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I certificati di credito del Tesoro : mercato, pricing, regime fiscale, strategie di gestione / Roberto Moro Visconti ; presentazione di Ernesto Paolillo
| I certificati di credito del Tesoro : mercato, pricing, regime fiscale, strategie di gestione / Roberto Moro Visconti ; presentazione di Ernesto Paolillo |
| Autore | Moro Visconti, Roberto |
| Pubbl/distr/stampa | Milano : Edibank, c1966 |
| Descrizione fisica | 259 p. ; 24 cm |
| Disciplina | 332.63232 |
| Altri autori (Persone) | Paolillo, Ernesto |
| Collana | Studi e tendenze |
| Soggetto topico | Titoli di Stato |
| ISBN | 8844900017 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISALENTO-991000426209707536 |
Moro Visconti, Roberto
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| Milano : Edibank, c1966 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Counterparty risk, impact on collateral flows, and role for central counterparties [[electronic resource] /] / prepared by Manmohan Singh and James Aitken
| Counterparty risk, impact on collateral flows, and role for central counterparties [[electronic resource] /] / prepared by Manmohan Singh and James Aitken |
| Autore | Singh Manmohan <1964-> |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, c2009 |
| Descrizione fisica | 1 online resource (17 p.) |
| Disciplina | 332.63232 |
| Altri autori (Persone) | AitkenJames |
| Collana | IMF working paper |
| Soggetto topico |
Credit - Risk assessment
Risk management - United States Banks and banking - United States Finance - United States |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-6484-5
1-4527-7428-5 1-4518-7320-4 1-282-84385-0 9786612843853 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Counterparty Risk; Figures; 1. Illustrative Repricing of Derivatives When a Large Financial Institution Fails; III. The Changing Profile of Counterparty Risk in the United States; IV. The Adverse Impact of Counterparty Risk on Global Liquidity; 2. Counterparty Liabilities of Major U.S. Banks; Tables; 1. Snapshot of Reduced Collateral Posting Among LCFIs; 2. Securities Lending by Major Custodians; V. Regulatory Thrust for a Central Counterparty; 3. Cash Holding by Major LCFIs; VI. Conclusions and Policy Implications; Appendixes
1. Methodological Issues in Computing Connectedness in Counterparty RiskReferences |
| Record Nr. | UNINA-9910464006703321 |
|
Singh Manmohan <1964->
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| [Washington, D.C.], : International Monetary Fund, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties / / James Aitken, Manmohan Singh
| Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties / / James Aitken, Manmohan Singh |
| Autore | Aitken James |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (17 p.) |
| Disciplina | 332.63232 |
| Altri autori (Persone) | SinghManmohan |
| Collana | IMF Working Papers |
| Soggetto topico |
Credit - Risk assessment
Risk management - United States Banks and banking - United States Finance - United States Banks and Banking Finance: General Money and Monetary Policy Industries: Financial Services International Finance Forecasting and Simulation Portfolio Choice Investment Decisions International Financial Markets Financial Institutions and Services: Government Policy and Regulation Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Systems Standards Regimes Government and the Monetary System Payment Systems General Financial Markets: General (includes Measurement and Data) Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Finance Monetary economics Banking Collateral Currencies International liquidity Derivative markets Financial institutions Money Asset and liability management Financial markets Central counterparty clearing house Loans Banks and banking International finance Derivative securities Clearinghouses |
| ISBN |
1-4623-6484-5
1-4527-7428-5 1-4518-7320-4 1-282-84385-0 9786612843853 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Counterparty Risk; Figures; 1. Illustrative Repricing of Derivatives When a Large Financial Institution Fails; III. The Changing Profile of Counterparty Risk in the United States; IV. The Adverse Impact of Counterparty Risk on Global Liquidity; 2. Counterparty Liabilities of Major U.S. Banks; Tables; 1. Snapshot of Reduced Collateral Posting Among LCFIs; 2. Securities Lending by Major Custodians; V. Regulatory Thrust for a Central Counterparty; 3. Cash Holding by Major LCFIs; VI. Conclusions and Policy Implications; Appendixes
1. Methodological Issues in Computing Connectedness in Counterparty RiskReferences |
| Record Nr. | UNINA-9910788229603321 |
|
Aitken James
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||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties / / James Aitken, Manmohan Singh
| Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties / / James Aitken, Manmohan Singh |
| Autore | Aitken James |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (17 p.) |
| Disciplina | 332.63232 |
| Altri autori (Persone) | SinghManmohan |
| Collana | IMF Working Papers |
| Soggetto topico |
Credit - Risk assessment
Risk management - United States Banks and banking - United States Finance - United States Asset and liability management Banking Banks and Banking Banks and banking Banks Central counterparty clearing house Clearinghouses Collateral Currencies Depository Institutions Derivative markets Derivative securities Finance Finance: General Financial Institutions and Services: Government Policy and Regulation Financial institutions Financial Instruments Financial markets General Financial Markets: General (includes Measurement and Data) Government and the Monetary System Industries: Financial Services Institutional Investors International Finance Forecasting and Simulation International finance International Financial Markets International liquidity Investment Decisions Loans Micro Finance Institutions Monetary economics Monetary Systems Money and Monetary Policy Money Mortgages Non-bank Financial Institutions Payment Systems Pension Funds Portfolio Choice Regimes Standards |
| ISBN |
9786612843853
9781462364848 1462364845 9781452774282 1452774285 9781451873207 1451873204 9781282843851 1282843850 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Counterparty Risk; Figures; 1. Illustrative Repricing of Derivatives When a Large Financial Institution Fails; III. The Changing Profile of Counterparty Risk in the United States; IV. The Adverse Impact of Counterparty Risk on Global Liquidity; 2. Counterparty Liabilities of Major U.S. Banks; Tables; 1. Snapshot of Reduced Collateral Posting Among LCFIs; 2. Securities Lending by Major Custodians; V. Regulatory Thrust for a Central Counterparty; 3. Cash Holding by Major LCFIs; VI. Conclusions and Policy Implications; Appendixes
1. Methodological Issues in Computing Connectedness in Counterparty RiskReferences |
| Record Nr. | UNINA-9910965593603321 |
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Aitken James
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||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Euro, Bot & Bond : quando, come e perché scegliere i titoli a reddito fisso / Virginio Schiavetti
| Euro, Bot & Bond : quando, come e perché scegliere i titoli a reddito fisso / Virginio Schiavetti |
| Autore | Schiavetti, Virginio <1965- > |
| Pubbl/distr/stampa | Milano, : Il sole 24 ore, 2001 |
| Descrizione fisica | 60 p. ; 19 cm |
| Disciplina |
332
332.632044 332.6323 332.63232 |
| Collana | [Collana dedicata all'arrivo dell'euro] |
| Soggetto topico |
Titoli a reddito fisso
Euro |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Altri titoli varianti | Euro, bot e bond |
| Record Nr. | UNISANNIO-UBO1493561 |
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Schiavetti, Virginio <1965- >
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| Milano, : Il sole 24 ore, 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Sannio | ||
| ||
I certificati di credito del Tesoro : mercato, pricing, regime fiscale, strategie di gestione / Roberto Moro Visconti ; presentazione di Ernesto Paolillo
| I certificati di credito del Tesoro : mercato, pricing, regime fiscale, strategie di gestione / Roberto Moro Visconti ; presentazione di Ernesto Paolillo |
| Autore | Moro Visconti, Roberto |
| Pubbl/distr/stampa | Milano : Edibank, 1996 |
| Descrizione fisica | 260 p. ; 24 cm |
| Disciplina | 332.63232 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNINA-990006828550403321 |
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Moro Visconti, Roberto
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| Milano : Edibank, 1996 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
I titoli di Stato : dalle emissioni italiane a quelle estere : cosa sapere per un investimento sicuro
| I titoli di Stato : dalle emissioni italiane a quelle estere : cosa sapere per un investimento sicuro |
| Pubbl/distr/stampa | Milano, : Il sole 24 ore, 2012 |
| Descrizione fisica | 95 p. : ill. ; 20 cm |
| Disciplina |
332.632044
332.63232 |
| Collana | Risparmio & investimenti in tempo di crisi, . Le guide di Plus 24, I tuoi soldi |
| Soggetto topico | Titoli di Stato |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISANNIO-MO10030436 |
| Milano, : Il sole 24 ore, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Sannio | ||
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Is there a novelty premium on new financial instruments? : the Argentine experience with GDP-indexed warrants / / Alejo Costa, Marcos Chamon, and Luca Antonio Ricci
| Is there a novelty premium on new financial instruments? : the Argentine experience with GDP-indexed warrants / / Alejo Costa, Marcos Chamon, and Luca Antonio Ricci |
| Autore | Costa Alejo |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (42 p.) |
| Disciplina | 332.63232 |
| Altri autori (Persone) |
ChamonMarcos
RicciLuca Antonio |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico | Inflation-indexed bonds - Argentina - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-0333-1
1-4527-7633-4 1-282-84063-0 1-4518-6969-X 9786612840630 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The Argentine GDP-Warrants; Tables; 1. Main Economic Indicators; Figures; 1. GDP Warrants - Currency Distribution; 2. Base Level GDP and GDP Growth; 2. GPD-Linked Unit: Outstanding Value, Units of Currency and Payments; III. Market Response; IV. Theoretical Value; 3. GDP Warrants - Market Price; A. Discount Rate; B. GDP; C. Inflation and the Exchange Rate; V. Main Baseline Results for the US GDP Warrant; 3. Baseline Assumptions; 4. US GDP Warrant Theoretical Values Using Random Sampling from 1981-2007 Residuals; A. Main Factors Behind Valuation Changes
5. US GDP Warrant Premiums Using Random Sampling from 1980-2007 ResidualsB. Comparisons with Investment Bank Valuations; 6. Factors Explaining Price Changes; 7. US GDP Warrant Theoretical Value Under Average Investment Bank Assumptions and Market Prices; 8. US GDP Warrant Premiums Using Average Investment Bank Assumptions; 9. US GDP Warrant Residual Premium Under Different Scenarios; VI. Other Valuation Exercises; A. Theoretical Values for the Arg GDP Warrant; 10. Arg GDP Warrant Using Random Sampling from 1981-2007 Residuals; B. Theoretical Values for the Euro GDP Warrant C. The Effect of Exchange Rates and Inflation11. Arg GDP Warrant Premiums Using Random Sampling from 1981-2007 Residuals; 12. Euro GDP Warrant Premiums Using Random Sampling from 1981-2007 Residuals; 13. Arg GDP Warrant Theoretical Values Robustness With Respect to Inflation; D. The Effect of Growth; 4. Sensitivity on 2007/2008 Baseline Growth +/- 1.5%; 5. Sensitivity on Convergence Year; E. The Effect of Uncertainty; F. Expected Value for the Remaining Maturity; 14a. Expected Cash Flows; 14b. Distribution of Expected Effective Maturity 15 Expected Theoretical Values for the Warrants Over TimeVII. Conclusions; Appendices; 1. Investors' Survey; 2. Discounting Cash Flows; References |
| Record Nr. | UNINA-9910464005803321 |
|
Costa Alejo
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| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Is There a Novelty Premium on New Financial Instruments? The Argentine Experience with GDP-Indexed Warrants / / Luca Ricci, Marcos Chamon, Alejo Costa
| Is There a Novelty Premium on New Financial Instruments? The Argentine Experience with GDP-Indexed Warrants / / Luca Ricci, Marcos Chamon, Alejo Costa |
| Autore | Ricci Luca |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (42 p.) |
| Disciplina | 332.63232 |
| Altri autori (Persone) |
ChamonMarcos
CostaAlejo |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Inflation-indexed bonds - Argentina - Econometric models
Banks and Banking Foreign Exchange Inflation Investments: General Money and Monetary Policy Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Price Level Deflation General Financial Markets: General (includes Measurement and Data) Interest Rates: Determination, Term Structure, and Effects Monetary economics Macroeconomics Investment & securities Finance Currency Foreign exchange Currencies Securities Discount rates Exchange rates Money Prices Financial instruments Discount |
| ISBN |
1-4623-0333-1
1-4527-7633-4 1-282-84063-0 1-4518-6969-X 9786612840630 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The Argentine GDP-Warrants; Tables; 1. Main Economic Indicators; Figures; 1. GDP Warrants - Currency Distribution; 2. Base Level GDP and GDP Growth; 2. GPD-Linked Unit: Outstanding Value, Units of Currency and Payments; III. Market Response; IV. Theoretical Value; 3. GDP Warrants - Market Price; A. Discount Rate; B. GDP; C. Inflation and the Exchange Rate; V. Main Baseline Results for the US GDP Warrant; 3. Baseline Assumptions; 4. US GDP Warrant Theoretical Values Using Random Sampling from 1981-2007 Residuals; A. Main Factors Behind Valuation Changes
5. US GDP Warrant Premiums Using Random Sampling from 1980-2007 ResidualsB. Comparisons with Investment Bank Valuations; 6. Factors Explaining Price Changes; 7. US GDP Warrant Theoretical Value Under Average Investment Bank Assumptions and Market Prices; 8. US GDP Warrant Premiums Using Average Investment Bank Assumptions; 9. US GDP Warrant Residual Premium Under Different Scenarios; VI. Other Valuation Exercises; A. Theoretical Values for the Arg GDP Warrant; 10. Arg GDP Warrant Using Random Sampling from 1981-2007 Residuals; B. Theoretical Values for the Euro GDP Warrant C. The Effect of Exchange Rates and Inflation11. Arg GDP Warrant Premiums Using Random Sampling from 1981-2007 Residuals; 12. Euro GDP Warrant Premiums Using Random Sampling from 1981-2007 Residuals; 13. Arg GDP Warrant Theoretical Values Robustness With Respect to Inflation; D. The Effect of Growth; 4. Sensitivity on 2007/2008 Baseline Growth +/- 1.5%; 5. Sensitivity on Convergence Year; E. The Effect of Uncertainty; F. Expected Value for the Remaining Maturity; 14a. Expected Cash Flows; 14b. Distribution of Expected Effective Maturity 15 Expected Theoretical Values for the Warrants Over TimeVII. Conclusions; Appendices; 1. Investors' Survey; 2. Discounting Cash Flows; References |
| Record Nr. | UNINA-9910788245603321 |
|
Ricci Luca
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Is There a Novelty Premium on New Financial Instruments? The Argentine Experience with GDP-Indexed Warrants / / Luca Ricci, Marcos Chamon, Alejo Costa
| Is There a Novelty Premium on New Financial Instruments? The Argentine Experience with GDP-Indexed Warrants / / Luca Ricci, Marcos Chamon, Alejo Costa |
| Autore | Ricci Luca |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (42 p.) |
| Disciplina | 332.63232 |
| Altri autori (Persone) |
ChamonMarcos
CostaAlejo |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Inflation-indexed bonds - Argentina - Econometric models
Banks and Banking Currencies Currency Deflation Discount rates Discount Exchange rates Finance Financial instruments Foreign Exchange Foreign exchange General Financial Markets: General (includes Measurement and Data) Government and the Monetary System Inflation Interest Rates: Determination, Term Structure, and Effects Investment & securities Investments: General Macroeconomics Monetary economics Monetary Systems Money and Monetary Policy Money Payment Systems Price Level Prices Regimes Securities Standards |
| ISBN |
9786612840630
9781462303335 1462303331 9781452776330 1452776334 9781282840638 1282840630 9781451869699 145186969X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The Argentine GDP-Warrants; Tables; 1. Main Economic Indicators; Figures; 1. GDP Warrants - Currency Distribution; 2. Base Level GDP and GDP Growth; 2. GPD-Linked Unit: Outstanding Value, Units of Currency and Payments; III. Market Response; IV. Theoretical Value; 3. GDP Warrants - Market Price; A. Discount Rate; B. GDP; C. Inflation and the Exchange Rate; V. Main Baseline Results for the US GDP Warrant; 3. Baseline Assumptions; 4. US GDP Warrant Theoretical Values Using Random Sampling from 1981-2007 Residuals; A. Main Factors Behind Valuation Changes
5. US GDP Warrant Premiums Using Random Sampling from 1980-2007 ResidualsB. Comparisons with Investment Bank Valuations; 6. Factors Explaining Price Changes; 7. US GDP Warrant Theoretical Value Under Average Investment Bank Assumptions and Market Prices; 8. US GDP Warrant Premiums Using Average Investment Bank Assumptions; 9. US GDP Warrant Residual Premium Under Different Scenarios; VI. Other Valuation Exercises; A. Theoretical Values for the Arg GDP Warrant; 10. Arg GDP Warrant Using Random Sampling from 1981-2007 Residuals; B. Theoretical Values for the Euro GDP Warrant C. The Effect of Exchange Rates and Inflation11. Arg GDP Warrant Premiums Using Random Sampling from 1981-2007 Residuals; 12. Euro GDP Warrant Premiums Using Random Sampling from 1981-2007 Residuals; 13. Arg GDP Warrant Theoretical Values Robustness With Respect to Inflation; D. The Effect of Growth; 4. Sensitivity on 2007/2008 Baseline Growth +/- 1.5%; 5. Sensitivity on Convergence Year; E. The Effect of Uncertainty; F. Expected Value for the Remaining Maturity; 14a. Expected Cash Flows; 14b. Distribution of Expected Effective Maturity 15 Expected Theoretical Values for the Warrants Over TimeVII. Conclusions; Appendices; 1. Investors' Survey; 2. Discounting Cash Flows; References |
| Record Nr. | UNINA-9910955171603321 |
|
Ricci Luca
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
