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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 | ||
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Default, credit growth, and asset prices [[electronic resource] /] / Miguel A. Segoviano Basurto, Charles Goodhart, and Boris Hofmann
| Default, credit growth, and asset prices [[electronic resource] /] / Miguel A. Segoviano Basurto, Charles Goodhart, and Boris Hofmann |
| Autore | Segoviano Miguel A |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., 2006 |
| Descrizione fisica | 1 online resource (44 p.) |
| Altri autori (Persone) |
GoodhartC. A. E (Charles Albert Eric)
HofmannBoris |
| Collana | IMF working paper |
| Soggetto topico |
Asset allocation - Econometric models
Credit - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-7401-8
1-4527-4912-4 1-283-51287-4 1-4519-0936-5 9786613825322 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BANK CREDIT AND PROPERTY PRICES""; ""III. DEFAULT, CREDIT GROWTH, AND ASSET PRICES""; ""IV. RESULTS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""References"" |
| Record Nr. | UNINA-9910464845003321 |
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Segoviano Miguel 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 | ||
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Distance-to-default in banking [[electronic resource] ] : a bridge too far? / / Jorge A. Chan-Lau and Amadou N.R. Sy
| Distance-to-default in banking [[electronic resource] ] : a bridge too far? / / Jorge A. Chan-Lau and Amadou N.R. Sy |
| Autore | Chan-Lau Jorge A |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 |
| Descrizione fisica | 1 online resource (19 p.) |
| Altri autori (Persone) | SyAmadou N. R |
| Collana | IMF working paper |
| Soggetto topico |
Bank capital - Econometric models
Bank failures - Econometric models Default (Finance) - Econometric models Risk - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-5181-6
1-4527-7738-1 1-283-51164-9 1-4519-0928-4 9786613824097 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. WHAT HAPPENS BEFORE A BANK DEFAULT?""; ""III. A UNIFIED FRAMEWORK FOR DISTANCE MEASURES : DISTANCE-TO-CAPITAL""; ""IV. CASE STUDY: THE RESONA AND ASHIKAGA BANKS""; ""V. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910464845903321 |
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Chan-Lau Jorge A
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| [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Fundamentals-based estimation of default probabilities [[electronic resource] ] : a survey / / Jorge A. Chan-Lau
| Fundamentals-based estimation of default probabilities [[electronic resource] ] : a survey / / Jorge A. Chan-Lau |
| Autore | Chan-Lau Jorge A |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 |
| Descrizione fisica | 1 online resource (20 p.) |
| Collana | IMF working paper |
| Soggetto topico |
Corporations - Evaluation - Econometric models
Default (Finance) - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-4173-X
1-4527-5115-3 1-282-39224-7 9786613820679 1-4527-0256-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. MACROECONOMIC-BASED MODELS""; ""III. CREDIT SCORING (OR ACCOUNTING-BASED) MODELS""; ""IV. RATINGS-BASED MODELS""; ""V. HYBRID MODELS""; ""VI. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910464829003321 |
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Chan-Lau Jorge A
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| [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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How do central banks write on financial stability? [[electronic resource] /] / Martin Čihák
| How do central banks write on financial stability? [[electronic resource] /] / Martin Čihák |
| Autore | Čihák Martin |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 |
| Descrizione fisica | 1 online resource (56 p.) |
| Collana | IMF working paper |
| Soggetto topico |
Banks and banking, Central
Economic stabilization Finance Financial statements |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-3366-4
1-4527-1079-1 1-283-51198-3 9786613824431 1-4519-8496-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. WHAT IS AN FSR AND WHO PUBLISHES IT?""; ""III. ASSESSING THE FSRS""; ""IV. HOW DO EXISTING FSRS COMPARE TO THE PROPOSED CRITERIA?""; ""V. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910464858803321 |
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Čihák Martin
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| [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Inflation targeting in dollarized economies [[electronic resource] /] / prepared by prepared by Leonardo Leiderman, Rodolfo Maino, and Eric Parrado
| Inflation targeting in dollarized economies [[electronic resource] /] / prepared by prepared by Leonardo Leiderman, Rodolfo Maino, and Eric Parrado |
| Autore | Leiderman Leonardo <1951-> |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, Monetary and Financial Systems Dept., c2006 |
| Descrizione fisica | 1 online resource (22 p.) |
| Altri autori (Persone) |
MainoRodolfo <1961->
ParradoEric |
| Collana | IMF working paper |
| Soggetto topico |
Anti-inflationary policies - Developing countries
Currency substitution - Developing countries Monetary policy - Developing countries |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-1953-X
1-4527-7839-6 1-283-51901-1 1-4519-8316-6 9786613831460 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. HOW DOES DOLLARIZATION AFFECT MONETARY POLICY?""; ""III. THE RECENT MONETARY EXPERIENCES OF PERU AND BOLIVIA""; ""IV. MONETARY POLICY TRANSMISSION""; ""V. REACTION FUNCTIONS""; ""VI. CONCLUDING REMARKS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910464676303321 |
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Leiderman Leonardo <1951->
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| Washington, D.C., : International Monetary Fund, Monetary and Financial Systems Dept., c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Is one watchdog better than three? [[electronic resource] ] : International experience with integrated financial sector supervision / / Martin Čihák and Richard Podpiera
| Is one watchdog better than three? [[electronic resource] ] : International experience with integrated financial sector supervision / / Martin Čihák and Richard Podpiera |
| Autore | Čihák Martin |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 |
| Descrizione fisica | 1 online resource (32 p.) |
| Altri autori (Persone) | PodpieraRichard |
| Collana | IMF working paper |
| Soggetto topico |
Banks and banking - State supervision
Financial services industry - Regulation - State supervision |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-4779-7
1-4527-4510-2 1-283-51553-9 1-4519-0853-9 9786613827982 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. TRENDS IN INTEGRATED SUPERVISION""; ""III. REVIEW OF LITERATURE ON INTEGRATED FINANCIAL SUPERVISION""; ""IV. ANALYSIS OF INTERNATIONAL EXPERIENCE WITH INTEGRATED SUPERVISION""; ""V. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910463963903321 |
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Čihák Martin
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| [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Is systematic default risk priced in equity returns? [[electronic resource] ] : a cross-sectional analysis using credit derivatives prices / / Jorge A. Chan-Lau
| Is systematic default risk priced in equity returns? [[electronic resource] ] : a cross-sectional analysis using credit derivatives prices / / Jorge A. Chan-Lau |
| Autore | Chan-Lau Jorge A |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 |
| Descrizione fisica | 1 online resource (18 p.) |
| Collana | IMF working paper |
| Soggetto topico |
Corporations - Valuation - Econometric models
Credit derivatives - Prices - Econometric models Default (Finance) - Econometric models Risk - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-7402-6
1-4527-5317-2 1-282-39213-1 9786613820563 1-4527-0254-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. EQUITY RETURNS AND SYSTEMATIC DEFAULT RISK""; ""III. EXTRACTING SYSTEMATIC DEFAULT RISK MEASURES FROM CREDIT DERIVATIVES PRICES""; ""IV. IS SYSTEMATIC DEFAULT RISK PRICED IN EQUITY RETURNS?""; ""V. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910464832603321 |
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Chan-Lau Jorge A
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| [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Korean crisis [[electronic resource] ] : what did we know and when did we know it? : what stress tests of the corporate sector reveal / / prepared by Matthew T. Jones and Meral Karasulu
| The Korean crisis [[electronic resource] ] : what did we know and when did we know it? : what stress tests of the corporate sector reveal / / prepared by Matthew T. Jones and Meral Karasulu |
| Autore | Jones Matthew T |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., 2006 |
| Descrizione fisica | 1 online resource (21 p.) |
| Altri autori (Persone) | KarasuluMeral |
| Collana | IMF working paper |
| Soggetto topico |
Industries - Korea
Corporations - Korea Financial crises - Korea - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-3063-0
1-4527-8546-5 1-283-51579-2 1-4519-0908-X 9786613828248 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE KOREAN CORPORATE SECTOR BEFORE THE CRISIS""; ""III. STRESS TESTING THE CORPORATE SECTOR""; ""IV. CONCLUSIONS AND LESSONS FOR SURVEILLANCE"" |
| Record Nr. | UNINA-9910464339003321 |
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Jones Matthew T
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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 | ||
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Progress in China's banking sector reform [[electronic resource] ] : has bank behavior changed? / / prepared by Richard Podpiera
| Progress in China's banking sector reform [[electronic resource] ] : has bank behavior changed? / / prepared by Richard Podpiera |
| Autore | Podpiera Richard |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., 2006 |
| Descrizione fisica | 1 online resource (25 p.) |
| Collana | IMF working paper |
| Soggetto topico |
Banks and banking - Government ownership - China
Banks and banking - State supervision - China Bank loans - China Credit - Management - China Corporate governance - China |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-3972-7
1-4527-3501-8 1-283-51388-9 9786613826336 1-4519-0867-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. REFORMS IN TWO PILOT BANKS""; ""III. REFORMS IN OTHER BANKS AND DEPOSIT-TAKING INSTITUTIONS""; ""IV. CREDIT RISK AND BANK LENDING DECISIONS ""; ""V. CONCLUSIONS AND ISSUES GOING FORWARD: CREATING THE INCENTIVES AND INFRASTRUCTURE FOR BANKS TO OPERATE EFFICIENTLY""; ""- APPENDIX"" |
| Record Nr. | UNINA-9910464831203321 |
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Podpiera Richard
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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 | ||
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