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The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions / / Li Ong, Jorge Chan-Lau
| The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions / / Li Ong, Jorge Chan-Lau |
| Autore | Ong Li |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (27 p.) |
| Altri autori (Persone) | Chan-LauJorge |
| Collana | IMF Working Papers |
| Soggetto topico |
Credit derivatives - Great Britain
Derivative securities - Great Britain Banks and Banking Investments: Derivatives Money and Monetary Policy Industries: Financial Services Monetary Policy, Central Banking, and the Supply of Money and Credit: General Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Banks Depository Institutions Micro Finance Institutions Mortgages Monetary economics Finance Financial services law & regulation Banking Credit Credit risk Insurance companies CDOs Financial risk management Banks and banking Derivative securities |
| ISBN |
1-4623-3971-9
1-4527-3299-X 1-283-51751-5 9786613829962 1-4519-0918-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. CREDIT RISK TRANSFER INSTRUMENTS: STRUCTURED CREDIT PRODUCTS AND CREDIT DERIVATIVES""; ""III. INTERLINKAGES ACROSS FINANCIAL INSTITUTIONS""; ""IV. EXPOSURE OF U. K. FINANCIAL INSTITUTIONS TO CREDIT DERIVATIVES""; ""V. REGULATORY AND SUPERVISORY INITIATIVES""; ""VI. CONCLUSION""; ""HOW COLLATERALIZED DEBT OBLIGATIONS (CDOS) WORK""; ""KEY RISK FACTORS IN CREDIT RISK TRANSFER (CRT) MARKETS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788403703321 |
Ong Li
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions / / Li Ong, Jorge Chan-Lau
| The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions / / Li Ong, Jorge Chan-Lau |
| Autore | Ong Li |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (27 p.) |
| Altri autori (Persone) | Chan-LauJorge |
| Collana | IMF Working Papers |
| Soggetto topico |
Credit derivatives - Great Britain
Derivative securities - Great Britain Banks and Banking Investments: Derivatives Money and Monetary Policy Industries: Financial Services Monetary Policy, Central Banking, and the Supply of Money and Credit: General Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Banks Depository Institutions Micro Finance Institutions Mortgages Monetary economics Finance Financial services law & regulation Banking Credit Credit risk Insurance companies CDOs Financial risk management Banks and banking Derivative securities |
| ISBN |
1-4623-3971-9
1-4527-3299-X 1-283-51751-5 9786613829962 1-4519-0918-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. CREDIT RISK TRANSFER INSTRUMENTS: STRUCTURED CREDIT PRODUCTS AND CREDIT DERIVATIVES""; ""III. INTERLINKAGES ACROSS FINANCIAL INSTITUTIONS""; ""IV. EXPOSURE OF U. K. FINANCIAL INSTITUTIONS TO CREDIT DERIVATIVES""; ""V. REGULATORY AND SUPERVISORY INITIATIVES""; ""VI. CONCLUSION""; ""HOW COLLATERALIZED DEBT OBLIGATIONS (CDOS) WORK""; ""KEY RISK FACTORS IN CREDIT RISK TRANSFER (CRT) MARKETS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910815302303321 |
|
Ong Li
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Foreign Banks in the CESE Countries : : In for a Penny, in for a Pound? / / Li Ong, Andrea Maechler
| Foreign Banks in the CESE Countries : : In for a Penny, in for a Pound? / / Li Ong, Andrea Maechler |
| Autore | Ong Li |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (64 p.) |
| Altri autori (Persone) | MaechlerAndrea |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking, Foreign
Banks and banking - Europe Banks and Banking Money and Monetary Policy Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Banking Monetary economics Finance Foreign banks Foreign currency exposure Currencies Commercial banks Financial institutions Money Nonbank financial institutions Foreign exchange market Banks and banking Financial services industry |
| ISBN |
1-4623-0331-5
1-4527-2485-7 1-4518-7202-X 9786612842764 1-282-84276-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; Glossary; I. Introduction; II. The Data; A. Derivation of the Components of Bank Claims; Figures; 1. Components of Bank Claims on a Country; 2. Bank Claims Dataset Constructed From BIS and IFS Statistics; Boxes; 1. Deriving the Components of Bank Claims from BIS and IFS Data; B. Selection of Home and Host Countries; Tables; 1. CESE: Claims of Foreign Banks on Major Host Countries, as at End-2007; III. Stylized Facts: An Analysis of the Data; A. Local and Foreign Banks' Claims on All Sectors; 2. CESE: Claims of Foreign Banks of Major Home Countries, as at End-2007
3. CESE: Share of Total Foreign Bank Claims on Select Host Countries as at End- 20074. CESE: Share of Total Foreign Bank Claims of Home Countries, as at End-2007; 5. CESE-13: Changes in the Maturity Structure of Total Foreign Bank Claims on Select Host Countries, March 2005-December 2007; B. Local and Foreign Banks' Claims on the Private Sector; 6. CESE-13: Changes in the Sectoral Structure of Total Foreign Bank Claims on Select Host Countries, March 2005-December 2007; 3. CESE-13: Composition of Bank Claims on the Nonbank Private and Banking Sectors by Sub-Region IV. A Quantification of Home and Host "Exposures"A. Short-Term Exposures; 4. CESE-13: Composition of Short-Term Foreign Bank Claims on the Nonbank Private and Banking Sectors, by Sub-Region; 7. CESE-13: Quantification of Short-Term Foreign Bank Claims on the Nonbank Private and Banking Sectors, by Sub-Region, as at End-2007; B. Longer-Term Exposures; 8. CESE-13: Quantification of Longer-Term Foreign Bank Claims on the Nonbank Private and Banking Sectors, by Sub-Region, as at End-2007; V. Other Considerations; A. Possible Implications of Banks' Funding Sources B. Data Shortcomings and Areas for Improvement5. CESE New Member States: Loan-to-Deposit Ratio; 6. CESE New Member States: Total Assets of Foreign Bank Branches and Subsidiaries; 2. Discrepancies Among Sources of Banking Claims Data: The Estonia Example; 9. Bank Claims: Stocktake of Data Availability and Sources; VI. Concluding Remarks; Appendices; I. A Comparison of Data on Foreign Bank Claims; II. Derivation of the Aggregate Claims Components on Host Countries; A.1. Bank Claims: Summary of Data Series, Sources and Calculations; A.1. BIS Consolidated Banking Data A.1. CESE-13: Composition of Foreign Bank Claims on the Nonbank Private and Banking Sectors, by Host CountryIII. CESE-13: Composition of Bank Claims on the Private Sector, by Host Country; A.2. CESE-13: Composition of Short-Term Foreign Bank Claims on the Nonbank Private and Banking Sectors, by Host Country; IV. CESE-13: Composition of Short-Term Foreign Bank Claims on the Private Sector, by Host Country; A.2. CESE-13: A Quantification of Short-Term Foreign Bank Claims on the Nonbank Private Sector, by Home and Host Countries, as at End-2007 V. CESE-13: A Quantification of Foreign Bank Claims on the Private Sector, by Home and Host Countries |
| Record Nr. | UNINA-9910788339103321 |
|
Ong Li
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Foreign Banks in the CESE Countries : : In for a Penny, in for a Pound? / / Li Ong, Andrea Maechler
| Foreign Banks in the CESE Countries : : In for a Penny, in for a Pound? / / Li Ong, Andrea Maechler |
| Autore | Ong Li |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (64 p.) |
| Disciplina | 338.28394 |
| Altri autori (Persone) | MaechlerAndrea |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking, Foreign
Banks and banking - Europe Banks and Banking Money and Monetary Policy Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Banking Monetary economics Finance Foreign banks Foreign currency exposure Currencies Commercial banks Financial institutions Money Nonbank financial institutions Foreign exchange market Banks and banking Financial services industry |
| ISBN |
1-4623-0331-5
1-4527-2485-7 1-4518-7202-X 9786612842764 1-282-84276-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; Glossary; I. Introduction; II. The Data; A. Derivation of the Components of Bank Claims; Figures; 1. Components of Bank Claims on a Country; 2. Bank Claims Dataset Constructed From BIS and IFS Statistics; Boxes; 1. Deriving the Components of Bank Claims from BIS and IFS Data; B. Selection of Home and Host Countries; Tables; 1. CESE: Claims of Foreign Banks on Major Host Countries, as at End-2007; III. Stylized Facts: An Analysis of the Data; A. Local and Foreign Banks' Claims on All Sectors; 2. CESE: Claims of Foreign Banks of Major Home Countries, as at End-2007
3. CESE: Share of Total Foreign Bank Claims on Select Host Countries as at End- 20074. CESE: Share of Total Foreign Bank Claims of Home Countries, as at End-2007; 5. CESE-13: Changes in the Maturity Structure of Total Foreign Bank Claims on Select Host Countries, March 2005-December 2007; B. Local and Foreign Banks' Claims on the Private Sector; 6. CESE-13: Changes in the Sectoral Structure of Total Foreign Bank Claims on Select Host Countries, March 2005-December 2007; 3. CESE-13: Composition of Bank Claims on the Nonbank Private and Banking Sectors by Sub-Region IV. A Quantification of Home and Host "Exposures"A. Short-Term Exposures; 4. CESE-13: Composition of Short-Term Foreign Bank Claims on the Nonbank Private and Banking Sectors, by Sub-Region; 7. CESE-13: Quantification of Short-Term Foreign Bank Claims on the Nonbank Private and Banking Sectors, by Sub-Region, as at End-2007; B. Longer-Term Exposures; 8. CESE-13: Quantification of Longer-Term Foreign Bank Claims on the Nonbank Private and Banking Sectors, by Sub-Region, as at End-2007; V. Other Considerations; A. Possible Implications of Banks' Funding Sources B. Data Shortcomings and Areas for Improvement5. CESE New Member States: Loan-to-Deposit Ratio; 6. CESE New Member States: Total Assets of Foreign Bank Branches and Subsidiaries; 2. Discrepancies Among Sources of Banking Claims Data: The Estonia Example; 9. Bank Claims: Stocktake of Data Availability and Sources; VI. Concluding Remarks; Appendices; I. A Comparison of Data on Foreign Bank Claims; II. Derivation of the Aggregate Claims Components on Host Countries; A.1. Bank Claims: Summary of Data Series, Sources and Calculations; A.1. BIS Consolidated Banking Data A.1. CESE-13: Composition of Foreign Bank Claims on the Nonbank Private and Banking Sectors, by Host CountryIII. CESE-13: Composition of Bank Claims on the Private Sector, by Host Country; A.2. CESE-13: Composition of Short-Term Foreign Bank Claims on the Nonbank Private and Banking Sectors, by Host Country; IV. CESE-13: Composition of Short-Term Foreign Bank Claims on the Private Sector, by Host Country; A.2. CESE-13: A Quantification of Short-Term Foreign Bank Claims on the Nonbank Private Sector, by Home and Host Countries, as at End-2007 V. CESE-13: A Quantification of Foreign Bank Claims on the Private Sector, by Home and Host Countries |
| Record Nr. | UNINA-9910817533403321 |
|
Ong Li
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A Guide to IMF Stress Testing : : Methods and Models / / Li Ong
| A Guide to IMF Stress Testing : : Methods and Models / / Li Ong |
| Autore | Ong Li |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2014 |
| Descrizione fisica | 1 online resource (610 p.) |
| Disciplina | 332 |
| Soggetto topico |
Efficient market theory
Risk - Econometric models Risk assessment - Econometric models Accounting Banks and Banking Finance: General Money and Monetary Policy Industries: Financial Services Financial Risk Management 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 Monetary Policy, Central Banking, and the Supply of Money and Credit: General Public Administration Public Sector Accounting and Audits Banking Finance Financial services law & regulation Monetary economics Financial reporting, financial statements Stress testing Loans Credit risk Nonperforming loans Financial sector policy and analysis Financial institutions Financial regulation and supervision Commercial banks Banks and banking Financial risk management Credit Finance, Public |
| ISBN |
1-4983-8182-0
1-4755-5129-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Foreword; Acknowledgments; Abbreviations; Contributing Authors; 1. Stress Testing at the International Monetary Fund: Methods and Models; PART I: THE ACCOUNTING-BASED APPROACH; A. THE BALANCE SHEET-BASED APPROACH; 2. Introduction to the Balance Sheet-Based Approach to Stress Testing; 3. Stress Tester: A Toolkit for Bank-by-Bank Analysis with Accounting Data; 4. Into the Great Unknown: Stress Testing with Weak Data; 5. Next-Generation Applied Solvency Stress Testing; 6. Of Runes and Sagas: Perspectives on Liquidity Stress Testing Using an Iceland Example
7. Next-Generation System wide Liquidity Stress Testing 8. Systemic Bank Risk in Brazil: A Comprehensive Simulation of Correlated Market, Credit, Sovereign, and Interbank Risks; 9. Modeling Correlated Systemic Bank Liquidity Risks; 10. Review and Implementation of Credit Risk Models; 11. Bankers without Borders? Implications of Ring-Fencing for European Cross-Border Banks; 12. Conducting Stress Tests of Dened Benet Pension Plans; B. THE NETWORK ANALYSIS APPROACH; 13. Introduction to the Network Analysis Approach to Stress Testing 14. Cross-Border Financial Surveillance: A Network Perspective 15. Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems; PART II: THE MARKET PRICE BASED APPROACH; A. THE EQUITY INDICATORS BASED APPROACH; 16. Introduction to the Equity Indicators-Based Approach to Stress Testing; 17. The Global Financial Crisis and Its Impact on the Chilean Banking System; 18. Regulatory Capital Charges for Too-Connected-to-Fail Institutions: A Practical Proposal; B. THE EXTREME VALUE THEORY APPROACH 19. Introduction to the Extreme Value Theory Approach to Stress Testing 20. External Linkages and Contagion Risk in Irish Banks; 21. Identifying Spillover Risk in the International Banking System: An Extreme Value Theory Approach; C. THE CONTINGENT CLAIMS ANALYSIS APPROACH; 22. Introduction to the Contingent Claims Analysis Approach for Stress Testing; 23. Vulnerabilities of Household and Corporate Balance Sheets in the United Kingdom and Risks for the Financial Sector; 24. Measuring and Analyzing Sovereign Risk with Contingent Claims 25. Factor Model for Stress Testing with a Contingent Claims Model of the Chilean Banking System 26. Systemic Contingent Claims Analysis; 27. Measuring Systemic Risk-Adjusted Liquidity; PART III: THE MACROFINANCIAL APPROACH; 28. Introduction to the Macro-Financial Approach to Stress Testing; 29. A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector; 30. A Practical Example of the Nonperforming Loans Projection Approach to Stress Testing; 31. Portfolio Credit Risk and Macroeconomic Shocks: Applications to Stress Testing under Data-Restricted Environments 32. Banking Stability Measures |
| Record Nr. | UNINA-9910787443203321 |
|
Ong Li
|
||
| Washington, D.C. : , : International Monetary Fund, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A Guide to IMF Stress Testing : : Methods and Models / / Li Ong
| A Guide to IMF Stress Testing : : Methods and Models / / Li Ong |
| Autore | Ong Li |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2014 |
| Descrizione fisica | 1 online resource (610 p.) |
| Disciplina | 332 |
| Soggetto topico |
Efficient market theory
Risk - Econometric models Risk assessment - Econometric models Accounting Banks and Banking Finance: General Money and Monetary Policy Industries: Financial Services Financial Risk Management 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 Monetary Policy, Central Banking, and the Supply of Money and Credit: General Public Administration Public Sector Accounting and Audits Banking Finance Financial services law & regulation Monetary economics Financial reporting, financial statements Stress testing Loans Credit risk Nonperforming loans Financial sector policy and analysis Financial institutions Financial regulation and supervision Commercial banks Banks and banking Financial risk management Credit Finance, Public |
| ISBN |
1-4983-8182-0
1-4755-5129-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Foreword; Acknowledgments; Abbreviations; Contributing Authors; 1. Stress Testing at the International Monetary Fund: Methods and Models; PART I: THE ACCOUNTING-BASED APPROACH; A. THE BALANCE SHEET-BASED APPROACH; 2. Introduction to the Balance Sheet-Based Approach to Stress Testing; 3. Stress Tester: A Toolkit for Bank-by-Bank Analysis with Accounting Data; 4. Into the Great Unknown: Stress Testing with Weak Data; 5. Next-Generation Applied Solvency Stress Testing; 6. Of Runes and Sagas: Perspectives on Liquidity Stress Testing Using an Iceland Example
7. Next-Generation System wide Liquidity Stress Testing 8. Systemic Bank Risk in Brazil: A Comprehensive Simulation of Correlated Market, Credit, Sovereign, and Interbank Risks; 9. Modeling Correlated Systemic Bank Liquidity Risks; 10. Review and Implementation of Credit Risk Models; 11. Bankers without Borders? Implications of Ring-Fencing for European Cross-Border Banks; 12. Conducting Stress Tests of Dened Benet Pension Plans; B. THE NETWORK ANALYSIS APPROACH; 13. Introduction to the Network Analysis Approach to Stress Testing 14. Cross-Border Financial Surveillance: A Network Perspective 15. Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems; PART II: THE MARKET PRICE BASED APPROACH; A. THE EQUITY INDICATORS BASED APPROACH; 16. Introduction to the Equity Indicators-Based Approach to Stress Testing; 17. The Global Financial Crisis and Its Impact on the Chilean Banking System; 18. Regulatory Capital Charges for Too-Connected-to-Fail Institutions: A Practical Proposal; B. THE EXTREME VALUE THEORY APPROACH 19. Introduction to the Extreme Value Theory Approach to Stress Testing 20. External Linkages and Contagion Risk in Irish Banks; 21. Identifying Spillover Risk in the International Banking System: An Extreme Value Theory Approach; C. THE CONTINGENT CLAIMS ANALYSIS APPROACH; 22. Introduction to the Contingent Claims Analysis Approach for Stress Testing; 23. Vulnerabilities of Household and Corporate Balance Sheets in the United Kingdom and Risks for the Financial Sector; 24. Measuring and Analyzing Sovereign Risk with Contingent Claims 25. Factor Model for Stress Testing with a Contingent Claims Model of the Chilean Banking System 26. Systemic Contingent Claims Analysis; 27. Measuring Systemic Risk-Adjusted Liquidity; PART III: THE MACROFINANCIAL APPROACH; 28. Introduction to the Macro-Financial Approach to Stress Testing; 29. A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector; 30. A Practical Example of the Nonperforming Loans Projection Approach to Stress Testing; 31. Portfolio Credit Risk and Macroeconomic Shocks: Applications to Stress Testing under Data-Restricted Environments 32. Banking Stability Measures |
| Record Nr. | UNINA-9910814429203321 |
|
Ong Li
|
||
| Washington, D.C. : , : International Monetary Fund, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||