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Asymmetric Effects of the Financial Crisis : : Collateral-Based Investment-Cash Flow Sensitivity Analysis / / Vadim Khramov
Asymmetric Effects of the Financial Crisis : : Collateral-Based Investment-Cash Flow Sensitivity Analysis / / Vadim Khramov
Autore Khramov Vadim
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (29 p.)
Collana IMF Working Papers
Soggetto topico Investments - Econometric models
Cash flow - Econometric models
Global Financial Crisis, 2008-2009
Accounting
Financial Risk Management
Macroeconomics
Money and Monetary Policy
Industries: Financial Services
Capital Budgeting
Fixed Investment and Inventory Studies
Investment
Capital
Intangible Capital
Capacity
Monetary Systems
Standards
Regimes
Government and the Monetary System
Payment Systems
Financial Crises
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Public Administration
Public Sector Accounting and Audits
Monetary economics
Economic & financial crises & disasters
Finance
Financial reporting, financial statements
Currencies
Financial crises
Collateral
Global financial crisis of 2008-2009
Financial statements
Money
Financial institutions
Public financial management (PFM)
Loans
Finance, Public
ISBN 1-4755-1294-5
1-4755-5427-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Asymmetric Effects of the Financial Crisis: Collateral-Based Investment-Cash Flow Sensitivity Analysis; 1. INTRODUCTION; 2. MODEL; 3. EMPIRICAL APPROACH; Tables; TABLE I. Dynamics of the main variables. U.S. firms, 1990Q1-2011Q2.; TABLE II. Distribution of U.S. firms by assets, 1990-2011; 4. ESTIMATION RESULTS; TABLE III. Estimation results of investment-cash flow sensitivity with the capital, 1990:Q1-2011Q1.; TABLE IV. GMM-IV ESTIMATION RESULTS; TABLE V. IV ESTIMATION RESULTS; TABLE VI. FE MODEL ESTIMATION RESULTS; TABLE VII. RE MODEL ESTIMATION RESULTS; 5. CONCLUSIONS; REFERENCES
AppendixGMM-FD MODEL ESTIMATION RESULTS; BETWEEN MODEL ESTIMATION RESULTS
Record Nr. UNINA-9910779217003321
Khramov Vadim  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Asymmetric Effects of the Financial Crisis : : Collateral-Based Investment-Cash Flow Sensitivity Analysis / / Vadim Khramov
Asymmetric Effects of the Financial Crisis : : Collateral-Based Investment-Cash Flow Sensitivity Analysis / / Vadim Khramov
Autore Khramov Vadim
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (29 p.)
Disciplina 332.6
Collana IMF Working Papers
Soggetto topico Investments - Econometric models
Cash flow - Econometric models
Global Financial Crisis, 2008-2009
Accounting
Banks
Capacity
Capital Budgeting
Capital
Collateral
Currencies
Depository Institutions
Economic & financial crises & disasters
Finance
Finance, Public
Financial Crises
Financial crises
Financial institutions
Financial reporting, financial statements
Financial Risk Management
Financial statements
Fixed Investment and Inventory Studies
Global financial crisis of 2008-2009
Government and the Monetary System
Industries: Financial Services
Intangible Capital
Investment
Loans
Macroeconomics
Micro Finance Institutions
Monetary economics
Monetary Systems
Money and Monetary Policy
Money
Mortgages
Payment Systems
Public Administration
Public financial management (PFM)
Public Sector Accounting and Audits
Regimes
Standards
ISBN 9781475512946
1475512945
9781475554274
1475554273
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Asymmetric Effects of the Financial Crisis: Collateral-Based Investment-Cash Flow Sensitivity Analysis; 1. INTRODUCTION; 2. MODEL; 3. EMPIRICAL APPROACH; Tables; TABLE I. Dynamics of the main variables. U.S. firms, 1990Q1-2011Q2.; TABLE II. Distribution of U.S. firms by assets, 1990-2011; 4. ESTIMATION RESULTS; TABLE III. Estimation results of investment-cash flow sensitivity with the capital, 1990:Q1-2011Q1.; TABLE IV. GMM-IV ESTIMATION RESULTS; TABLE V. IV ESTIMATION RESULTS; TABLE VI. FE MODEL ESTIMATION RESULTS; TABLE VII. RE MODEL ESTIMATION RESULTS; 5. CONCLUSIONS; REFERENCES
AppendixGMM-FD MODEL ESTIMATION RESULTS; BETWEEN MODEL ESTIMATION RESULTS
Record Nr. UNINA-9910969910803321
Khramov Vadim  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Central Bank Collateral Frameworks : : Principles and Policies / / Rebecca McCaughrin, Simon Gray, Alexandre Chailloux
Central Bank Collateral Frameworks : : Principles and Policies / / Rebecca McCaughrin, Simon Gray, Alexandre Chailloux
Autore McCaughrin Rebecca
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (69 pages) : illustrations (some color)
Disciplina 332.11
Altri autori (Persone) GraySimon
ChaillouxAlexandre
Collana IMF Working Papers
IMF working paper
Soggetto topico Banks and banking, Central
Financial crises
Bank loans
Risk management
Liquidity (Economics)
Banks and Banking
Finance: General
Investments: General
Industries: Financial Services
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Central Banks and Their Policies
General Financial Markets: General (includes Measurement and Data)
Portfolio Choice
Investment Decisions
Finance
Banking
Investment & securities
Collateral
Open market operations
Securities
Liquidity
Loans
Banks and banking
Financial instruments
Economics
ISBN 1-4623-0029-4
1-4519-8627-0
1-4518-7080-9
9786612841736
1-282-84173-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910788344803321
McCaughrin Rebecca  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Central Bank Collateral Frameworks : : Principles and Policies / / Rebecca McCaughrin, Simon Gray, Alexandre Chailloux
Central Bank Collateral Frameworks : : Principles and Policies / / Rebecca McCaughrin, Simon Gray, Alexandre Chailloux
Autore McCaughrin Rebecca
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (69 pages) : illustrations (some color)
Disciplina 332.11
Altri autori (Persone) ChaillouxAlexandre
GraySimon
Collana IMF Working Papers
IMF working paper
Soggetto topico Banks and banking, Central
Financial crises
Bank loans
Risk management
Liquidity (Economics)
Banking
Banks and Banking
Banks and banking
Banks
Central Banks and Their Policies
Collateral
Depository Institutions
Economics
Finance
Finance: General
Financial instruments
General Financial Markets: General (includes Measurement and Data)
Industries: Financial Services
Investment & securities
Investment Decisions
Investments: General
Liquidity
Loans
Micro Finance Institutions
Mortgages
Open market operations
Portfolio Choice
Securities
ISBN 9786612841736
9781462300297
1462300294
9781451986273
1451986270
9781451870800
1451870809
9781282841734
1282841734
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover Page -- Title Page -- Copyright Page -- Contents -- I. Central Bank Operations and Collateral -- II. Central Bank Collateral Frameworks -- A. Collateral Policy Key Principles -- 1. The Real Bills Doctrine -- B. Modern Collateral Policies -- 2. A Mapping of Central Bank Collateral Frameworks -- 1. Mapping of Collateral Frameworks -- C. Bank Loans as Collateral -- D. Foreign Exchange Swaps and Securities as Collateral -- III. Collateral Policy and Adverse Selection -- A. Liquidity Demand and Collateral Impact in Time of Crisis -- 2. The Inverted Money Pyramid: Reserve Money Shock -- 3. The Inverted Money Pyramid: Funding Shock -- B. Adverse Selection Mechanisms and "Market Neutrality" -- 4. Eurosystem Collateral -- 3. Eurosystem Operations and Collateral Selection -- 5. Eurosystem Operations and Collateral Selection -- 6. Federal Reserve-Composition of Collateral -- 1. Federal Reserve Bank Short-Term OMO Collateral -- 2. Eurosystem Collateral Use vs. Availability 2007 -- 7. Euro-area Widening of Spreads -- IV. Dynamic Management of a Collateral Framework -- A. Merits of a Contra-cyclical Collateral Framework -- 8. Countercyclical Collateral Framework -- B. Central Bank Balance Sheet and Collateral Intensity -- C. The Case for Harmonized Collateral Frameworks -- V. Conclusions -- 1. Collateral and the 2007-08 Market Turmoil -- 2. United States Collateral Framework -- 9. Federal Reserve: Repo Collateral -- 10. Federal Reserve: Primary Credit Facility Collateral -- 3. Federal Reserve Bank Collateral Haircuts -- 3. The Eurosystem Collateral Framework -- 4. Eurosystem: Summary of Bank Loan Eligibility Criteria -- 5. Eurosystem: Haircut Schedule for Nonmarketable Collateral -- 11. Eurosystem Use of Bank Loans by Country before and after the Single List -- 4. United Kingdom Collateral Framework -- 6. Margin Ratios for Wider Collateral Pool.
4. Bank of England Concentration Limits -- 5. Bank of England Rules for Extended Collateral in 3-month OMOs -- 6. Bank of England Arrangements for Loans Secured Against Mortgages -- 5. Risk Control Measures (as of May 2008) -- References -- Footnotes.
Record Nr. UNINA-9910965541603321
McCaughrin Rebecca  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Central Bank Response to the 2007–08 Financial Market Turbulence : : Experiences and Lessons Drawn / / Peter Stella, Seiichi Shimizu, Simon Gray, Ulrich Klueh, Alexandre Chailloux
Central Bank Response to the 2007–08 Financial Market Turbulence : : Experiences and Lessons Drawn / / Peter Stella, Seiichi Shimizu, Simon Gray, Ulrich Klueh, Alexandre Chailloux
Autore Stella Peter
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (54 p.)
Disciplina 332.11
Altri autori (Persone) ShimizuSeiichi
GraySimon
KluehUlrich
ChaillouxAlexandre
Collana IMF Working Papers
IMF working paper
Soggetto topico Banks and banking, Central
Monetary policy
Financial crises
Banks and Banking
Finance: General
Money and Monetary Policy
Industries: Financial Services
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Central Banks and Their Policies
Portfolio Choice
Investment Decisions
Monetary Policy
Banking
Finance
Monetary economics
Collateral
Open market operations
Liquidity
Standing facilities
Banks and banking
Loans
Economics
ISBN 1-4623-8808-6
1-4527-2587-X
1-282-84161-0
1-4518-7068-X
9786612841613
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; Glossary; Executive Summary; I. General Considerations; II. Uncertainties; A. Market Demand for Liquidity; B. Functioning of Liquidity Distribution Networks; C. Collateral: Adverse Selection and Gresham's Law; Figures; 1. Composition of Collateral-Federal Reserve; 2. Eligible Collateral by Asset Type, (LH) and Collateral Used (RH); 3. Composition of Collateral Used for Temporary Operations-Bank of Japan; D. Maturity Structure of Liquidity Demand; III. Analysis of Recent Developments; A. Liquidity Management; 4. Eurosystem Daily and Average Reserve Holdings
B. Distribution Networks and CounterpartiesBoxes; 1. Reserve Flexibility Through Target Bands in the United Kingdom; Tables; 1. Counterparty Arrangements; 2. Initial Participation in the Federal Reserve's Term Auction Facility; 2. The Term Auction Facility; C. Collateral; 3. European Central Bank Weekly Main Refinancing Operation Marginal Rate vs. Coincident Market Rates Before and After the Crisis; 4. Federal Reserve Bank Open Market Operations Collateral; D. Term Operations and Monetary Policy; 5. Total Domestic Portfolio; 6. A Structure of Overall Liquidity Provision by Type of Operation
7. Bank of England OMOs: Monthly Average Amount Outstanding Central Bank Repos (2007-2008)8. Term of Reserve Bank of Australia Repos 2007; 3. Changes in the Monetary Policy Stance since July 2007; E. Instruments "Stigma"; F. Cross-border Liquidity Provision: Does the Cross-Border Market Matter?; 9. U.S. Dollar Short-term Rates; 10. Spread Between Morning Rate and Federal Reserve Funds Target Rate; 11. Spread Between Federal Reserve Funds Effective Rate and Morning Rate; G. Innovations: Asset-based Operations (TSLF and SLS) and the PDCF; 5. Term Liquidity Bidders; IV. Exit Strategies
V. ConclusionsA. Liquidity Management; B. Distribution Networks and Counterparties; C. Collateral; D. Term Operations and Monetary Policy; E. Stigma; F. Cross-border Liquidity; 13. Three-Month LIBOR to Overnight Index Swap Spreads; Appendixes; I. Chronology of Central Banks' Response to Financial Turmoil During 2007-08; 14. United States: Selected Federal Reserve Policy Actions and Term Funding Stress; 15. European Central Bank Main Refinancing Rate vs. Eurepo One Week and Euribor One Week; II. Detailed Chronology of Measures Taken by Central Banks; Reference
Record Nr. UNINA-9910788345603321
Stella Peter  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Central Bank Response to the 2007–08 Financial Market Turbulence : : Experiences and Lessons Drawn / / Peter Stella, Seiichi Shimizu, Simon Gray, Ulrich Klueh, Alexandre Chailloux
Central Bank Response to the 2007–08 Financial Market Turbulence : : Experiences and Lessons Drawn / / Peter Stella, Seiichi Shimizu, Simon Gray, Ulrich Klueh, Alexandre Chailloux
Autore Stella Peter
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (54 p.)
Disciplina 332.11
Altri autori (Persone) ChaillouxAlexandre
GraySimon
KluehUlrich
ShimizuSeiichi
Collana IMF Working Papers
IMF working paper
Soggetto topico Banks and banking, Central
Monetary policy
Financial crises
Banking
Banks and Banking
Banks and banking
Banks
Central Banks and Their Policies
Collateral
Depository Institutions
Economics
Finance
Finance: General
Industries: Financial Services
Investment Decisions
Liquidity
Loans
Micro Finance Institutions
Monetary economics
Monetary Policy
Money and Monetary Policy
Mortgages
Open market operations
Portfolio Choice
Standing facilities
ISBN 9786612841613
9781462388080
1462388086
9781452725871
145272587X
9781282841611
1282841610
9781451870688
145187068X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; Glossary; Executive Summary; I. General Considerations; II. Uncertainties; A. Market Demand for Liquidity; B. Functioning of Liquidity Distribution Networks; C. Collateral: Adverse Selection and Gresham's Law; Figures; 1. Composition of Collateral-Federal Reserve; 2. Eligible Collateral by Asset Type, (LH) and Collateral Used (RH); 3. Composition of Collateral Used for Temporary Operations-Bank of Japan; D. Maturity Structure of Liquidity Demand; III. Analysis of Recent Developments; A. Liquidity Management; 4. Eurosystem Daily and Average Reserve Holdings
B. Distribution Networks and CounterpartiesBoxes; 1. Reserve Flexibility Through Target Bands in the United Kingdom; Tables; 1. Counterparty Arrangements; 2. Initial Participation in the Federal Reserve's Term Auction Facility; 2. The Term Auction Facility; C. Collateral; 3. European Central Bank Weekly Main Refinancing Operation Marginal Rate vs. Coincident Market Rates Before and After the Crisis; 4. Federal Reserve Bank Open Market Operations Collateral; D. Term Operations and Monetary Policy; 5. Total Domestic Portfolio; 6. A Structure of Overall Liquidity Provision by Type of Operation
7. Bank of England OMOs: Monthly Average Amount Outstanding Central Bank Repos (2007-2008)8. Term of Reserve Bank of Australia Repos 2007; 3. Changes in the Monetary Policy Stance since July 2007; E. Instruments "Stigma"; F. Cross-border Liquidity Provision: Does the Cross-Border Market Matter?; 9. U.S. Dollar Short-term Rates; 10. Spread Between Morning Rate and Federal Reserve Funds Target Rate; 11. Spread Between Federal Reserve Funds Effective Rate and Morning Rate; G. Innovations: Asset-based Operations (TSLF and SLS) and the PDCF; 5. Term Liquidity Bidders; IV. Exit Strategies
V. ConclusionsA. Liquidity Management; B. Distribution Networks and Counterparties; C. Collateral; D. Term Operations and Monetary Policy; E. Stigma; F. Cross-border Liquidity; 13. Three-Month LIBOR to Overnight Index Swap Spreads; Appendixes; I. Chronology of Central Banks' Response to Financial Turmoil During 2007-08; 14. United States: Selected Federal Reserve Policy Actions and Term Funding Stress; 15. European Central Bank Main Refinancing Rate vs. Eurepo One Week and Euribor One Week; II. Detailed Chronology of Measures Taken by Central Banks; Reference
Record Nr. UNINA-9910960621403321
Stella Peter  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties / / James Aitken, Manmohan Singh
Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties / / James Aitken, Manmohan Singh
Autore Aitken James
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (17 p.)
Disciplina 332.63232
Altri autori (Persone) SinghManmohan
Collana IMF Working Papers
Soggetto topico Credit - Risk assessment
Risk management - United States
Banks and banking - United States
Finance - United States
Banks and Banking
Finance: General
Money and Monetary Policy
Industries: Financial Services
International Finance Forecasting and Simulation
Portfolio Choice
Investment Decisions
International Financial Markets
Financial Institutions and Services: Government Policy and Regulation
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Monetary Systems
Standards
Regimes
Government and the Monetary System
Payment Systems
General Financial Markets: General (includes Measurement and Data)
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Finance
Monetary economics
Banking
Collateral
Currencies
International liquidity
Derivative markets
Financial institutions
Money
Asset and liability management
Financial markets
Central counterparty clearing house
Loans
Banks and banking
International finance
Derivative securities
Clearinghouses
ISBN 1-4623-6484-5
1-4527-7428-5
1-4518-7320-4
1-282-84385-0
9786612843853
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Counterparty Risk; Figures; 1. Illustrative Repricing of Derivatives When a Large Financial Institution Fails; III. The Changing Profile of Counterparty Risk in the United States; IV. The Adverse Impact of Counterparty Risk on Global Liquidity; 2. Counterparty Liabilities of Major U.S. Banks; Tables; 1. Snapshot of Reduced Collateral Posting Among LCFIs; 2. Securities Lending by Major Custodians; V. Regulatory Thrust for a Central Counterparty; 3. Cash Holding by Major LCFIs; VI. Conclusions and Policy Implications; Appendixes
1. Methodological Issues in Computing Connectedness in Counterparty RiskReferences
Record Nr. UNINA-9910788229603321
Aitken James  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties / / James Aitken, Manmohan Singh
Counterparty Risk, Impacton Collateral Flows and Role for Central Counterparties / / James Aitken, Manmohan Singh
Autore Aitken James
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (17 p.)
Disciplina 332.63232
Altri autori (Persone) SinghManmohan
Collana IMF Working Papers
Soggetto topico Credit - Risk assessment
Risk management - United States
Banks and banking - United States
Finance - United States
Asset and liability management
Banking
Banks and Banking
Banks and banking
Banks
Central counterparty clearing house
Clearinghouses
Collateral
Currencies
Depository Institutions
Derivative markets
Derivative securities
Finance
Finance: General
Financial Institutions and Services: Government Policy and Regulation
Financial institutions
Financial Instruments
Financial markets
General Financial Markets: General (includes Measurement and Data)
Government and the Monetary System
Industries: Financial Services
Institutional Investors
International Finance Forecasting and Simulation
International finance
International Financial Markets
International liquidity
Investment Decisions
Loans
Micro Finance Institutions
Monetary economics
Monetary Systems
Money and Monetary Policy
Money
Mortgages
Non-bank Financial Institutions
Payment Systems
Pension Funds
Portfolio Choice
Regimes
Standards
ISBN 9786612843853
9781462364848
1462364845
9781452774282
1452774285
9781451873207
1451873204
9781282843851
1282843850
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Counterparty Risk; Figures; 1. Illustrative Repricing of Derivatives When a Large Financial Institution Fails; III. The Changing Profile of Counterparty Risk in the United States; IV. The Adverse Impact of Counterparty Risk on Global Liquidity; 2. Counterparty Liabilities of Major U.S. Banks; Tables; 1. Snapshot of Reduced Collateral Posting Among LCFIs; 2. Securities Lending by Major Custodians; V. Regulatory Thrust for a Central Counterparty; 3. Cash Holding by Major LCFIs; VI. Conclusions and Policy Implications; Appendixes
1. Methodological Issues in Computing Connectedness in Counterparty RiskReferences
Record Nr. UNINA-9910965593603321
Aitken James  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Deleveraging After Lehman : : Evidence From Reduced Rehypothecation / / James Aitken, Manmohan Singh
Deleveraging After Lehman : : Evidence From Reduced Rehypothecation / / James Aitken, Manmohan Singh
Autore Aitken James
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (13 p.)
Altri autori (Persone) SinghManmohan
Collana IMF Working Papers
Soggetto topico Suretyship and guaranty
Economic stabilization
Finance: General
Investments: General
Industries: Financial Services
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Financial Institutions and Services: Government Policy and Regulation
International Monetary Arrangements and Institutions
Corporation and Securities Law
General Financial Markets: Government Policy and Regulation
International Financial Markets
General Financial Markets: General (includes Measurement and Data)
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Investment Banking
Venture Capital
Brokerage
Ratings and Ratings Agencies
Finance
Investment & securities
Collateral
Securities
Hedge funds
Brokers and dealers
Financial institutions
Financial markets
Loans
Financial instruments
Financial services industry
Stockbrokers
ISBN 1-4623-1340-X
1-4527-1879-2
9786612842641
1-4518-7190-2
1-282-84264-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Rehypothecation in the United States and the United Kingdom; III. Rehypothecation After Lehman's Bankruptcy; Tables; 1. Collateral Received that can be Pledged is Decreasing; 2. Securities Lending by Major Custodians; IV. Conclusion; Appendix; 1. Securities Exchange Act's Rule 15c3-3; References
Record Nr. UNINA-9910788338703321
Aitken James  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Deleveraging After Lehman : : Evidence From Reduced Rehypothecation / / James Aitken, Manmohan Singh
Deleveraging After Lehman : : Evidence From Reduced Rehypothecation / / James Aitken, Manmohan Singh
Autore Aitken James
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (13 p.)
Disciplina 332.112
Altri autori (Persone) SinghManmohan
Collana IMF Working Papers
Soggetto topico Suretyship and guaranty
Economic stabilization
Banks
Brokerage
Brokers and dealers
Collateral
Corporation and Securities Law
Depository Institutions
Finance
Finance: General
Financial Institutions and Services: Government Policy and Regulation
Financial institutions
Financial Instruments
Financial instruments
Financial markets
Financial services industry
General Financial Markets: General (includes Measurement and Data)
General Financial Markets: Government Policy and Regulation
Hedge funds
Industries: Financial Services
Institutional Investors
International Financial Markets
International Monetary Arrangements and Institutions
Investment & securities
Investment Banking
Investments: General
Loans
Micro Finance Institutions
Mortgages
Non-bank Financial Institutions
Pension Funds
Ratings and Ratings Agencies
Securities
Stockbrokers
Venture Capital
ISBN 9786612842641
9781462313402
146231340X
9781452718798
1452718792
9781451871906
1451871902
9781282842649
1282842641
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Rehypothecation in the United States and the United Kingdom; III. Rehypothecation After Lehman's Bankruptcy; Tables; 1. Collateral Received that can be Pledged is Decreasing; 2. Securities Lending by Major Custodians; IV. Conclusion; Appendix; 1. Securities Exchange Act's Rule 15c3-3; References
Record Nr. UNINA-9910960890203321
Aitken James  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui