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Practical Model-Based Monetary Policy Analysis : : A How-To Guide / / Douglas Laxton, Andrew Berg, Philippe Karam
| Practical Model-Based Monetary Policy Analysis : : A How-To Guide / / Douglas Laxton, Andrew Berg, Philippe Karam |
| Autore | Laxton Douglas |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (69 p.) |
| Altri autori (Persone) |
BergAndrew
KaramPhilippe |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic forecasting
Monetary policy Foreign Exchange Inflation Macroeconomics Production and Operations Management Monetary Policy Money and Interest Rates: Forecasting and Simulation Model Construction and Estimation Computational Techniques Price Level Deflation Macroeconomics: Production Energy: Demand and Supply Prices Currency Foreign exchange Output gap Oil prices Real exchange rates Exchange rates Production Economic theory |
| ISBN |
1-4623-7201-5
1-4527-9051-5 1-282-54536-1 1-4519-0876-8 9786613822123 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. BUILDING THE MODEL""; ""IV. FORECASTING AND POLICY ANALYSIS""; ""V. AN EXAMPLE""; ""VI. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788527303321 |
Laxton Douglas
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP) / / Kexue Liu, Jean Salvati, Renzo Avesani, Alin Mirestean
| Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP) / / Kexue Liu, Jean Salvati, Renzo Avesani, Alin Mirestean |
| Autore | Liu Kexue |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (35 p.) |
| Altri autori (Persone) |
SalvatiJean
AvesaniRenzo MiresteanAlin |
| Collana | IMF Working Papers |
| Soggetto topico |
Credit - Management - Mathematical models
Financial services industry - State supervision Banks and Banking Econometrics Money and Monetary Policy Portfolio Choice Investment Decisions Financial Institutions and Services: General Banks Depository Institutions Micro Finance Institutions Mortgages Mathematical Methods and Programming: General Computational Techniques Monetary Policy, Central Banking, and the Supply of Money and Credit: General Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Monetary economics Econometrics & economic statistics Financial services law & regulation Credit Vector autoregression Credit risk Financial risk management |
| ISBN |
1-4623-6191-9
1-4527-6528-6 1-283-51160-6 1-4519-0915-2 9786613824059 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""I. INTRODUCTION""; ""II. THE BASIC MODEL SETTING""; ""III. MODEL 1: A SIMPLE MODEL WITH NON-RANDOM DEFAULT PROBABILITIES""; ""IV. INTRODUCING THE POISSON APPROXIMATION""; ""V. MODEL 2: THE MODEL WITH KNOWN PROBABILITIES REVISITED""; ""VI. MODEL 3: THE MODEL WITH RANDOM DEFAULT PROBABILITIES""; ""VII. THE LATENT FACTORS ASSUMPTION""; ""VIII. MODEL 4: EXTENSION OF CREDIT RISK+ WITH CORRELATED FACTORS""; ""IX. MODEL SUMMARY""; ""X. NUMERICAL IMPLEMENTATION""; ""XI. NUMERICAL EXAMPLES USING THE CREDIT RISK TOOLBOX""; ""XII. CONCLUSION""
""PROBABILITY AND MOMENT GENERATING FUNCTIONS""""References"" |
| Record Nr. | UNINA-9910788414803321 |
|
Liu Kexue
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP) / / Kexue Liu, Jean Salvati, Renzo Avesani, Alin Mirestean
| Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP) / / Kexue Liu, Jean Salvati, Renzo Avesani, Alin Mirestean |
| Autore | Liu Kexue |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (35 p.) |
| Altri autori (Persone) |
AvesaniRenzo
MiresteanAlin SalvatiJean |
| Collana | IMF Working Papers |
| Soggetto topico |
Credit - Management - Mathematical models
Financial services industry - State supervision Banks and Banking Banks Capital and Ownership Structure Computational Techniques Credit risk Credit Depository Institutions Diffusion Processes Dynamic Quantile Regressions Dynamic Treatment Effect Models Econometrics & economic statistics Econometrics Financial Institutions and Services: General Financial Risk and Risk Management Financial risk management Financial services law & regulation Financing Policy Goodwill Investment Decisions Mathematical Methods and Programming: General Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Mortgages Portfolio Choice Time-Series Models Value of Firms Vector autoregression |
| ISBN |
9786613824059
9781462361915 1462361919 9781452765280 1452765286 9781283511605 1283511606 9781451909159 1451909152 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""I. INTRODUCTION""; ""II. THE BASIC MODEL SETTING""; ""III. MODEL 1: A SIMPLE MODEL WITH NON-RANDOM DEFAULT PROBABILITIES""; ""IV. INTRODUCING THE POISSON APPROXIMATION""; ""V. MODEL 2: THE MODEL WITH KNOWN PROBABILITIES REVISITED""; ""VI. MODEL 3: THE MODEL WITH RANDOM DEFAULT PROBABILITIES""; ""VII. THE LATENT FACTORS ASSUMPTION""; ""VIII. MODEL 4: EXTENSION OF CREDIT RISK+ WITH CORRELATED FACTORS""; ""IX. MODEL SUMMARY""; ""X. NUMERICAL IMPLEMENTATION""; ""XI. NUMERICAL EXAMPLES USING THE CREDIT RISK TOOLBOX""; ""XII. CONCLUSION""
""PROBABILITY AND MOMENT GENERATING FUNCTIONS""""References"" |
| Record Nr. | UNINA-9910968750703321 |
|
Liu Kexue
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
