altri autori (Persone) |
NeftciSalih N
SharmaSunil <1958-> |
| Collana | IMF working paper |
| Soggetto topico |
Contingencies in finance
Hedging (Finance) Lines of credit - Prices |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-2762-1
1-4527-0777-4 1-283-51191-6 9786613824363 1-4519-0809-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. Introduction""; ""II. Market Practice""; ""III. Modeling a CCL""; ""IV. Replicating Portfolio""; ""V. Pricing""; ""A. Method 1""; ""B. Method 2""; ""VI. Hedging Issues""; ""VII. Concluding Remarks""; ""References"" |
| Record Nr. | UNINA-9910464560903321 |
|
Loukoianova Elena
|
||
| [Washington, DC], : International Monetary Fund, IMF Institute, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Pricing and Hedging of Contingent Credit Lines / / Elena Loukoianova, Salih Neftci, Sunil Sharma
| Pricing and Hedging of Contingent Credit Lines / / Elena Loukoianova, Salih Neftci, Sunil Sharma |
| Autore | Loukoianova Elena |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (26 p.) |
| Altri autori (Persone) |
NeftciSalih
SharmaSunil |
| Collana | IMF Working Papers |
| Soggetto topico |
Contingencies in finance
Hedging (Finance) Lines of credit - Prices Banks and Banking Investments: Options Money and Monetary Policy Industries: Financial Services Contingent Pricing Futures Pricing option pricing Banks Depository Institutions Micro Finance Institutions Mortgages Simulation Methods Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Finance Monetary economics Banking Financial services law & regulation Lines of credit Loans Options Credit Financial institutions Money Credit risk Financial regulation and supervision Derivative securities Banks and banking Financial risk management |
| ISBN |
1-4623-2762-1
1-4527-0777-4 1-283-51191-6 9786613824363 1-4519-0809-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. Introduction""; ""II. Market Practice""; ""III. Modeling a CCL""; ""IV. Replicating Portfolio""; ""V. Pricing""; ""A. Method 1""; ""B. Method 2""; ""VI. Hedging Issues""; ""VII. Concluding Remarks""; ""References"" |
| Record Nr. | UNINA-9910788415603321 |
|
Loukoianova Elena
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Pricing and Hedging of Contingent Credit Lines / / Elena Loukoianova, Salih Neftci, Sunil Sharma
| Pricing and Hedging of Contingent Credit Lines / / Elena Loukoianova, Salih Neftci, Sunil Sharma |
| Autore | Loukoianova Elena |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (26 p.) |
| Altri autori (Persone) |
NeftciSalih
SharmaSunil |
| Collana | IMF Working Papers |
| Soggetto topico |
Contingencies in finance
Hedging (Finance) Lines of credit - Prices Banking Banks and Banking Banks and banking Banks Capital and Ownership Structure Contingent Pricing Credit risk Credit Depository Institutions Derivative securities Finance Financial institutions Financial Instruments Financial regulation and supervision Financial Risk and Risk Management Financial risk management Financial services law & regulation Financing Policy Futures Pricing Goodwill Industries: Financial Services Institutional Investors Investments: Options Lines of credit Loans Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Money Mortgages Non-bank Financial Institutions Option pricing Options Pension Funds Simulation Methods Value of Firms |
| ISBN |
9786613824363
9781462327621 1462327621 9781452707778 1452707774 9781283511919 1283511916 9781451908091 1451908091 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. Introduction""; ""II. Market Practice""; ""III. Modeling a CCL""; ""IV. Replicating Portfolio""; ""V. Pricing""; ""A. Method 1""; ""B. Method 2""; ""VI. Hedging Issues""; ""VII. Concluding Remarks""; ""References"" |
| Record Nr. | UNINA-9910956120103321 |
|
Loukoianova Elena
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||