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Assessing the Cost of Financial Regulation / / Douglas Elliott, Andre Santos
| Assessing the Cost of Financial Regulation / / Douglas Elliott, Andre Santos |
| Autore | Elliott Douglas |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (83 p.) |
| Disciplina | 346.436082 |
| Altri autori (Persone) | SantosAndre |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial institutions - Law and legislation
Bank capital - Law and legislation Bank loans Banks and Banking Finance: General Money and Monetary Policy Financial Risk Management Banks Depository Institutions Micro Finance Institutions Mortgages Investment Banking Venture Capital Brokerage Ratings and Ratings Agencies Financial Institutions and Services: Government Policy and Regulation Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill General Financial Markets: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financial Crises Financial services law & regulation Banking Monetary economics Economic & financial crises & disasters Liquidity requirements Basel III Credit Capital adequacy requirements Financial regulation and supervision Money Financial crises Banks and banking State supervision Asset requirements |
| ISBN |
1-4755-1198-1
1-4755-1197-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Executive Summary; Introduction; I. Literature Review; II. Qualitative Assessments of the Cost Impact of Regulatory Changes; Tables; 1. Basel III Impact on Credit and GDP Growth; 2. Major Regulatory Initiatives; 3. Impact of Major Regulatory Initiatives on U.S. Financial Institutions; III. Quantitative Analysis of Stand-Alone Reforms; A. Choice of Baseline Scenario; B. Translating Cost Changes to Credit Impacts; C. Estimating Changes to Lending rates; D. Capital Requirements; 4. Pro-forma Basel III Common Equity Tier 1 Capital Ratios by Region, End-2010; Figures
1. Effect of Basel III Changes on Common Equity Tier 1 Capital Ratios 5. Planned Mitigating Actions by U.S., European, and Japanese Banks; 6. Pro-forma Basel III Common Equity Tier 1 Capital Ratios by Bank Business; 2. Effect of Basel 2.5 and III on Common Equity Tier Capital Ratios; 7. Effects of Higher Capital Levels on Lending Rates; E. Liquidity Requirements; 8. Pro-forma Basel III Liquidity Ratios, End-2010; 9. Estimated Effects of Liquidity Changes on Lending Rates; F. Derivatives Requirements; 10. Effects of Derivatives Reforms on Banks per Year; G. Securitization Requirements 11. Estimated Effects of Derivatives Changes on Lending RatesH. Taxes and Fees; I. Integrated Effects on Credit Provision; 12. Annual Fees and Taxes on European and U.S. Banks; 13. Estimated Effects of Tax and Fee Changes on Lending Rates; 14. Cumulative Impact of Regulatory Reforms on Lending rates; 3. Effects of Changes in Key Parameter Assumptions on Lending Rates; IV. Uncertainties and Areas for Further Research; V. Conclusion; Appendix I. Supplementary Tables; Appendixes; I. Supplementary Tables; 16. European, Japanese, and U.S. Banks in the Sample 17. Planned De-Risking Measures, End-2010 Appendix II. Assumptions for the Credit Pricing Equation; II. Assumptions for the Credit Pricing Equation; References |
| Record Nr. | UNINA-9910786295603321 |
Elliott Douglas
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Belgium : : Technical Note on Stress Testing the Banking and Insurance Sectors
| Belgium : : Technical Note on Stress Testing the Banking and Insurance Sectors |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (105 p.) |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Banks and banking - Risk management - Belgium
Insurance - Risk management - Belgium Banks and Banking Finance: General Financial Institutions and Services: Government Policy and Regulation Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: Government Policy and Regulation Bankruptcy Liquidation Finance Banking Financial services law & regulation Stress testing Liquidity requirements Basel III Solvency Financial sector policy and analysis Financial regulation and supervision Solvency stress testing Banks and banking Financial risk management State supervision Debt |
| ISBN |
1-4843-7890-3
1-4843-7315-4 1-4843-9146-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; CONTENTS; GLOSSARY; INTRODUCTION; BANKING-SOLVENCY STRESS TESTS; A. Summary of Both Solvency Stress Tests; B. Bottom-Up Solvency Stress Tests; C. Top-Down Solvency Stress Tests; D. Reconciliation of Both Solvency Stress Tests; BANKING-LIQUIDITY STRESS TESTS; SUMMARY AND POLICY IMPLICATIONS-BANKING; INSURANCE-SOLVENCY STRESS TESTS; BOXES; 1. Review of Aggregation Approach; 2. Key Elements of Different Valuation Approaches Applied in the Stress Test; 3. Contagion Effects in Bank assurance; SUMMARY AND POLICY IMPLICATIONS-INSURANCE; REFERENCES; TABLES
1. Stress Test Matrix (Stem) for the Banking Sector: Solvency and Liquidity Risks 2. Composition of the System and Banks Included in the Stress Tests; 3. Financial Soundness Indicators for Banks Included in the Solvency Stress Test; 4. Macroeconomic Scenarios for Solvency Stress Test; 5. Overview of the Basel II and III Minimum Capital Requirements; 6. Liquidity Stress Test Parameters (Basel III Standard Measures); 7. Liquidity Stress Test Parameters (NBB Liquidity Ratio); 8. Insurance Sector-Stress Test Specification; FIGURES; 1. Banking Sector Developments 2. Liquidity and Short-term Funding 3. Bank Funding; 4. Insurance Financial Soundness Indicators (FSIs); 5. Macroeconomic Assumptions under Different Stress Test Scenarios; 6. Solvency Stress Tests-Risk Drivers; 7. Evolution of Aggregate Capital Ratios in Solvency Stress Tests; 8. Solvency Stress Test Results-Total Capital Hurdle Rates; 9. Solvency Stress Test Results-Tier 1 Capital Hurdle Rate; 10. Solvency Stress Test Results-CET1 Capital Hurdle Rate; 11. Banks' Liquidity Ratios and Stress Test Results; 12. Insurance Stress Test Results; ANNEX; I. Guidelines for the Bottom-Up Solvency Stress APPENDICES I. Proposed Timeline for Completion of Solvency; II. Key BU Solvency Stress Test Parameters; III. Overview of Stress Test Scenarios (in percent); IV. Interpolated Interest Rate Term Structure and Swap Rate Curve; V. Possible Satellite Model Specification; VI. Minimum Funding Cost: Empirical Estimation of Nonlinear Change; VII. Sovereign Haircuts for Selected Countries; VIII. Estimation Methodology for Sovereign Risk Valuation Haircuts; IX. Pay-out Ratio, Hurdle Rates, and Changes in Risk-Weighted Assets; X. Suggested Output Format for Reporting by Firms to NBB |
| Record Nr. | UNINA-9910787667403321 |
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Costa Rica : : Selected Issues and Analytical Notes
| Costa Rica : : Selected Issues and Analytical Notes |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2015 |
| Descrizione fisica | 1 online resource (101 p.) |
| Disciplina | 332.152 |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Financial services industry - Costa Rica
Banks and banking, Central - Costa Rica Monetary policy - Costa Rica Foreign exchange rates - Costa Rica Capital movements - Costa Rica Economic development - Costa Rica Labor market - Costa Rica Electric power - Costa Rica Banks and Banking Finance: General Foreign Exchange Macroeconomics Public Finance Fiscal Policy General Financial Markets: Government Policy and Regulation Banks Depository Institutions Micro Finance Institutions Mortgages International Financial Markets Macroeconomics: Production Currency Foreign exchange Banking Financial services law & regulation Finance Public finance & taxation Fiscal consolidation Exchange rates Basel III Currency markets Financial markets Fiscal policy Exchange rate flexibility Banks and banking State supervision Foreign exchange market Production Economic theory |
| ISBN |
1-4983-6289-3
1-4983-1271-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; CONTENTS; I. SELECTED REAL SECTOR ISSUES; A. Potential Output Estimates; TABLE; 1. Potential Output Growth and Output Gap Estimates; B. Estimating the Impact of Intel Exit; C. Labor Markets and Inequality; D. Electricity sector; BOX; 1. Methodologies for Potential Output Estimates; References; II. CROSS-BORDER LINKAGES AND SPILLOVERS; A. Trade Linkages; B. Real Growth Spillovers; C. Fiscal Spillovers; D. Financial Spillovers; E. Monetary Policy Spillovers (the Effect of U.S. Monetary Policy Normalization); TABLE; 1. Vulnerability Indicators; FIGURES; 1. Trade Linkages
2. Costa Rica and Selected Trading Partners-full title 3. United States: Three Scenarios of Tapering Off (FSGM simulations); 4. The Impact of U.S. Tapering Off (FSGM simulations); References; III. ASSESSING FISCAL VULNERABILITY AND MEDIUM-TERM SUSTAINABILITY; FIGURE; 1. Long-Term Fiscal Sustainability; References; IV. THE CENTRAL BANK NET'S WORTH; A. Introduction; B. Baseline Simulation Results; C. Sensitivity Analysis; FIGURE; 1. Central Bank of Costa Rica: Sensitivity Analysis; BOX; 1. Balance Sheet Equations; References; V. MONETARY POLICY AND INFLATION; A. Monetary Policy Stance B. Pass-through from Exchange Rate Depreciation to Inflation References; VI. TRANSITION TO A FLEXIBLE EXCHANGE RATE: LESSONS FROM PAST EXPERIENCE; A. Background; B. Dangers of Exchange Rate Inflexibility and the Advantages of Flexibility; C. Moving Toward Exchange Rate Flexibility: Experiences and Lessons from Other Countries; D. Assessing Costa Rica's Preparedness to Float; TABLE; 1. Extent of Preparedness for Transitioning to Greater Flexibility: Before the Full Float; FIGURE; 1. Historical Experiences with Transitions to Exchange Rate Flexibility; References; VII. FINANCIAL SECTOR ISSUES A. Strengthening Bank Capital and Liquidity in Central America: The Road to Basel III B. Balance Sheet Analysis; FIGURE; 1. Gross Financial Assets and Liabilities of Economic Sectors; TABLES; 1. External and Foreign Currency Positions; 2. Net Foreign Currency Debt Position and Exchange Rate Shocks; ANNEXES; I. Net Intersectoral Asset and Liability Positions; II. Bank Heat Maps; References |
| Record Nr. | UNINA-9910796935703321 |
| Washington, D.C. : , : International Monetary Fund, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
People’s Republic of China–Hong Kong Special Administrative Region : : Financial Sector Assessment Program-Stress Testing the Banking Sector-Technical Note
| People’s Republic of China–Hong Kong Special Administrative Region : : Financial Sector Assessment Program-Stress Testing the Banking Sector-Technical Note |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2014 |
| Descrizione fisica | 1 online resource (128 p.) |
| Disciplina | 338.9 |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Economic development
International finance Banks and Banking Finance: General Money and Monetary Policy Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation General Financial Markets: Government Policy and Regulation Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Banking Finance Financial services law & regulation Monetary economics Stress testing Commercial banks Capital adequacy requirements Basel III Financial sector policy and analysis Currencies Money Financial institutions Solvency stress testing Financial regulation and supervision Banks and banking Financial risk management Asset requirements State supervision |
| ISBN |
1-4983-9416-7
1-4983-7779-3 1-4983-9217-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Cover""; ""CONTENTS""; ""GLOSSARY""; ""EXECUTIVE SUMMARY""; ""INTRODUCTION""; ""A. Background and Objective""; ""B. Synopsis""; ""SOLVENCY STRESS TESTS""; ""A. Summary of All Solvency Stress Tests""; ""B. Bottom-Up Solvency Stress Tests""; ""C. Top-Down Solvency Stress Tests""; ""D. Reconciliation of Solvency Stress Tests""; ""LIQUIDITY STRESS TESTS""; ""SUMMARY AND POLICY IMPLICATIONS""; ""REFERENCES""; ""BOX""; ""1. Overview of the Systemic Contingent Claims Approach Framework for Stress Testing and the Implementation in the Context of Hong Kong SAR""; ""FIGURES""
""1. Macroprudential Stress Tests of Banking Sector""""2. Structural Features of Hong Kong Financial Sector""; ""3. Banking Sector Developments""; ""4. Banking Sector Soundness""; ""5. Banking Sector Performance""; ""6. Banking Sector Lending and Deposit Composition""; ""7. Banking Sector Lending and Deposit Trends""; ""8. Macroeconomic Assumptions under Different Stress Test Scenarios (1)""; ""9. Macroeconomic Assumptions under Different Stress Test Scenarios (2)""; ""10. Liquidity and Short-term Funding""; ""11. Top-down Liquidity Stress Test Results Implied Cash Flow Analysis"" ""12. Evolution of Aggregate Capital Ratios in Solvency Stress Tests (1)""""13.Evolution of Aggregate Capital Ratios in Solvency Stress Tests (2)""; ""14. Comparison of IMF Top-down Solvency Stress Test Results Baseline and Severe Adverse Scenario, Capital Adequacy Ratio (Total Capital)""; ""15. Comparison of IMF Top-down Solvency Stress Test Results Baseline and Severe Adverse Scenario, CET1 Ratio""; ""16. Solvency Stress Test (IMF Top-down Approach) Risk Drivers"" ""17. Systemic Contingent Claims Approach Distribution of Market-Implied Individual Expected Losses (Historical and Forecasted)""""TABLES""; ""1. Risk Assessment Matrix""; ""2. Stress Test Matrix (STeM) for the Banking Sector Liquidity""; ""3. Stress Test Matrix (STeM) for the Banking Sector Solvency""; ""4. Financial Soundness Indicators of the Banking Sector, 2007""; ""5. Economic Activity under Different Scenarios""; ""6. HKMA Solvency Top-down Stress Test-Detailed Assumptions (Scenario Analysis)""; ""7. Liquidity Stress Test Maturity Mismatch Analysis"" ""8. Systemic Contingent Claims Approach Comparison of Total Assets for Locally Incorporated Licensed Banks and Respective Listed Entities""""9. Overview of Sample Banks in the Solvency and Liquidity Stress Testing Exercise""; ""10. Overview of Risk Approach (Basel II) of Sample Banks in Top-down Solvency Stress Test""; ""11. Supervisory Stress Tests: Implied Cash Flow and Credit/Market Risk Linkages of Liquidity Conditions""; ""12. Basel III Liquidity Risk Framework: Standard Measures (LCR and NSFR)""; ""13. Summary of Satellite Model Estimation"" ""14. IMF Top-down Solvency Test: Descriptive Statistics/FSIs"" |
| Record Nr. | UNINA-9910791297603321 |
| Washington, D.C. : , : International Monetary Fund, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
- Banking (4)
- Banks (4)
- Banks and Banking (4)
- Banks and banking (4)
-
Basel III
(4)
