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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
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Bank funding structures and risk [[electronic resource] ] : evidence from the global financial crisis / / Francisco Vazquez and Pablo Federico
| Bank funding structures and risk [[electronic resource] ] : evidence from the global financial crisis / / Francisco Vazquez and Pablo Federico |
| Autore | Vázquez Francisco F |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, 2012 |
| Descrizione fisica | 1 online resource (35 p.) |
| Altri autori (Persone) | FedericoPablo |
| Collana | IMF Working Papers |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Bank failures - Developed countries |
| Soggetto genere / forma | Electronic books. |
| 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-9910462031603321 |
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Vázquez Francisco F
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| Washington, D.C., : International Monetary Fund, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
