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The credit risk transfer market and stability implications for U.K. financial institutions [[electronic resource] /] / Jorge A. Chan-Lau and Li Lian Ong
| The credit risk transfer market and stability implications for U.K. financial institutions [[electronic resource] /] / Jorge A. Chan-Lau and Li Lian Ong |
| Autore | Chan-Lau Jorge A |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., 2006 |
| Descrizione fisica | 1 online resource (27 p.) |
| Altri autori (Persone) | OngLi Lian |
| Collana | IMF working paper |
| Soggetto topico |
Credit derivatives - Great Britain
Derivative securities - Great Britain |
| Soggetto genere / forma | Electronic books. |
| 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-9910464348003321 |
Chan-Lau Jorge A
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| [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The credit risk transfer market and stability implications for U.K. financial institutions / / Jorge A. Chan-Lau and Li Lian Ong
| The credit risk transfer market and stability implications for U.K. financial institutions / / Jorge A. Chan-Lau and Li Lian Ong |
| Autore | Chan-Lau Jorge A |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., 2006 |
| Descrizione fisica | 1 online resource (27 p.) |
| Altri autori (Persone) | OngLi Lian |
| Collana | IMF working paper |
| Soggetto topico |
Credit derivatives - Great Britain
Derivative securities - Great Britain |
| 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 |
|
Chan-Lau Jorge A
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| [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Foreign banks in the CESE countries [[electronic resource] ] : in for a penny, in for a pound? / / by Andrea M. Maechler and Li Lian Ong
| Foreign banks in the CESE countries [[electronic resource] ] : in for a penny, in for a pound? / / by Andrea M. Maechler and Li Lian Ong |
| Autore | Maechler Andrea M |
| Pubbl/distr/stampa | [Washington, DC], : International Monetary Fund, 2009 |
| Descrizione fisica | 1 online resource (64 p.) |
| Altri autori (Persone) | OngLi Lian |
| Collana | IMF working paper |
| Soggetto topico |
Banks and banking, Foreign
Banks and banking - Europe |
| Soggetto genere / forma | Electronic books. |
| 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-9910464243503321 |
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Maechler Andrea M
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| [Washington, DC], : 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? / / by Andrea M. Maechler and Li Lian Ong
| Foreign banks in the CESE countries : in for a penny, in for a pound? / / by Andrea M. Maechler and Li Lian Ong |
| Autore | Maechler Andrea M |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | [Washington, DC], : International Monetary Fund, 2009 |
| Descrizione fisica | 1 online resource (64 p.) |
| Disciplina | 338.28394 |
| Altri autori (Persone) | OngLi Lian |
| Collana | IMF working paper |
| Soggetto topico |
Banks and banking, Foreign
Banks and banking - Europe |
| 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 |
|
Maechler Andrea M
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| [Washington, DC], : International Monetary Fund, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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A guide to IMF stress testing : methods and models / / editor, Li Lian Ong
| A guide to IMF stress testing : methods and models / / editor, Li Lian Ong |
| Pubbl/distr/stampa | Washington, District of Columbia : , : 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 |
| Soggetto genere / forma | Electronic books. |
| 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-9910460641803321 |
| Washington, District of Columbia : , : International Monetary Fund, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Seasonalities in China's stock markets [[electronic resource] ] : cultural or structural? / / prepared by Jason D. Mitchell and Li Lian Ong
| Seasonalities in China's stock markets [[electronic resource] ] : cultural or structural? / / prepared by Jason D. Mitchell and Li Lian Ong |
| Autore | Mitchell Jason D (Jason David), <1966-> |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., 2006 |
| Descrizione fisica | 1 online resource (46 p.) |
| Altri autori (Persone) | OngLi Lian |
| Collana | IMF working paper |
| Soggetto topico | Stocks - China - Rate of return |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-9522-8
1-4527-1786-9 1-283-51315-3 9786613825605 1-4519-0800-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. LITERATURE ON SEASONALITIES""; ""III. INSTITUTIONAL ASPECTS OF CHINESE STOCK MARKET""; ""IV. DATA AND RESEARCH METHOD""; ""V. RESULTS""; ""VI. EXTENSION: HOLIDAY EFFECT""; ""VII. FURTHER EXTENSIONS: INVESTMENT STRATEGIES BASED ON SEASONALITIES""; ""VIII. CONCLUSION""; ""REFERENCES"" |
| Record Nr. | UNINA-9910464561603321 |
|
Mitchell Jason D (Jason David), <1966->
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| [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Seasonalities in China's stock markets : cultural or structural? / / prepared by Jason D. Mitchell and Li Lian Ong
| Seasonalities in China's stock markets : cultural or structural? / / prepared by Jason D. Mitchell and Li Lian Ong |
| Autore | Mitchell Jason D (Jason David), <1966-> |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., 2006 |
| Descrizione fisica | 1 online resource (46 p.) |
| Altri autori (Persone) | OngLi Lian |
| Collana | IMF working paper |
| Soggetto topico | Stocks - China - Rate of return |
| ISBN |
1-4623-9522-8
1-4527-1786-9 1-283-51315-3 9786613825605 1-4519-0800-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. LITERATURE ON SEASONALITIES""; ""III. INSTITUTIONAL ASPECTS OF CHINESE STOCK MARKET""; ""IV. DATA AND RESEARCH METHOD""; ""V. RESULTS""; ""VI. EXTENSION: HOLIDAY EFFECT""; ""VII. FURTHER EXTENSIONS: INVESTMENT STRATEGIES BASED ON SEASONALITIES""; ""VIII. CONCLUSION""; ""REFERENCES"" |
| Record Nr. | UNINA-9910816275703321 |
|
Mitchell Jason D (Jason David), <1966->
|
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| [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||