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MARC Lista (tabellare)
Bank losses, monetary policy and financial stability : evidence on the interplay from panel data / / Erlend Nier and Lea Zicchino ; authorized for distribution by Karl Habermeier
Bank losses, monetary policy and financial stability : evidence on the interplay from panel data / / Erlend Nier and Lea Zicchino ; authorized for distribution by Karl Habermeier
Autore Nier Erlend
Pubbl/distr/stampa [Washington, District of Columbia] : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (32 p.)
Disciplina 332.1
Altri autori (Persone) ZicchinoLea
HabermeierKarl Friedrich
Collana IMF Working Papers
IMF working paper
Soggetto topico Bank failures - Econometric models
Monetary policy - Econometric models
Economic stabilization - Econometric models
Soggetto genere / forma Electronic books.
ISBN 1-4623-0231-9
1-4527-6723-8
9786612841835
1-4518-7090-6
1-282-84183-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Theory and Hypothesis Development; III. Empirical Method and Data; Tables; 1. Summary Statistics; 2. Average of Provision Ratio; IV. Benchmark Results; 3. Benchmark Equation-Determinants of Loan Growth; V. The Effect of Monetary Policy; 4. The Effect of Losses and Monetary Policy-Interactions; 5. The Effect of Capital and Monetary Policy-Interactions; 6. The Effect of Losses, Capital, and Monetary Policy-Interactions; VI. Financial Conditions: Crisis Versus Noncrisis Countries; 7. Determinants of Loan Growth: Crisis Versus Non-crisis Countries
8. Monetary Policy and Banking Crises VII. Robustness Checks; A. Bank-fixed Effects; 9. Monetary Policy and Banking Crises-Interactions; 10. The Effect of Losses and Monetary Policy-Fixed Effects; B. Endogeneity of Bank-specific Characteristics; VIII. Conclusions; 11. The Effect of Losses and Monetary Policy-Robustness to Endogeneity (Fixed Effects Estimate); 12. Description of Variables and Data Sources; 13. Summary Statistics: Monetary Policy and Banking Crisis Countries; 14. Summary Statistics: Monetary Policy and Banking Crisis Episodes; Appendix; References
Record Nr. UNINA-9910463631403321
Nier Erlend  
[Washington, District of Columbia] : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Bank Losses, Monetary Policy and Financial Stability—Evidence on the Interplay from Panel Data / / Lea Zicchino, Erlend Nier
Bank Losses, Monetary Policy and Financial Stability—Evidence on the Interplay from Panel Data / / Lea Zicchino, Erlend Nier
Autore Zicchino Lea
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (32 p.)
Disciplina 332.1
Altri autori (Persone) NierErlend
Collana IMF Working Papers
IMF working paper
Soggetto topico Bank failures - Econometric models
Monetary policy - Econometric models
Economic stabilization - Econometric models
Banks and Banking
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
Financial Crises
Monetary economics
Banking
Finance
Economic & financial crises & disasters
Bank credit
Loans
Credit
Banking crises
Banks and banking
Financial crises
ISBN 1-4623-0231-9
1-4527-6723-8
9786612841835
1-4518-7090-6
1-282-84183-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Theory and Hypothesis Development; III. Empirical Method and Data; Tables; 1. Summary Statistics; 2. Average of Provision Ratio; IV. Benchmark Results; 3. Benchmark Equation-Determinants of Loan Growth; V. The Effect of Monetary Policy; 4. The Effect of Losses and Monetary Policy-Interactions; 5. The Effect of Capital and Monetary Policy-Interactions; 6. The Effect of Losses, Capital, and Monetary Policy-Interactions; VI. Financial Conditions: Crisis Versus Noncrisis Countries; 7. Determinants of Loan Growth: Crisis Versus Non-crisis Countries
8. Monetary Policy and Banking Crises VII. Robustness Checks; A. Bank-fixed Effects; 9. Monetary Policy and Banking Crises-Interactions; 10. The Effect of Losses and Monetary Policy-Fixed Effects; B. Endogeneity of Bank-specific Characteristics; VIII. Conclusions; 11. The Effect of Losses and Monetary Policy-Robustness to Endogeneity (Fixed Effects Estimate); 12. Description of Variables and Data Sources; 13. Summary Statistics: Monetary Policy and Banking Crisis Countries; 14. Summary Statistics: Monetary Policy and Banking Crisis Episodes; Appendix; References
Record Nr. UNINA-9910788345203321
Zicchino Lea  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Bank risk-taking and competition revisited [[electronic resource] ] : new theory and new evidence / / prepared by John H. Boyd, Gianni De Nicolò, and Abu M. Jalal
Bank risk-taking and competition revisited [[electronic resource] ] : new theory and new evidence / / prepared by John H. Boyd, Gianni De Nicolò, and Abu M. Jalal
Autore Boyd John Harvey <1953->
Pubbl/distr/stampa [Washington, D.C.], : International Monetary Fund, 2006
Descrizione fisica 1 online resource (51 p.)
Altri autori (Persone) De NicolóGianni
JalalAbu M
Collana IMF working paper
Soggetto topico Bank failures - Econometric models
Competition - Econometric models
Bank loans - Econometric models
Risk - Econometric models
Soggetto genere / forma Electronic books.
ISBN 1-4623-4777-0
1-4527-7939-2
1-283-45039-9
9786613823663
1-4519-1010-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Bank Risk-Taking and Competition Revisited: New Theory and New Evidence""; ""Contents""; ""I. INTRODUCTION""; ""II. THEORY""; ""III. EVIDENCE""; ""IV. CONCLUSION""; ""Appendix I. Pareto Dominant Equilibria""; ""References""
Record Nr. UNINA-9910464843503321
Boyd John Harvey <1953->  
[Washington, D.C.], : International Monetary Fund, 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Bank Risk-Taking and Competition Revisited : : New Theory and New Evidence / / Gianni De Nicolo, Abu M. Jalal, John Boyd
Bank Risk-Taking and Competition Revisited : : New Theory and New Evidence / / Gianni De Nicolo, Abu M. Jalal, John Boyd
Autore De Nicolo Gianni
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (51 p.)
Altri autori (Persone) JalalAbu M
BoydJohn
Collana IMF Working Papers
Soggetto topico Bank failures - Econometric models
Competition - Econometric models
Bank loans - Econometric models
Risk - Econometric models
Banks and Banking
Finance: General
Investments: Bonds
Macroeconomics
Industries: Financial Services
Econometrics
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
Oligopoly and Other Imperfect Markets
General Financial Markets: General (includes Measurement and Data)
Personal Income, Wealth, and Their Distributions
Estimation
Banking
Finance
Investment & securities
Econometrics & economic statistics
Loans
Bonds
Competition
Personal income
Financial institutions
National accounts
Financial markets
Estimation techniques
Econometric analysis
Banks and banking
Income
Econometric models
ISBN 1-4623-4777-0
1-4527-7939-2
1-283-45039-9
9786613823663
1-4519-1010-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Bank Risk-Taking and Competition Revisited: New Theory and New Evidence""; ""Contents""; ""I. INTRODUCTION""; ""II. THEORY""; ""III. EVIDENCE""; ""IV. CONCLUSION""; ""Appendix I. Pareto Dominant Equilibria""; ""References""
Record Nr. UNINA-9910788413103321
De Nicolo Gianni  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Banking crises and crisis dating [[electronic resource] ] : theory and evidence / / John H. Boyd, Gianni De Nicoló and Elena Loukoianova
Banking crises and crisis dating [[electronic resource] ] : theory and evidence / / John H. Boyd, Gianni De Nicoló and Elena Loukoianova
Autore Boyd John H
Pubbl/distr/stampa [Washington, D.C.], : International Monetary Fund, Research Dept., 2009
Descrizione fisica 1 online resource (52 p.)
Altri autori (Persone) De NicolóGianni
LoukoianovaElena
Collana IMF working paper
Soggetto topico Bank failures - Econometric models
Banks and banking - Econometric models
Economic indicators
Soggetto genere / forma Electronic books.
ISBN 1-4623-9007-2
1-4527-2282-X
9786612843556
1-4518-7288-7
1-282-84355-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction and Summary; II. Major Classifications of Banking Crises; III. BC Indicators an d Their Discrepancies; IV. A Simple Banking Model; V. Evidence from Cross-Country Data: Benchmark Specifications; A. Logit Regressions with BC Indicators as Dependent Variables; B. SBS indicators Predict BC indicators; C. Logit Regressions with SBS Indicators as Dependent Variables; VI. Market Structure and Deposit Insurance; A. Bank Market Structure and Competition; B. Deposit Insurance; VII. Currency and "Twin" Crises; A. BC and SBS Indicators as Dependent Variables
B. Currency Crises as Dependent VariablesVIII. Evidence from Bank-Level Data; A. Measures of Systemic Bank Shocks; B. SBS indicators Predict BC indicators; C. Market Structure, Deposit Insurance and External Shocks; VI. Conclusion; References; Tables; 1. BC Indicators; 2. Logit Regressions with Start Date BC Indicators (crisis dates after the first crisis year excluded); 3. Logit Regressions with BC Indicators (all observations with crisis dating); 4. Logit Regressions: Do SBS Lending Indicators Predict BC Indicators?; 5. Logit Regressions: Do SBS Deposit Indicators Predict BC Indicators?
6. Logit Regressions with SBS Indicators ad Dependent Variables7. Logit Regressions: BC Indicators and Bank Concentration Measures; 8. Logit Regressions: SBS Indicators and Bank Concentration Measures; 9. Logit Regressions: BC Indicators, SBS Indicators and Deposit Insurance; 10. Logit Regressions: BC Indicators, SBS Indicators, Deposit Insurance Features and Quality of Institutions; 11. Logit Regressions: BC Indicators, Currency and Twin Crises; 12. Logit Regressions: SBS Indicators, Currency and Twin Crises; 13. Logit Regressions: Currency Crises and SBS Indicators
14. Bank Level Data, Random Effect Logit Regressions: SBS Indicators Predict BC Indicators15. Bank Level Data, Random Effect Logit Regressions: Determinants of SBS and BC Indicators; A1. ""Systemic"" Banking Crises and Crisis Dating in Different Classifications
Record Nr. UNINA-9910463989903321
Boyd John H  
[Washington, D.C.], : International Monetary Fund, Research Dept., 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Banking Crises and Crisis Dating : : Theory and Evidence / / Elena Loukoianova, Gianni De Nicolo, John Boyd
Banking Crises and Crisis Dating : : Theory and Evidence / / Elena Loukoianova, Gianni De Nicolo, John Boyd
Autore Loukoianova Elena
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (52 p.)
Altri autori (Persone) De NicoloGianni
BoydJohn
Collana IMF Working Papers
Soggetto topico Bank failures - Econometric models
Banks and banking - Econometric models
Economic indicators
Banks and Banking
Financial Risk Management
Macroeconomics
Money and Monetary Policy
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Financial Institutions and Services: Government Policy and Regulation
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Financial Crises
Foreign Exchange
Banking
Economic & financial crises & disasters
Monetary economics
Deposit insurance
Bank credit
Banking crises
Currency crises
Banks and banking
Crisis management
Credit
Financial crises
ISBN 1-4623-9007-2
1-4527-2282-X
9786612843556
1-4518-7288-7
1-282-84355-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction and Summary; II. Major Classifications of Banking Crises; III. BC Indicators an d Their Discrepancies; IV. A Simple Banking Model; V. Evidence from Cross-Country Data: Benchmark Specifications; A. Logit Regressions with BC Indicators as Dependent Variables; B. SBS indicators Predict BC indicators; C. Logit Regressions with SBS Indicators as Dependent Variables; VI. Market Structure and Deposit Insurance; A. Bank Market Structure and Competition; B. Deposit Insurance; VII. Currency and "Twin" Crises; A. BC and SBS Indicators as Dependent Variables
B. Currency Crises as Dependent VariablesVIII. Evidence from Bank-Level Data; A. Measures of Systemic Bank Shocks; B. SBS indicators Predict BC indicators; C. Market Structure, Deposit Insurance and External Shocks; VI. Conclusion; References; Tables; 1. BC Indicators; 2. Logit Regressions with Start Date BC Indicators (crisis dates after the first crisis year excluded); 3. Logit Regressions with BC Indicators (all observations with crisis dating); 4. Logit Regressions: Do SBS Lending Indicators Predict BC Indicators?; 5. Logit Regressions: Do SBS Deposit Indicators Predict BC Indicators?
6. Logit Regressions with SBS Indicators ad Dependent Variables7. Logit Regressions: BC Indicators and Bank Concentration Measures; 8. Logit Regressions: SBS Indicators and Bank Concentration Measures; 9. Logit Regressions: BC Indicators, SBS Indicators and Deposit Insurance; 10. Logit Regressions: BC Indicators, SBS Indicators, Deposit Insurance Features and Quality of Institutions; 11. Logit Regressions: BC Indicators, Currency and Twin Crises; 12. Logit Regressions: SBS Indicators, Currency and Twin Crises; 13. Logit Regressions: Currency Crises and SBS Indicators
14. Bank Level Data, Random Effect Logit Regressions: SBS Indicators Predict BC Indicators15. Bank Level Data, Random Effect Logit Regressions: Determinants of SBS and BC Indicators; A1. ""Systemic"" Banking Crises and Crisis Dating in Different Classifications
Record Nr. UNINA-9910788332503321
Loukoianova Elena  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The costs of sovereign default / / Eduardo Borensztein and Ugo Panizza
The costs of sovereign default / / Eduardo Borensztein and Ugo Panizza
Autore Borensztein Eduardo
Pubbl/distr/stampa [Washington, District of Columbia] : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (52 p.)
Disciplina 336.3435
Altri autori (Persone) PanizzaUgo
Collana IMF Working Papers
IMF working paper
Soggetto topico Debts, External - Econometric models
Default (Finance) - Econometric models
Debts, Public
Financial crises - Econometric models
Bank failures - Econometric models
Soggetto genere / forma Electronic books.
ISBN 1-4623-3157-2
1-4527-0165-2
1-4518-7096-5
1-282-84189-0
9786612841897
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Two Hundred Years of Sovereign Default; III. Default and GDP Growth; IV. Default and Reputation; V. Default and International Trade; VI. Default and the Domestic Banking System; VII. Political Implications of Default; VIII. Conclusions; References; Figures; 1. Number of Defaults (1824-2004); Tables; 1. Default Episodes; 2. Default and Growth, Panel 1972-2000; 3. Default and Growth, Panel 1972-2000; 4. Default and Credit Ratings, Cross Section Regression, 1999-2002; 5. Defaults and Bond Spreads, Panel Regression, 1997-2004; 6. Default and Trade Credit
7. Default and Trade: Does Trade Credit Matter?8. Probabilities of Default and Banking Crisis; 9. Default and Industry Value-Added Growth; 10. Defaults and Elections; 11. Type of Default; 12. Type of Default and Government; Appendix Tables; A1. Private Lending to Sovereign. Default and Rescheduling; A2: Logit Model for the Probability of Default
Record Nr. UNINA-9910463636103321
Borensztein Eduardo  
[Washington, District of Columbia] : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Costs of Sovereign Default / / Eduardo Borensztein, Ugo Panizza
The Costs of Sovereign Default / / Eduardo Borensztein, Ugo Panizza
Autore Borensztein Eduardo
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (52 p.)
Disciplina 336.3435
Altri autori (Persone) PanizzaUgo
Collana IMF Working Papers
IMF working paper
Soggetto topico Debts, External - Econometric models
Default (Finance) - Econometric models
Debts, Public
Financial crises - Econometric models
Bank failures - Econometric models
Banks and Banking
Exports and Imports
Money and Monetary Policy
International Lending and Debt Problems
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Financial Crises
International economics
Monetary economics
Economic & financial crises & disasters
Trade credits
Banking crises
Credit ratings
Bank credit
Debt default
Debts, External
Financial crises
Credit
ISBN 1-4623-3157-2
1-4527-0165-2
1-4518-7096-5
1-282-84189-0
9786612841897
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Two Hundred Years of Sovereign Default; III. Default and GDP Growth; IV. Default and Reputation; V. Default and International Trade; VI. Default and the Domestic Banking System; VII. Political Implications of Default; VIII. Conclusions; References; Figures; 1. Number of Defaults (1824-2004); Tables; 1. Default Episodes; 2. Default and Growth, Panel 1972-2000; 3. Default and Growth, Panel 1972-2000; 4. Default and Credit Ratings, Cross Section Regression, 1999-2002; 5. Defaults and Bond Spreads, Panel Regression, 1997-2004; 6. Default and Trade Credit
7. Default and Trade: Does Trade Credit Matter?8. Probabilities of Default and Banking Crisis; 9. Default and Industry Value-Added Growth; 10. Defaults and Elections; 11. Type of Default; 12. Type of Default and Government; Appendix Tables; A1. Private Lending to Sovereign. Default and Rescheduling; A2: Logit Model for the Probability of Default
Record Nr. UNINA-9910788344403321
Borensztein Eduardo  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Chan-Lau Jorge A  
[Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Distance-to-Default in Banking : : A Bridge Too Far? / / Amadou Sy, Jorge Chan-Lau
Distance-to-Default in Banking : : A Bridge Too Far? / / Amadou Sy, Jorge Chan-Lau
Autore Sy Amadou
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (19 p.)
Altri autori (Persone) Chan-LauJorge
Collana IMF Working Papers
Soggetto topico Bank capital - Econometric models
Bank failures - Econometric models
Default (Finance) - Econometric models
Risk - Econometric models
Banks and Banking
Financial Risk Management
Public Finance
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Financial Institutions and Services: Government Policy and Regulation
Trade Policy
International Trade Organizations
International Financial Markets
Banking
Financial services law & regulation
Public finance & taxation
Economic & financial crises & disasters
Finance
Capital adequacy requirements
Post-clearance customs audit
Deposit insurance
Asset valuation
Banks and banking
Asset requirements
Customs administration
Crisis management
Asset-liability management
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-9910788415103321
Sy Amadou  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui