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Banks' precautionary capital and persistent credit crunches / / Fabian Valencia ; authorized for distribution by Antonio Furtado
| Banks' precautionary capital and persistent credit crunches / / Fabian Valencia ; authorized for distribution by Antonio Furtado |
| Autore | Valencia Fabian |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2007 |
| Descrizione fisica | 1 online resource (37 p.) |
| Disciplina | 330.973 |
| Altri autori (Persone) | FurtadoAntonio |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Financial crises - United States - Econometric models
Bank capital - United States - Econometric models Bank failures - United States - Econometric models Credit - United States - Econometric models Risk - United States - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-5881-0
1-4527-4907-8 9786612841996 1-4518-7106-6 1-282-84199-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Banks and the Real Economy; III. The Model; A. The Loan Contract; B. The Bank's Optimization Problem; C. Solution; D. Risk and the Target Level of Solvency; IV. Quantitative Experiments; V. Bank Recapitalization; VI. Conclusions; Figures; 1. Bank Credit as Percentage of GDP, Selected Countries; 2. Optimal Policy Functions; 3. Target Level of Solvency; 4. Responses to a Negative Transitory Productivity Shock; 5. Responses to an Interest Rate Increase; 6. Responses to a Large Negative Shock, With and Without Recapitalization
7. Credit Crunch Severity and Bank Recapitalization Tables; 1. Bank's Sequence of Events; 2. Public Recapitalization Costs for Selected Crises Episodes; 3. Sensitivity Analysis to a 2-σ Productivity Shock; 4. Bank's Solvency Regions; Appendix; 8. Deposit Interest Rate; References |
| Record Nr. | UNINA-9910463617903321 |
Valencia Fabian
|
||
| [Washington, District of Columbia] : , : International Monetary Fund, , 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Banks’ Precautionary Capital and Persistent Credit Crunches / / Fabian Valencia
| Banks’ Precautionary Capital and Persistent Credit Crunches / / Fabian Valencia |
| Autore | Valencia Fabian |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (37 p.) |
| Disciplina | 330.973 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Financial crises - United States - Econometric models
Bank capital - United States - Econometric models Bank failures - United States - Econometric models Credit - United States - Econometric models Risk - United States - Econometric models Banks and Banking Finance: General Money and Monetary Policy Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy, Central Banking, and the Supply of Money and Credit: General Bankruptcy Liquidation Banking Monetary economics Finance Credit Bank credit Solvency Loans Banks and banking Debt |
| ISBN |
1-4623-5881-0
1-4527-4907-8 9786612841996 1-4518-7106-6 1-282-84199-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Banks and the Real Economy; III. The Model; A. The Loan Contract; B. The Bank's Optimization Problem; C. Solution; D. Risk and the Target Level of Solvency; IV. Quantitative Experiments; V. Bank Recapitalization; VI. Conclusions; Figures; 1. Bank Credit as Percentage of GDP, Selected Countries; 2. Optimal Policy Functions; 3. Target Level of Solvency; 4. Responses to a Negative Transitory Productivity Shock; 5. Responses to an Interest Rate Increase; 6. Responses to a Large Negative Shock, With and Without Recapitalization
7. Credit Crunch Severity and Bank Recapitalization Tables; 1. Bank's Sequence of Events; 2. Public Recapitalization Costs for Selected Crises Episodes; 3. Sensitivity Analysis to a 2-σ Productivity Shock; 4. Bank's Solvency Regions; Appendix; 8. Deposit Interest Rate; References |
| Record Nr. | UNINA-9910788342803321 |
|
Valencia Fabian
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Banks’ Precautionary Capital and Persistent Credit Crunches / / Fabian Valencia
| Banks’ Precautionary Capital and Persistent Credit Crunches / / Fabian Valencia |
| Autore | Valencia Fabian |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (37 p.) |
| Disciplina | 330.973 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Financial crises - United States - Econometric models
Bank capital - United States - Econometric models Bank failures - United States - Econometric models Credit - United States - Econometric models Risk - United States - Econometric models Banks and Banking Finance: General Money and Monetary Policy Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy, Central Banking, and the Supply of Money and Credit: General Bankruptcy Liquidation Banking Monetary economics Finance Credit Bank credit Solvency Loans Banks and banking Debt |
| ISBN |
1-4623-5881-0
1-4527-4907-8 9786612841996 1-4518-7106-6 1-282-84199-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Banks and the Real Economy; III. The Model; A. The Loan Contract; B. The Bank's Optimization Problem; C. Solution; D. Risk and the Target Level of Solvency; IV. Quantitative Experiments; V. Bank Recapitalization; VI. Conclusions; Figures; 1. Bank Credit as Percentage of GDP, Selected Countries; 2. Optimal Policy Functions; 3. Target Level of Solvency; 4. Responses to a Negative Transitory Productivity Shock; 5. Responses to an Interest Rate Increase; 6. Responses to a Large Negative Shock, With and Without Recapitalization
7. Credit Crunch Severity and Bank Recapitalization Tables; 1. Bank's Sequence of Events; 2. Public Recapitalization Costs for Selected Crises Episodes; 3. Sensitivity Analysis to a 2-σ Productivity Shock; 4. Bank's Solvency Regions; Appendix; 8. Deposit Interest Rate; References |
| Record Nr. | UNINA-9910810966003321 |
|
Valencia Fabian
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Central Bank Independence and Macro-Prudential Regulation / / Fabian Valencia, Kenichi Ueda
| Central Bank Independence and Macro-Prudential Regulation / / Fabian Valencia, Kenichi Ueda |
| Autore | Valencia Fabian |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (28 p.) |
| Altri autori (Persone) | UedaKenichi |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Banks and banking, Central
Banks and banking Banks and Banking Finance: General Inflation Macroeconomics Money and Monetary Policy Optimization Techniques Programming Models Dynamic Analysis Macroeconomics: Consumption Saving Wealth Contingent Pricing Futures Pricing option pricing Price Level Deflation Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banking Finance Monetary economics Price stabilization Financial sector stability Credit Prices Government policy Financial services industry |
| ISBN |
1-4755-1163-9
1-4755-8117-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Contents; I: Introduction; II: Model Setup; III: Social Planner Benchmark; IV: Time inconsistency in a dual-mandate central bank; V: Separation of Objectives Achieves Social Optimum; VI: The role of political independence; A: Non-Independent Central Bank and Independent Macro-prudential Regulator; B: Non-Independent Macro-prudential Regulator and Independent Central Bank; VII: Welfare Comparisons; List of Tables; 1 Welfare Loss Across Institutional Arrangements; VIII: Conclusions; References; Appendices; I: Non-Independent Single Authority; II: Distortionary Macro-prudential Regulation |
| Record Nr. | UNINA-9910779220703321 |
|
Valencia Fabian
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Central Bank Independence and Macro-Prudential Regulation / / Fabian Valencia, Kenichi Ueda
| Central Bank Independence and Macro-Prudential Regulation / / Fabian Valencia, Kenichi Ueda |
| Autore | Valencia Fabian |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (28 p.) |
| Disciplina | 332.1/52 |
| Altri autori (Persone) | UedaKenichi |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Banks and banking, Central
Banks and banking Banks and Banking Finance: General Inflation Macroeconomics Money and Monetary Policy Optimization Techniques Programming Models Dynamic Analysis Macroeconomics: Consumption Saving Wealth Contingent Pricing Futures Pricing option pricing Price Level Deflation Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banking Finance Monetary economics Price stabilization Financial sector stability Credit Prices Government policy Financial services industry |
| ISBN |
1-4755-1163-9
1-4755-8117-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Contents; I: Introduction; II: Model Setup; III: Social Planner Benchmark; IV: Time inconsistency in a dual-mandate central bank; V: Separation of Objectives Achieves Social Optimum; VI: The role of political independence; A: Non-Independent Central Bank and Independent Macro-prudential Regulator; B: Non-Independent Macro-prudential Regulator and Independent Central Bank; VII: Welfare Comparisons; List of Tables; 1 Welfare Loss Across Institutional Arrangements; VIII: Conclusions; References; Appendices; I: Non-Independent Single Authority; II: Distortionary Macro-prudential Regulation |
| Record Nr. | UNINA-9910818620303321 |
|
Valencia Fabian
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Systemic Banking Crises : : A New Database / / Fabian Valencia, Luc Laeven
| Systemic Banking Crises : : A New Database / / Fabian Valencia, Luc Laeven |
| Autore | Valencia Fabian |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (80 p.) |
| Disciplina | 338.542 |
| Altri autori (Persone) | LaevenLuc |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Financial crises
Bank failures Liquidity (Economics) Capital movements Off balance sheet financing Credit Banks and Banking Financial Risk Management Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Financial Crises Banking Economic & financial crises & disasters Finance Commercial banks Banking crises Nonperforming loans Banks and banking Loans |
| ISBN |
1-4623-1644-1
1-4527-4403-3 1-4518-7082-5 9786612841750 1-282-84175-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Crisis Dates; A. Banking Crises; B. Currency Crises; C. Sovereign Debt Crises; D. Frequency of Crises and Occurrence of Twin Crises; III. Crisis Containment and Resolution; A. Overview and Initial Conditions; B. Crisis Containment Policies; C. Crisis Resolution Policies; D. Macroeconomic Policies; E. Outcome Variables; IV. Descriptive Statistics; A. Initial Conditions; B. Crisis Containment; C. Crisis Resolution; D. Fiscal Costs and Real Effects of Banking Crises; V. Global Liquidity Crisis of 2007-2008; A. Initial Conditions; B. Containment; C. Resolution
VI. Concluding RemarksTables; 1. Timing of Systemic Banking Crises; 2. Timing of Financial Crises; 3. Frequency of Financial Crises; 4. Crisis Containment and Resolution Policies for Selected Banking Crises; 5. Descriptive Statistics of Initial Conditions of Selected Banking Crises; 6. Descriptive Statistics of Crisis Policies of Selected Banking Crisis Episodes; 7. Selected Bank-Specific Guarantee Announcements; 8. Episodes with Losses Imposed on Depositors |
| Record Nr. | UNINA-9910788344603321 |
|
Valencia Fabian
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Systemic Banking Crises : : A New Database / / Fabian Valencia, Luc Laeven
| Systemic Banking Crises : : A New Database / / Fabian Valencia, Luc Laeven |
| Autore | Valencia Fabian |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (80 p.) |
| Disciplina | 338.542 |
| Altri autori (Persone) | LaevenLuc |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Financial crises
Bank failures Liquidity (Economics) Capital movements Off balance sheet financing Credit Banks and Banking Financial Risk Management Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Financial Crises Banking Economic & financial crises & disasters Finance Commercial banks Banking crises Nonperforming loans Banks and banking Loans |
| ISBN |
1-4623-1644-1
1-4527-4403-3 1-4518-7082-5 9786612841750 1-282-84175-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Crisis Dates; A. Banking Crises; B. Currency Crises; C. Sovereign Debt Crises; D. Frequency of Crises and Occurrence of Twin Crises; III. Crisis Containment and Resolution; A. Overview and Initial Conditions; B. Crisis Containment Policies; C. Crisis Resolution Policies; D. Macroeconomic Policies; E. Outcome Variables; IV. Descriptive Statistics; A. Initial Conditions; B. Crisis Containment; C. Crisis Resolution; D. Fiscal Costs and Real Effects of Banking Crises; V. Global Liquidity Crisis of 2007-2008; A. Initial Conditions; B. Containment; C. Resolution
VI. Concluding RemarksTables; 1. Timing of Systemic Banking Crises; 2. Timing of Financial Crises; 3. Frequency of Financial Crises; 4. Crisis Containment and Resolution Policies for Selected Banking Crises; 5. Descriptive Statistics of Initial Conditions of Selected Banking Crises; 6. Descriptive Statistics of Crisis Policies of Selected Banking Crisis Episodes; 7. Selected Bank-Specific Guarantee Announcements; 8. Episodes with Losses Imposed on Depositors |
| Record Nr. | UNINA-9910816917503321 |
|
Valencia Fabian
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Systemic Banking Crises Database : : An Update / / Fabian Valencia, Luc Laeven
| Systemic Banking Crises Database : : An Update / / Fabian Valencia, Luc Laeven |
| Autore | Valencia Fabian |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (34 p.) |
| Altri autori (Persone) | LaevenLuc |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial crises
Bank failures Liquidity (Economics) Credit Off balance sheet financing Capital movements Banks and Banking Financial Risk Management Macroeconomics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General Financial Institutions and Services: General Financial Crises Banks Depository Institutions Micro Finance Institutions Mortgages Foreign Exchange Economic & financial crises & disasters Banking Banking crises Systemic crises Currency crises Banks and banking |
| ISBN |
1-4755-9696-0
1-4755-4448-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. Banking Crises Episodes; A. Ongoing Banking Crises; Tables; 1. Systemic Banking Crises, 2007-2011; Figures; 1. Frequency of Starting Month of Banking Crises; 2. Frequency of Systemic Banking Crises Around the World, 1970-2011; B. Banking Crisis Cycles; 3. Banking Crises Cycles; III. Currency and Sovereign Debt Crisis; A. Occurrence of Twin and Triplet Crises; B. Sequencing of Financial Crises; 4. Simultaneous Crises; IV. Policy Responses and Outcomes in Banking Crises; A. Policy Response
5. Timing of Currency and Sovereign Debt Crises Relative to Banking Crises6. Differences in the Mix of Crisis Policies; B. Outcomes; 7. Output Losses for Selected Crises Episodes; 2. Banking Crises Outcomes, 1970-2011; 8. Costliest Banking Crises Since 1970; 9. Fiscal Costs Relative to GDP and Financial System Assets; 3. Comparison of Market and Accounting Values of Bank Equity, end-2010; 4. Crises Outcomes and Resolution in the Euro Area and the United States; V. Conclusions; Appendix Tables; A1. Banking Crises Dates and Costs, 1970-2011 A2. Direct Fiscal Outlays, Recoveries to Date, and Asset Guarantees, 2007-2011A3. Systemic Banking Crises Policy Responses, 2007-2011; References |
| Record Nr. | UNINA-9910786483303321 |
|
Valencia Fabian
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Systemic Banking Crises Database : : An Update / / Fabian Valencia, Luc Laeven
| Systemic Banking Crises Database : : An Update / / Fabian Valencia, Luc Laeven |
| Autore | Valencia Fabian |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (34 p.) |
| Disciplina | 332.1 |
| Altri autori (Persone) | LaevenLuc |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial crises
Bank failures Liquidity (Economics) Credit Off balance sheet financing Capital movements Banks and Banking Financial Risk Management Macroeconomics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General Financial Institutions and Services: General Financial Crises Banks Depository Institutions Micro Finance Institutions Mortgages Foreign Exchange Economic & financial crises & disasters Banking Banking crises Systemic crises Currency crises Banks and banking |
| ISBN |
1-4755-9696-0
1-4755-4448-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. Banking Crises Episodes; A. Ongoing Banking Crises; Tables; 1. Systemic Banking Crises, 2007-2011; Figures; 1. Frequency of Starting Month of Banking Crises; 2. Frequency of Systemic Banking Crises Around the World, 1970-2011; B. Banking Crisis Cycles; 3. Banking Crises Cycles; III. Currency and Sovereign Debt Crisis; A. Occurrence of Twin and Triplet Crises; B. Sequencing of Financial Crises; 4. Simultaneous Crises; IV. Policy Responses and Outcomes in Banking Crises; A. Policy Response
5. Timing of Currency and Sovereign Debt Crises Relative to Banking Crises6. Differences in the Mix of Crisis Policies; B. Outcomes; 7. Output Losses for Selected Crises Episodes; 2. Banking Crises Outcomes, 1970-2011; 8. Costliest Banking Crises Since 1970; 9. Fiscal Costs Relative to GDP and Financial System Assets; 3. Comparison of Market and Accounting Values of Bank Equity, end-2010; 4. Crises Outcomes and Resolution in the Euro Area and the United States; V. Conclusions; Appendix Tables; A1. Banking Crises Dates and Costs, 1970-2011 A2. Direct Fiscal Outlays, Recoveries to Date, and Asset Guarantees, 2007-2011A3. Systemic Banking Crises Policy Responses, 2007-2011; References |
| Record Nr. | UNINA-9910814619203321 |
|
Valencia Fabian
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||