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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 | ||
| ||
