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Banking crises and crisis dating [[electronic resource] ] : theory and evidence / / John H. Boyd, Gianni De Nicoló and Elena Loukoianova
| Banking crises and crisis dating [[electronic resource] ] : theory and evidence / / John H. Boyd, Gianni De Nicoló and Elena Loukoianova |
| Autore | Boyd John H |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 |
| Descrizione fisica | 1 online resource (52 p.) |
| Altri autori (Persone) |
De NicolóGianni
LoukoianovaElena |
| Collana | IMF working paper |
| Soggetto topico |
Bank failures - Econometric models
Banks and banking - Econometric models Economic indicators |
| Soggetto genere / forma | Electronic books. |
| 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-9910463989903321 |
Boyd John H
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| [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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A New Heuristic Measure of Fragility and Tail Risks : : Application to Stress Testing / / Christian Schmieder, Tidiane Kinda, Nassim Taleb, Elena Loukoianova, Elie Canetti
| A New Heuristic Measure of Fragility and Tail Risks : : Application to Stress Testing / / Christian Schmieder, Tidiane Kinda, Nassim Taleb, Elena Loukoianova, Elie Canetti |
| Autore | Schmieder Christian |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (25 p.) |
| Altri autori (Persone) |
KindaTidiane
TalebNassim LoukoianovaElena CanettiElie |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Heuristic
Financial crises Banks and Banking Finance: General Macroeconomics Money and Monetary Policy Public Finance General Financial Markets: General (includes Measurement and Data) Financial Institutions and Services: General Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Personal Income, Wealth, and Their Distributions Debt Debt Management Sovereign Debt Monetary Policy, Central Banking, and the Supply of Money and Credit: General Finance Banking Public finance & taxation Monetary economics Stress testing Personal income Public debt Credit Financial sector policy and analysis National accounts Money Solvency stress testing Financial risk management Banks and banking Income Debts, Public |
| ISBN |
1-4755-7073-2
1-4755-1497-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Review of Concepts to Assess Fragility; A. The Current State of Stress Testing; B. A Simple Heuristic to Detect Fragility; Figures; 1. Why the Concave is Hurt by Tail Events; C. How Can the Simple Heuristic Enhance Stress Tests?; III. The Heuristic Applied to the Outcome of Stress Tests; A. Purpose for the Use of the Heuristic; 2. Illustration of the Use of the Heuristic; 3. Fragile and Antifragile Outcomes of Stress Tests; B. Case Study I: The Simple Heuristic Applied to Bank Stress Tests; Tables
1. The Heuristic Applied to the Outcome of Macroeconomic Stress Tests for the Largest U.S. BanksC. Case Study II: The Simple Heuristic Applied to Public Debt; 2. Overall Fragility of Banks; 3. Change in Net Debt Under Various Scenarios; IV. How to Apply the Simple Heuristic in IMF Stress Tests; 4. Illustration of Debt Dynamics Under Various Scenarios; 5. The Simple Heuristic as an Integral Part of Stress Test Frameworks; V. Conclusion; Appendices; I. Details on Macroeconomic Bank Stress Test; II. Details on Public Debt Stress Test; References |
| Record Nr. | UNINA-9910786486003321 |
|
Schmieder Christian
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A New Heuristic Measure of Fragility and Tail Risks : : Application to Stress Testing / / Christian Schmieder, Tidiane Kinda, Nassim Taleb, Elena Loukoianova, Elie Canetti
| A New Heuristic Measure of Fragility and Tail Risks : : Application to Stress Testing / / Christian Schmieder, Tidiane Kinda, Nassim Taleb, Elena Loukoianova, Elie Canetti |
| Autore | Schmieder Christian |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (25 p.) |
| Disciplina | 332.1 |
| Altri autori (Persone) |
CanettiElie
KindaTidiane LoukoianovaElena TalebNassim |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Heuristic
Financial crises Banking Banks and Banking Banks and banking Banks Credit Debt Management Debt Debts, Public Depository Institutions Finance Finance: General Financial Institutions and Services: General Financial Institutions and Services: Government Policy and Regulation Financial risk management Financial sector policy and analysis General Financial Markets: General (includes Measurement and Data) Income Macroeconomics Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Money Mortgages National accounts Personal income Personal Income, Wealth, and Their Distributions Public debt Public finance & taxation Public Finance Solvency stress testing Sovereign Debt Stress testing |
| ISBN |
9781475570731
1475570732 9781475514971 1475514972 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Review of Concepts to Assess Fragility; A. The Current State of Stress Testing; B. A Simple Heuristic to Detect Fragility; Figures; 1. Why the Concave is Hurt by Tail Events; C. How Can the Simple Heuristic Enhance Stress Tests?; III. The Heuristic Applied to the Outcome of Stress Tests; A. Purpose for the Use of the Heuristic; 2. Illustration of the Use of the Heuristic; 3. Fragile and Antifragile Outcomes of Stress Tests; B. Case Study I: The Simple Heuristic Applied to Bank Stress Tests; Tables
1. The Heuristic Applied to the Outcome of Macroeconomic Stress Tests for the Largest U.S. BanksC. Case Study II: The Simple Heuristic Applied to Public Debt; 2. Overall Fragility of Banks; 3. Change in Net Debt Under Various Scenarios; IV. How to Apply the Simple Heuristic in IMF Stress Tests; 4. Illustration of Debt Dynamics Under Various Scenarios; 5. The Simple Heuristic as an Integral Part of Stress Test Frameworks; V. Conclusion; Appendices; I. Details on Macroeconomic Bank Stress Test; II. Details on Public Debt Stress Test; References |
| Record Nr. | UNINA-9910961754603321 |
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Schmieder Christian
|
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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