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Accounting discretion of banks during a financial crisis / / Luc Laeven, Harry Huizinga
Accounting discretion of banks during a financial crisis / / Luc Laeven, Harry Huizinga
Autore Laeven Luc
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 41 p. : ill
Disciplina 332.01
Altri autori (Persone) HuizingaHarry
Collana IMF Working Papers
Soggetto topico Banks and banking
Accounting - Corrupt practices
Asset valuation
Asset-liability management
Banking
Banks and Banking
Banks
Depository Institutions
Finance
Financial Institutions and Services: Government Policy and Regulation
Financial instruments
Financial Risk Management
Financial services law & regulation
General Financial Markets: General (includes Measurement and Data)
Industries: Financial Services
International Financial Markets
Investment & securities
Investments: General
Loan loss provisions
Loans
Micro Finance Institutions
Mortgages
Securities
State supervision
Asset and liability management
Financial institutions
Financial regulation and supervision
Financial services
ISBN 9786612844133
9781462332557
1462332552
9781451873542
1451873549
9781282844131
128284413X
9781452734927
1452734925
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Contents -- I. Introduction -- II. Tobin's q Value and Market Discounts -- III. The Data -- IV. Market Discounts and Valuation Effects of Real Estate Related Assets -- A. Empirical Evidence on Market Discounts -- B. Banks' Stock Price Reaction to Amendments of Fair Value Accounting Rules -- V. Accounting Discretion on Impaired Assets and Asset Classification -- A. Accounting Discretion on Accounting for Bad Loans -- B. Classification of Mortgage-Backed Securities -- VI. Conclusions -- References -- Appendix -- Variable Definitions and Data Sources -- Tables -- 1. Summary Statistics for 2008, Quarterly Data -- 2. Tobin's q and Real Estate Related Assets in 2008 -- 3. Tobin's q and Real Estate Related Assets in 2001-2007 -- 4. Tobin's q Real Estate Related Assets and Asset Size -- 5. Tobin's q and Additional Balance Sheet and Off-balance Sheet Items -- 6. Event Study of New FASB Rules on Fair Value Accounting for Illiquid Assets (FAS 157), Announced on October 10, 2008 -- 7. Event Study of FASB Amendments to Fair Value Accounting of Hard-to-Value Assets, Announced on April 9, 2009 -- 8. Loan Loss Provisions and Net Loan Charge-offs in 2008 -- 9. Share of Mortgage-backed Securities that is Held-to-Maturity in 2008 -- 10. Share of Non-Guaranteed Mortgage-backed Securities that is Held-to-Maturity in 2001-2007 -- Figures -- 1. Tobin's q and Share of Zombie Banks -- 2. Real Estate Loans and Mortgage-backed Securities -- 3. Share of Mortgage-backed Securities that is Held-to-Maturity -- 4. Fair Value of Mortgage-backed Securities Relative to Amortized Cost -- 5. Tier 1 Capital Ratio and Share of Tier 1 Capital in Total Capital.
Record Nr. UNINA-9911110301903321
Laeven Luc  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Accounting discretion of banks during a financial crisis / / Luc Laeven, Harry Huizinga
Accounting discretion of banks during a financial crisis / / Luc Laeven, Harry Huizinga
Autore Laeven Luc
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 41 p. : ill
Disciplina 332.01
Altri autori (Persone) HuizingaHarry
Collana IMF Working Papers
Soggetto topico Banks and banking
Accounting - Corrupt practices
Asset valuation
Asset-liability management
Banking
Banks and Banking
Banks
Depository Institutions
Finance
Financial Institutions and Services: Government Policy and Regulation
Financial instruments
Financial Risk Management
Financial services law & regulation
General Financial Markets: General (includes Measurement and Data)
Industries: Financial Services
International Financial Markets
Investment & securities
Investments: General
Loan loss provisions
Loans
Micro Finance Institutions
Mortgages
Securities
State supervision
Asset and liability management
Financial institutions
Financial regulation and supervision
Financial services
ISBN 9786612844133
9781462332557
1462332552
9781451873542
1451873549
9781282844131
128284413X
9781452734927
1452734925
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Contents -- I. Introduction -- II. Tobin's q Value and Market Discounts -- III. The Data -- IV. Market Discounts and Valuation Effects of Real Estate Related Assets -- A. Empirical Evidence on Market Discounts -- B. Banks' Stock Price Reaction to Amendments of Fair Value Accounting Rules -- V. Accounting Discretion on Impaired Assets and Asset Classification -- A. Accounting Discretion on Accounting for Bad Loans -- B. Classification of Mortgage-Backed Securities -- VI. Conclusions -- References -- Appendix -- Variable Definitions and Data Sources -- Tables -- 1. Summary Statistics for 2008, Quarterly Data -- 2. Tobin's q and Real Estate Related Assets in 2008 -- 3. Tobin's q and Real Estate Related Assets in 2001-2007 -- 4. Tobin's q Real Estate Related Assets and Asset Size -- 5. Tobin's q and Additional Balance Sheet and Off-balance Sheet Items -- 6. Event Study of New FASB Rules on Fair Value Accounting for Illiquid Assets (FAS 157), Announced on October 10, 2008 -- 7. Event Study of FASB Amendments to Fair Value Accounting of Hard-to-Value Assets, Announced on April 9, 2009 -- 8. Loan Loss Provisions and Net Loan Charge-offs in 2008 -- 9. Share of Mortgage-backed Securities that is Held-to-Maturity in 2008 -- 10. Share of Non-Guaranteed Mortgage-backed Securities that is Held-to-Maturity in 2001-2007 -- Figures -- 1. Tobin's q and Share of Zombie Banks -- 2. Real Estate Loans and Mortgage-backed Securities -- 3. Share of Mortgage-backed Securities that is Held-to-Maturity -- 4. Fair Value of Mortgage-backed Securities Relative to Amortized Cost -- 5. Tier 1 Capital Ratio and Share of Tier 1 Capital in Total Capital.
Record Nr. UNINA-9911149005303321
Laeven Luc
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Assessing Liquidity Buffers in the Panamanian Banking Sector / / Andras Komaromi, Metodij Hadzi-Vaskov, Torsten Wezel
Assessing Liquidity Buffers in the Panamanian Banking Sector / / Andras Komaromi, Metodij Hadzi-Vaskov, Torsten Wezel
Autore Komaromi Andras
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2016
Descrizione fisica 1 online resource (23 pages) : illustrations, tables
Disciplina 332.1
Altri autori (Persone) Hadzi-VaskovMetodij
WezelTorsten
Collana IMF Working Papers
Soggetto topico Banks and banking - Panama
Liquidity (Economics)
Liquid assets - Panama
Banks and Banking
Finance: General
Investments: General
Financial Institutions and Services: General
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Financial Institutions and Services: Government Policy and Regulation
Portfolio Choice
Investment Decisions
General Financial Markets: General (includes Measurement and Data)
Financial services law & regulation
Banking
Finance
Investment & securities
Liquidity requirements
Liquidity
Commercial banks
Liquidity stress testing
Financial regulation and supervision
Asset and liability management
Financial institutions
Financial sector policy and analysis
Securities
Banks and banking
State supervision
Economics
Financial instruments
ISBN 9781475544831
1475544839
9781475544893
1475544898
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910154899403321
Komaromi Andras  
Washington, D.C. : , : International Monetary Fund, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Asset bubbles : re-thinking policy for the age of asset management / / Bradley Jones
Asset bubbles : re-thinking policy for the age of asset management / / Bradley Jones
Autore Jones Bradley
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2015
Descrizione fisica 1 online resource (60 pages)
Disciplina 332.10681
Collana IMF Working Papers
Soggetto topico Asset-liability management
Financial risk management
Monetary policy
Economic policy
Finance: General
Financial Risk Management
Macroeconomics
Financial Markets and the Macroeconomy
Central Banks and Their Policies
Financial Crises
Information and Market Efficiency
Event Studies
International Financial Markets
General Financial Markets: Government Policy and Regulation
Price Level
Inflation
Deflation
General Financial Markets: General (includes Measurement and Data)
Economic & financial crises & disasters
Finance
Asset prices
Asset bubbles
Asset management
Financial sector stability
Stock markets
Prices
Financial crises
Asset and liability management
Financial sector policy and analysis
Financial markets
Financial services industry
Stock exchanges
ISBN 1-4983-9762-X
1-4983-0415-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Abstract; Contents; I. Introduction; Figures; Figure 1. Worldwide Financial Assets and Institutional Assets; Figure 2. Bank Assets vs. Investment Firm Assets under Management; II. The 'Clean vs. Lean' Debate: A Survey; Tables; Table 1. Dimensions of the Traditional 'Clean vs. Lean' Debate; III. Theories of (In)Efficient Markets and Speculative Bubbles; A. Bubbles and the (In)Efficiency of Markets - A Review; B. Competing Models of Bubble Formation and Persistence; Table 2. Stylized Summary of Asset Pricing/Bubble Models; Figure 3. Benchmark Decomposition of Hedge Fund Returns
Figure 4. Subjective vs. Objective Expected Returns IV. Policy Implications; Table 3. Mapping Policy Responses to Bubble Models; Figure 5. Relative 10-year Annualized Out performance of Fundamental-based Indices; V. Concluding Remarks and Future Research
Record Nr. UNINA-9910796903403321
Jones Bradley  
Washington, D.C. : , : International Monetary Fund, , 2015
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Asset Bubbles : : Re-thinking Policy for the Age of Asset Management / / Bradley Jones
Asset Bubbles : : Re-thinking Policy for the Age of Asset Management / / Bradley Jones
Autore Jones Bradley
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2015
Descrizione fisica 1 online resource (60 pages)
Disciplina 332.10681
Collana IMF Working Papers
Soggetto topico Asset-liability management
Financial risk management
Monetary policy
Economic policy
Finance: General
Financial Risk Management
Macroeconomics
Financial Markets and the Macroeconomy
Central Banks and Their Policies
Financial Crises
Information and Market Efficiency
Event Studies
International Financial Markets
General Financial Markets: Government Policy and Regulation
Price Level
Inflation
Deflation
General Financial Markets: General (includes Measurement and Data)
Economic & financial crises & disasters
Finance
Asset prices
Asset bubbles
Asset management
Financial sector stability
Stock markets
Prices
Financial crises
Asset and liability management
Financial sector policy and analysis
Financial markets
Financial services industry
Stock exchanges
ISBN 9781498397629
149839762X
9781498304153
149830415X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Abstract; Contents; I. Introduction; Figures; Figure 1. Worldwide Financial Assets and Institutional Assets; Figure 2. Bank Assets vs. Investment Firm Assets under Management; II. The 'Clean vs. Lean' Debate: A Survey; Tables; Table 1. Dimensions of the Traditional 'Clean vs. Lean' Debate; III. Theories of (In)Efficient Markets and Speculative Bubbles; A. Bubbles and the (In)Efficiency of Markets - A Review; B. Competing Models of Bubble Formation and Persistence; Table 2. Stylized Summary of Asset Pricing/Bubble Models; Figure 3. Benchmark Decomposition of Hedge Fund Returns
Figure 4. Subjective vs. Objective Expected Returns IV. Policy Implications; Table 3. Mapping Policy Responses to Bubble Models; Figure 5. Relative 10-year Annualized Out performance of Fundamental-based Indices; V. Concluding Remarks and Future Research
Record Nr. UNINA-9911096684003321
Jones Bradley  
Washington, D.C. : , : International Monetary Fund, , 2015
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Asset Bubbles : : Re-thinking Policy for the Age of Asset Management / / Bradley Jones
Asset Bubbles : : Re-thinking Policy for the Age of Asset Management / / Bradley Jones
Autore Jones Bradley
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2015
Descrizione fisica 1 online resource (60 pages)
Disciplina 332.10681
Collana IMF Working Papers
Soggetto topico Asset-liability management
Financial risk management
Monetary policy
Economic policy
Finance: General
Financial Risk Management
Macroeconomics
Financial Markets and the Macroeconomy
Central Banks and Their Policies
Financial Crises
Information and Market Efficiency
Event Studies
International Financial Markets
General Financial Markets: Government Policy and Regulation
Price Level
Inflation
Deflation
General Financial Markets: General (includes Measurement and Data)
Economic & financial crises & disasters
Finance
Asset prices
Asset bubbles
Asset management
Financial sector stability
Stock markets
Prices
Financial crises
Asset and liability management
Financial sector policy and analysis
Financial markets
Financial services industry
Stock exchanges
ISBN 9781498397629
149839762X
9781498304153
149830415X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Abstract; Contents; I. Introduction; Figures; Figure 1. Worldwide Financial Assets and Institutional Assets; Figure 2. Bank Assets vs. Investment Firm Assets under Management; II. The 'Clean vs. Lean' Debate: A Survey; Tables; Table 1. Dimensions of the Traditional 'Clean vs. Lean' Debate; III. Theories of (In)Efficient Markets and Speculative Bubbles; A. Bubbles and the (In)Efficiency of Markets - A Review; B. Competing Models of Bubble Formation and Persistence; Table 2. Stylized Summary of Asset Pricing/Bubble Models; Figure 3. Benchmark Decomposition of Hedge Fund Returns
Figure 4. Subjective vs. Objective Expected Returns IV. Policy Implications; Table 3. Mapping Policy Responses to Bubble Models; Figure 5. Relative 10-year Annualized Out performance of Fundamental-based Indices; V. Concluding Remarks and Future Research
Record Nr. UNINA-9911132194903321
Jones Bradley  
Washington, D.C. : , : International Monetary Fund, , 2015
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Balance of Payments Statistics Yearbook, 2009
Balance of Payments Statistics Yearbook, 2009
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (1188 p.)
Collana Balance of Payments Statistics
Soggetto topico Balance of payments
Balance of trade
Asset and liability management
Econometrics & economic statistics
Economic and financial statistics
Economic statistics
Economics
Finance
Finance: General
General Financial Markets: General (includes Measurement and Data)
Investment Decisions
Liquidity
Portfolio Choice
Statistics
ISBN 9781455254972
1455254975
9781452717074
1452717079
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- CONTENTS -- SELECTION OF STATISTICAL PUBLICATIONS -- INTRODUCTION -- ANNEX I. ANALYTIC PRESENTATION -- ANNEX II. STANDARD PRESENTATION -- ANNEX III. IMF/OECD/EUROSTAT CODING SYSTEM FOR BALANCE OF PAYMENTS, INTERNATIONAL INVESTMENT POSITION, AND TRADE IN SERVICES -- ANNEX IV. STANDARD COMPONENTS OF INTERNATIONAL INVESTMENT POSITION -- ANNEX V. CONCEPTUAL FRAMEWORK OF THE BALANCE OF PAYMENTS AND INTERNATIONAL INVESTMENT POSITION -- ANNEX VI. CLASSIFICATION AND STANDARD COMPONENTS OF THE BALANCE OF PAYMENTS -- FRENCH INTRODUCTION -- ANNEXE I. PRÉSENTATION -- ANNEXE II. COMPOSANTES -- ANNEXE III. SYSTÈME DE CODAGE FMI/OCDE/EUROSTAT APPLICABLE À LA BALANCE DES PAIEMENTS, À LA POSITION EXTÉRIEURE GLOBALE ET AU COMMERCE INTERNATIONAL DE SERVICES -- ANNEXE IV. POSITION EXTÉRIEURE GLOBALE : COMPOSANTES TYPES -- ANNEXE V. CADRE CONCEPTUEL DE LA BALANCE DES PAIEMENTS ET DE LA POSITION EXTÉRIEURE GLOBALE -- ANNEXE VI. CLASSIFICATION ET COMPOSANTES TYPES DE LA BALANCE DES PAIEMENTS -- SPANISH INTRODUCCIÓN -- ANEXO I. PRESENTACIÓN ANALÍTICA -- ANEXO II. PRESENTACIÓN NORMALIZADA -- ANEXO III. SISTEMA DE CODIFICACIÓN FMI/OCDE/EUROSTAT PARA LA BALANZA DE PAGOS, LA POSICIÓN DE INVERSIÓN INTERNACIONAL Y EL COMERCIO DE SERVICIOS -- ANEXO V. MARCO CONCEPTUAL DE LA BALANZA DE PAGOS Y DE LA POSICIÓN DE INVERSIÓN INTERNACIONAL -- ANEXO VI. CLASIFICACIÓN Y COMPONENTES NORMALIZADOS DE LA BALANZA DE PAGOS -- COUNTRY TABLES -- A -- B -- C -- D -- E -- F -- G -- H -- I -- J -- K -- L -- M -- N -- O -- P -- R -- S -- T -- U -- V -- W -- Y -- Z.
Altri titoli varianti BOPSY 2009 : part 1, country tables
Balance of payments statistics. Yearbook 2009
Record Nr. UNINA-9911097072003321
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Balance of Payments Statistics Yearbook, 2009
Balance of Payments Statistics Yearbook, 2009
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (1188 p.)
Collana Balance of Payments Statistics
Soggetto topico Balance of payments
Balance of trade
Asset and liability management
Econometrics & economic statistics
Economic and financial statistics
Economic statistics
Economics
Finance
Finance: General
General Financial Markets: General (includes Measurement and Data)
Investment Decisions
Liquidity
Portfolio Choice
Statistics
ISBN 9781455254972
1455254975
9781452717074
1452717079
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- CONTENTS -- SELECTION OF STATISTICAL PUBLICATIONS -- INTRODUCTION -- ANNEX I. ANALYTIC PRESENTATION -- ANNEX II. STANDARD PRESENTATION -- ANNEX III. IMF/OECD/EUROSTAT CODING SYSTEM FOR BALANCE OF PAYMENTS, INTERNATIONAL INVESTMENT POSITION, AND TRADE IN SERVICES -- ANNEX IV. STANDARD COMPONENTS OF INTERNATIONAL INVESTMENT POSITION -- ANNEX V. CONCEPTUAL FRAMEWORK OF THE BALANCE OF PAYMENTS AND INTERNATIONAL INVESTMENT POSITION -- ANNEX VI. CLASSIFICATION AND STANDARD COMPONENTS OF THE BALANCE OF PAYMENTS -- FRENCH INTRODUCTION -- ANNEXE I. PRÉSENTATION -- ANNEXE II. COMPOSANTES -- ANNEXE III. SYSTÈME DE CODAGE FMI/OCDE/EUROSTAT APPLICABLE À LA BALANCE DES PAIEMENTS, À LA POSITION EXTÉRIEURE GLOBALE ET AU COMMERCE INTERNATIONAL DE SERVICES -- ANNEXE IV. POSITION EXTÉRIEURE GLOBALE : COMPOSANTES TYPES -- ANNEXE V. CADRE CONCEPTUEL DE LA BALANCE DES PAIEMENTS ET DE LA POSITION EXTÉRIEURE GLOBALE -- ANNEXE VI. CLASSIFICATION ET COMPOSANTES TYPES DE LA BALANCE DES PAIEMENTS -- SPANISH INTRODUCCIÓN -- ANEXO I. PRESENTACIÓN ANALÍTICA -- ANEXO II. PRESENTACIÓN NORMALIZADA -- ANEXO III. SISTEMA DE CODIFICACIÓN FMI/OCDE/EUROSTAT PARA LA BALANZA DE PAGOS, LA POSICIÓN DE INVERSIÓN INTERNACIONAL Y EL COMERCIO DE SERVICIOS -- ANEXO V. MARCO CONCEPTUAL DE LA BALANZA DE PAGOS Y DE LA POSICIÓN DE INVERSIÓN INTERNACIONAL -- ANEXO VI. CLASIFICACIÓN Y COMPONENTES NORMALIZADOS DE LA BALANZA DE PAGOS -- COUNTRY TABLES -- A -- B -- C -- D -- E -- F -- G -- H -- I -- J -- K -- L -- M -- N -- O -- P -- R -- S -- T -- U -- V -- W -- Y -- Z.
Altri titoli varianti BOPSY 2009 : part 1, country tables
Balance of payments statistics. Yearbook 2009
Record Nr. UNINA-9911151836803321
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Bank Funding Structures and Risk : : Evidence From the Global Financial Crisis / / Pablo Federico, Francisco Vazquez
Bank Funding Structures and Risk : : Evidence From the Global Financial Crisis / / Pablo Federico, Francisco Vazquez
Autore Federico Pablo
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (35 p.)
Altri autori (Persone) VazquezFrancisco
Collana IMF Working Papers
Soggetto topico Global Financial Crisis, 2008-2009
Bank failures - Developed countries
Banks and Banking
Finance: General
Financial Risk Management
Industries: Financial Services
Investments: Stocks
Financial Institutions and Services: Government Policy and Regulation
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Portfolio Choice
Investment Decisions
Financial Crises
Financial Institutions and Services: General
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Banking
Finance
Financial services law & regulation
Economic & financial crises & disasters
Investment & securities
Liquidity requirements
Liquidity
Financial crises
Distressed institutions
Financial regulation and supervision
Asset and liability management
Financial institutions
Stocks
Banks and banking
State supervision
Economics
Financial services industry
ISBN 1-4639-8626-2
1-4639-4952-9
1-4639-4099-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Abstract; Contents; I. Introduction; II. Related Literature and Empirical Hypotheses; III. Data and Target Variables; A. Indicators of Bank Liquidity and Leverage; B. Global Banks Versus Domestic Banks; C. Bank Failure; IV. Empirical Approach and Quantitative Results; A. Stylized Facts; B. Baseline Regressions; C. Are There Threshold Effects at Play?; D. Are There Differences Across Bank Types?; V. Robustness Check; VI. Concluding Remarks; VII. References; Figures; 1. Evolution of Structural Liquidity and Leverage Before the Crisis, 2001-07
2. Evolution of Structural Liquidity and Leverage by Failed and Non-Failed Banks3. Distributions of Pre-Crisis Liquidity and Leverage across Failed and Non-Failed; Tables; 1. Stylized Balance-Sheet and Weights to Compute the NSFR; 2. Sample Coverage by Region and Type; 3. Summary Statistics of Selected Variables, 2001-07; 4. Pairwise Correlations Between Selected Variables, 2001-07; 5. Baseline Regressions; 6. Estimates of the Marginal Impact on the Probabilities of Default; 7. Probit Regressions by Sub-Samples of Liquidity and Leverage; 8. Regressions by Bank Types
9. Results of Robustness Checks by Alternative Definitions of Liquidity and CapitalTable 10. Results of Robustness Checks by Sub-Components of Bank Failure
Record Nr. UNINA-9910789904003321
Federico Pablo  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Bank Funding Structures and Risk : : Evidence From the Global Financial Crisis / / Pablo Federico, Francisco Vazquez
Bank Funding Structures and Risk : : Evidence From the Global Financial Crisis / / Pablo Federico, Francisco Vazquez
Autore Federico Pablo
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (35 p.)
Disciplina 332.1/52
Altri autori (Persone) VázquezFrancisco
Collana IMF Working Papers
Soggetto topico Global Financial Crisis, 2008-2009
Bank failures - Developed countries
Banks and Banking
Finance: General
Financial Risk Management
Industries: Financial Services
Investments: Stocks
Financial Institutions and Services: Government Policy and Regulation
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Portfolio Choice
Investment Decisions
Financial Crises
Financial Institutions and Services: General
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Banking
Finance
Financial services law & regulation
Economic & financial crises & disasters
Investment & securities
Liquidity requirements
Liquidity
Financial crises
Distressed institutions
Financial regulation and supervision
Asset and liability management
Financial institutions
Stocks
Banks and banking
State supervision
Economics
Financial services industry
ISBN 9781463986261
1463986262
9781463949525
1463949529
9781463940997
1463940998
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Abstract; Contents; I. Introduction; II. Related Literature and Empirical Hypotheses; III. Data and Target Variables; A. Indicators of Bank Liquidity and Leverage; B. Global Banks Versus Domestic Banks; C. Bank Failure; IV. Empirical Approach and Quantitative Results; A. Stylized Facts; B. Baseline Regressions; C. Are There Threshold Effects at Play?; D. Are There Differences Across Bank Types?; V. Robustness Check; VI. Concluding Remarks; VII. References; Figures; 1. Evolution of Structural Liquidity and Leverage Before the Crisis, 2001-07
2. Evolution of Structural Liquidity and Leverage by Failed and Non-Failed Banks3. Distributions of Pre-Crisis Liquidity and Leverage across Failed and Non-Failed; Tables; 1. Stylized Balance-Sheet and Weights to Compute the NSFR; 2. Sample Coverage by Region and Type; 3. Summary Statistics of Selected Variables, 2001-07; 4. Pairwise Correlations Between Selected Variables, 2001-07; 5. Baseline Regressions; 6. Estimates of the Marginal Impact on the Probabilities of Default; 7. Probit Regressions by Sub-Samples of Liquidity and Leverage; 8. Regressions by Bank Types
9. Results of Robustness Checks by Alternative Definitions of Liquidity and CapitalTable 10. Results of Robustness Checks by Sub-Components of Bank Failure
Record Nr. UNINA-9911093191503321
Federico Pablo  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui