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Biblioteca

MARC Lista (tabellare)
The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions / / Li Ong, Jorge Chan-Lau
The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions / / Li Ong, Jorge Chan-Lau
Autore Ong Li
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (27 p.)
Altri autori (Persone) Chan-LauJorge
Collana IMF Working Papers
Soggetto topico Credit derivatives - Great Britain
Derivative securities - Great Britain
Banking
Banks and Banking
Banks and banking
Banks
Capital and Ownership Structure
Cdos
Credit risk
Credit
Depository Institutions
Derivative securities
Finance
Financial Instruments
Financial Risk and Risk Management
Financial risk management
Financial services law & regulation
Financing Policy
Goodwill
Industries: Financial Services
Institutional Investors
Insurance companies
Investments: Derivatives
Micro Finance Institutions
Monetary economics
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Money and Monetary Policy
Mortgages
Non-bank Financial Institutions
Pension Funds
Value of Firms
ISBN 9786613829962
9781462339716
1462339719
9781452732992
145273299X
9781283517515
1283517515
9781451909180
1451909187
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. CREDIT RISK TRANSFER INSTRUMENTS: STRUCTURED CREDIT PRODUCTS AND CREDIT DERIVATIVES""; ""III. INTERLINKAGES ACROSS FINANCIAL INSTITUTIONS""; ""IV. EXPOSURE OF U. K. FINANCIAL INSTITUTIONS TO CREDIT DERIVATIVES""; ""V. REGULATORY AND SUPERVISORY INITIATIVES""; ""VI. CONCLUSION""; ""HOW COLLATERALIZED DEBT OBLIGATIONS (CDOS) WORK""; ""KEY RISK FACTORS IN CREDIT RISK TRANSFER (CRT) MARKETS""; ""REFERENCES""
Record Nr. UNINA-9910972474803321
Ong Li  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Idiosyncratic and Systemic Risk in the European Corporate Sector : : A CDO Perspective / / Yinqiu Lu, Jorge Chan-Lau
Idiosyncratic and Systemic Risk in the European Corporate Sector : : A CDO Perspective / / Yinqiu Lu, Jorge Chan-Lau
Autore Lu Yinqiu
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (18 p.)
Altri autori (Persone) Chan-LauJorge
Collana IMF Working Papers
Soggetto topico Financial risk - Europe
Credit derivatives - Europe
Cdos
Credit
Currencies
Derivative securities
Finance
Finance: General
Financial Instruments
Financial risk management
General Financial Markets: Government Policy and Regulation
Government and the Monetary System
Institutional Investors
Investment & securities
Investments: Derivatives
Investments: Stocks
Monetary economics
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Monetary Systems
Money and Monetary Policy
Money
Non-bank Financial Institutions
Payment Systems
Pension Funds
Regimes
Standards
Stocks
Systemic risk
ISBN 9786613824387
9781462340729
1462340725
9781451996425
145199642X
9781283511933
1283511932
9781451909012
1451909012
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. A BRIEF PRIMER ON COLLATERALIZED DEBT OBLIGATIONS""; ""III. DEFAULT PROBABILITY AND DEFAULT CORRELATION, IN STCDOS""; ""IV. IDIOSYNCRATIC AND SYSTEMIC RISK IN STCDO TRANCHES""; ""V. DATA AND EMPIRICAL FRAMEWORK""; ""VI. RESULTS""; ""VII. CONCLUSIONS""; ""REFERENCES""
Record Nr. UNINA-9910956120303321
Lu Yinqiu  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
A New Risk Indicator and Stress Testing Tool : : A Multifactor Nth-to-Default CDS Basket / / Renzo Avesani, Jing Li, Antonio Garcia Pascual
A New Risk Indicator and Stress Testing Tool : : A Multifactor Nth-to-Default CDS Basket / / Renzo Avesani, Jing Li, Antonio Garcia Pascual
Autore Avesani Renzo
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (25 p.)
Altri autori (Persone) Garcia PascualAntonio
LiJing
Collana IMF Working Papers
Soggetto topico Risk management
Economic indicators
Banking
Banks and Banking
Banks and banking
Banks
Cdos
Classification Methods
Cluster Analysis
Credit default swap
Credit
Depository Institutions
Derivative securities
Econometric models
Econometrics & economic statistics
Econometrics
Factor Models
Factor models
Finance
Financial Instruments
Institutional Investors
Investments: Derivatives
Micro Finance Institutions
Monetary economics
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Money and Monetary Policy
Mortgages
Non-bank Financial Institutions
Pension Funds
Principal Components
ISBN 9786613824998
9781462305414
1462305415
9781452791517
1452791511
9781283512541
1283512548
9781451908992
1451908997
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. DESCRIPTION OF THE INDICATOR""; ""III. MODEL DESCRIPTION""; ""IV. DATA DESCRIPTION""; ""V. FACTOR ANALYSIS: ESTIMATION RESULTS""; ""VI. COMPUTATION OF THE PROBABILITIES OF DEFAULT""; ""VII. SENSITIVITY ANALYSIS""; ""VIII. STRESS TESTING""; ""IX. CONCLUDING REMARKS""; ""References""
Record Nr. UNINA-9910964538503321
Avesani Renzo  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui