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 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||