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Assessing the Cost of Financial Regulation / / Douglas Elliott, Andre Santos
Assessing the Cost of Financial Regulation / / Douglas Elliott, Andre Santos
Autore Elliott Douglas
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (83 p.)
Disciplina 346.436082
Altri autori (Persone) SantosAndre
Collana IMF Working Papers
Soggetto topico Financial institutions - Law and legislation
Bank capital - Law and legislation
Bank loans
Banks and Banking
Finance: General
Money and Monetary Policy
Financial Risk Management
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Investment Banking
Venture Capital
Brokerage
Ratings and Ratings Agencies
Financial Institutions and Services: Government Policy and Regulation
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
General Financial Markets: Government Policy and Regulation
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Financial Crises
Financial services law & regulation
Banking
Monetary economics
Economic & financial crises & disasters
Liquidity requirements
Basel III
Credit
Capital adequacy requirements
Financial regulation and supervision
Money
Financial crises
Banks and banking
State supervision
Asset requirements
ISBN 1-4755-1198-1
1-4755-1197-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; Executive Summary; Introduction; I. Literature Review; II. Qualitative Assessments of the Cost Impact of Regulatory Changes; Tables; 1. Basel III Impact on Credit and GDP Growth; 2. Major Regulatory Initiatives; 3. Impact of Major Regulatory Initiatives on U.S. Financial Institutions; III. Quantitative Analysis of Stand-Alone Reforms; A. Choice of Baseline Scenario; B. Translating Cost Changes to Credit Impacts; C. Estimating Changes to Lending rates; D. Capital Requirements; 4. Pro-forma Basel III Common Equity Tier 1 Capital Ratios by Region, End-2010; Figures
1. Effect of Basel III Changes on Common Equity Tier 1 Capital Ratios 5. Planned Mitigating Actions by U.S., European, and Japanese Banks; 6. Pro-forma Basel III Common Equity Tier 1 Capital Ratios by Bank Business; 2. Effect of Basel 2.5 and III on Common Equity Tier Capital Ratios; 7. Effects of Higher Capital Levels on Lending Rates; E. Liquidity Requirements; 8. Pro-forma Basel III Liquidity Ratios, End-2010; 9. Estimated Effects of Liquidity Changes on Lending Rates; F. Derivatives Requirements; 10. Effects of Derivatives Reforms on Banks per Year; G. Securitization Requirements
11. Estimated Effects of Derivatives Changes on Lending RatesH. Taxes and Fees; I. Integrated Effects on Credit Provision; 12. Annual Fees and Taxes on European and U.S. Banks; 13. Estimated Effects of Tax and Fee Changes on Lending Rates; 14. Cumulative Impact of Regulatory Reforms on Lending rates; 3. Effects of Changes in Key Parameter Assumptions on Lending Rates; IV. Uncertainties and Areas for Further Research; V. Conclusion; Appendix I. Supplementary Tables; Appendixes; I. Supplementary Tables; 16. European, Japanese, and U.S. Banks in the Sample
17. Planned De-Risking Measures, End-2010 Appendix II. Assumptions for the Credit Pricing Equation; II. Assumptions for the Credit Pricing Equation; References
Record Nr. UNINA-9910786295603321
Elliott Douglas  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Recent Advances in Credit Risk Modeling / / Jose Gasha, Andre Santos, Jorge Chan-Lau, Carlos Medeiros, Marcos Souto, Christian Capuano
Recent Advances in Credit Risk Modeling / / Jose Gasha, Andre Santos, Jorge Chan-Lau, Carlos Medeiros, Marcos Souto, Christian Capuano
Autore Gasha Jose
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (33 p.)
Altri autori (Persone) SantosAndre
Chan-LauJorge
MedeirosCarlos
SoutoMarcos
CapuanoChristian
Collana IMF Working Papers
Soggetto topico Credit - Management - Mathematical models
Risk management
Banks and Banking
Financial Risk Management
Investments: Options
Macroeconomics
Money and Monetary Policy
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
International Financial Markets
Price Level
Inflation
Deflation
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Finance
Financial services law & regulation
Monetary economics
Credit risk
Asset valuation
Asset prices
Options
Credit
Financial risk management
Asset-liability management
Prices
Derivative securities
ISBN 1-4623-7897-8
1-4527-8235-0
1-4518-7309-3
9786612843754
1-282-84375-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Structural Models; A. Single-Issuer Default Risk; B. Distance-to-Default: Variations on a Theme; Figure; 1. Dah-Sing Bank: Distance-to-Default; C. Portfolio Credit Risk Models; III. Reduced-Form Models; A. Structural and Reduced-Form Models: Reconciliation Attempts; Boxes; 1. Compensators and Pricing Trends: Some Definitions-Elizalde (2006); B. Some Models; C. Nonlinear Filtering; 2. The Modeling Strategy of Frey, Schmidt, Gabih (2007); IV. Other Innovations in the Modeling of Credit Risk; A. Default Correlation Using Copulas and Other Recent Approaches
B. Pricing of Credit Index Options C. Distressed Debt Prices and Recovery Rate Estimation; V. Conclusions; Appendix; Filtration and the Pricing of Credit Index Options; References
Record Nr. UNINA-9910788330903321
Gasha Jose  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui