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Issues in finance : credit, crises and policies / / edited by Stuart Sayer
| Issues in finance : credit, crises and policies / / edited by Stuart Sayer |
| Pubbl/distr/stampa | Chichester, West Sussex, England ; ; Malden, Massachusetts : , : Wiley-Blackwell, , 2010 |
| Descrizione fisica | 1 online resource (468 p.) |
| Disciplina |
339.5/2
339.52 |
| Collana | Surveys of Recent Research in Economics |
| Soggetto topico |
Finance
Economic policy Financial crises |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4443-9159-3
1-4443-9160-7 1-4443-9161-5 |
| Classificazione | BUS069030 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Half Title Page; Title Page; Copyright; Contributors; Chapter 1: Bank Capital Requirements, Business Cycle Fluctuations and The Basel Accords: A Synthesis; 1. Introduction; 2. The Bank Capital Channel: Related Theoretical Literature; 3. Capital Requirements within Banking Regulation; 4. Basel II Capital Requirements and Procyclicality; 5. Concluding Remarks; Chapter 2: The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges; 1. Introduction; 2. The Optimization Problem for Authorized Deposit-taking Institutions; 3. Data; 4. Regression Models and Volatility Models
5. Ten Reasons for Modeling Time-varying Variances, Covariances and Correlations Using High- and Ultra-high-frequency Data6. The Ten Commandments for Optimizing Value-at-risk and Daily Capital Charges; 7. Concluding Remarks; 8. Epilogue; Chapter 3: The Ten Commandments for Managing Value at Risk Under the Basel II Accord; 1. Introduction; 2. The Ten Commandments; 3. Conclusion; Chapter 4: Sovereign Insolvency Procedures - A Comparative Look at Selected Proposals; 1. The Need for an International Sovereign Insolvency Procedure; 2. Framework Conditions for Restructuring; 3. Debt Restructuring 4. Concluding Remarks and Policy RecommendationsChapter 5: Collective Action Clauses in International Sovereign Bond Contracts - Whence the Opposition?; 1. Introduction; 2. Investors; 3. Bond Yields; 4. Sovereign Borrowers; 5. Conclusion; Chapter 6: Collateral and Credit Rationing: A Review of Recent Empirical Studies as a Guide for Future Research; 1. Introduction; 2. Empirical Studies on Collateral as a Remedy for Informational Asymmetries between Borrower and Lender; 3. Empirical Studies on Collateral as a Tool to Increase the Supply of Bank Debt; 4. Suggestions for Future Research 5. ConclusionChapter 7: The Stock Market, Housing and Consumer Spending: A Survey of the Evidence on Wealth Effects; 1. Introduction; 2. Conceptual Framework: The Life-cycle Model for Consumption; 3. The Econometrics of Wealth Effects; 4. Wealth Effects in Time-series Data; 5. Household-level Evidence of Wealth Effects; 6. Summary and Concluding Remarks; Chapter 8: Price-Level Targeting and Stabilisation Policy: A Survey; 2. Traditional Arguments For and Against Price-level Targeting; 3. A Free Lunch from Price-level Targeting; 4. The Robustness of the Free Lunch 5. Other Issues Related to Price-level TargetingIssues in Finance: Credit, Crises and Policies - An Overview; Index |
| Record Nr. | UNINA-9910141342203321 |
| Chichester, West Sussex, England ; ; Malden, Massachusetts : , : Wiley-Blackwell, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Issues in finance : credit, crises and policies / / edited by Stuart Sayer
| Issues in finance : credit, crises and policies / / edited by Stuart Sayer |
| Pubbl/distr/stampa | Chichester, West Sussex, England ; ; Malden, Massachusetts : , : Wiley-Blackwell, , 2010 |
| Descrizione fisica | 1 online resource (468 p.) |
| Disciplina |
339.5/2
339.52 |
| Collana | Surveys of Recent Research in Economics |
| Soggetto topico |
Finance
Economic policy Financial crises |
| ISBN |
1-4443-9159-3
1-4443-9160-7 1-4443-9161-5 |
| Classificazione | BUS069030 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Half Title Page; Title Page; Copyright; Contributors; Chapter 1: Bank Capital Requirements, Business Cycle Fluctuations and The Basel Accords: A Synthesis; 1. Introduction; 2. The Bank Capital Channel: Related Theoretical Literature; 3. Capital Requirements within Banking Regulation; 4. Basel II Capital Requirements and Procyclicality; 5. Concluding Remarks; Chapter 2: The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges; 1. Introduction; 2. The Optimization Problem for Authorized Deposit-taking Institutions; 3. Data; 4. Regression Models and Volatility Models
5. Ten Reasons for Modeling Time-varying Variances, Covariances and Correlations Using High- and Ultra-high-frequency Data6. The Ten Commandments for Optimizing Value-at-risk and Daily Capital Charges; 7. Concluding Remarks; 8. Epilogue; Chapter 3: The Ten Commandments for Managing Value at Risk Under the Basel II Accord; 1. Introduction; 2. The Ten Commandments; 3. Conclusion; Chapter 4: Sovereign Insolvency Procedures - A Comparative Look at Selected Proposals; 1. The Need for an International Sovereign Insolvency Procedure; 2. Framework Conditions for Restructuring; 3. Debt Restructuring 4. Concluding Remarks and Policy RecommendationsChapter 5: Collective Action Clauses in International Sovereign Bond Contracts - Whence the Opposition?; 1. Introduction; 2. Investors; 3. Bond Yields; 4. Sovereign Borrowers; 5. Conclusion; Chapter 6: Collateral and Credit Rationing: A Review of Recent Empirical Studies as a Guide for Future Research; 1. Introduction; 2. Empirical Studies on Collateral as a Remedy for Informational Asymmetries between Borrower and Lender; 3. Empirical Studies on Collateral as a Tool to Increase the Supply of Bank Debt; 4. Suggestions for Future Research 5. ConclusionChapter 7: The Stock Market, Housing and Consumer Spending: A Survey of the Evidence on Wealth Effects; 1. Introduction; 2. Conceptual Framework: The Life-cycle Model for Consumption; 3. The Econometrics of Wealth Effects; 4. Wealth Effects in Time-series Data; 5. Household-level Evidence of Wealth Effects; 6. Summary and Concluding Remarks; Chapter 8: Price-Level Targeting and Stabilisation Policy: A Survey; 2. Traditional Arguments For and Against Price-level Targeting; 3. A Free Lunch from Price-level Targeting; 4. The Robustness of the Free Lunch 5. Other Issues Related to Price-level TargetingIssues in Finance: Credit, Crises and Policies - An Overview; Index |
| Record Nr. | UNINA-9910830444203321 |
| Chichester, West Sussex, England ; ; Malden, Massachusetts : , : Wiley-Blackwell, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||