Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Are Weak Banks Leading Credit Booms? Evidence from Emerging Europe / / Deniz Igan, Natalia Tamirisa
| Are Weak Banks Leading Credit Booms? Evidence from Emerging Europe / / Deniz Igan, Natalia Tamirisa |
| Autore | Igan Deniz |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (23 pages) : illustrations, tables |
| Disciplina | 332.1 |
| Altri autori (Persone) | TamirisaNatalia |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Banks and banking - State supervision - Europe, Central - Econometric models
Banks and banking - State supervision - Europe, Eastern - Econometric models Credit - Europe, Central - Econometric models Credit - Europe, Eastern - Econometric models Banks and Banking Finance: General Money and Monetary Policy Industries: Financial Services Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: General General Financial Markets: Government Policy and Regulation Monetary economics Banking Finance Bank credit Credit Distressed institutions Bank soundness Banks and banking Financial services industry |
| ISBN |
1-4623-7899-4
1-4518-7077-9 1-4519-9434-6 9786612841705 1-282-84170-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788345103321 |
Igan Deniz
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Are Weak Banks Leading Credit Booms? Evidence from Emerging Europe / / Deniz Igan, Natalia Tamirisa
| Are Weak Banks Leading Credit Booms? Evidence from Emerging Europe / / Deniz Igan, Natalia Tamirisa |
| Autore | Igan Deniz |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (23 pages) : illustrations, tables |
| Disciplina | 332.1 |
| Altri autori (Persone) | TamirisaNatalia |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Banks and banking - State supervision - Europe, Central - Econometric models
Banks and banking - State supervision - Europe, Eastern - Econometric models Credit - Europe, Central - Econometric models Credit - Europe, Eastern - Econometric models Bank credit Bank soundness Banking Banks and Banking Banks and banking Banks Credit Depository Institutions Distressed institutions Finance Finance: General Financial Institutions and Services: General Financial services industry General Financial Markets: Government Policy and Regulation Industries: Financial Services Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Mortgages |
| ISBN |
1-4623-7899-4
1-4518-7077-9 1-4519-9434-6 9786612841705 1-282-84170-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Modeling How Bank Soundness Affects Credit Growth -- A. Empirical Model -- B. Estimation Method -- C. Data -- III. Are Weak Banks Driving Credit Expansions? -- A. Main Results and Their Robustness -- B. What is Driving the Results? -- IV. Concluding Remarks -- References -- Tables -- 1. Sample Coverage -- 2. Summary Statistics by Period and Region -- 3. Simultaneous Modeling of Bank Credit Growth and Distance to Default -- 4. Credit Growth in Weak Banks -- 5. Differences in Bank Credit Growth in the Baltics and Other Central and Eastern European Countries -- 6. Differences in Credit Growth in Banks with High Exposures to Foreign-Currency Lending and Household Lending -- Appendix -- I. Data Sources and Methodology. |
| Record Nr. | UNINA-9910825895003321 |
|
Igan Deniz
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Bank Competition, Risk, and Asset Allocations / / John Boyd, Gianni De Nicolo, Abu M. Jalal
| Bank Competition, Risk, and Asset Allocations / / John Boyd, Gianni De Nicolo, Abu M. Jalal |
| Autore | Boyd John |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (37 p.) |
| Altri autori (Persone) |
De NicoloGianni
JalalAbu M |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking - Econometric models
Competition - Econometric models Asset allocation Risk management Banks and Banking Finance: General Money and Monetary Policy Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: General (includes Measurement and Data) Financial Institutions and Services: General Monetary Policy, Central Banking, and the Supply of Money and Credit: General Finance Banking Monetary economics Loans Competition Distressed institutions Bank credit Banks and banking Financial services industry Credit |
| ISBN |
1-4623-7595-2
1-4527-9648-3 1-282-84357-5 1-4518-7290-9 9786612843570 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Table of Contents; I. Introduction; II. The Model; Entrepreneurs; Depositors; Banks; Equilibrium; III. Evidence; A. Measurement of competition; B. Measurement of risk; C. Samples; D. Results for the U.S. Sample; E. Results for the International Sample; IV. Alternative Risk Measures; A. Loan Loss Measures of Risk; B. Actual Failures (or near failures) as the Dependent Variable; V. Conclusion; References; Tables; 1. U.S. Sample; 2. U.S. Sample Regressions; 3. International Sample; 4. International Sample Regressions; 5. U.S. Sample Loan Loss Measures; 6. International Sample Loan Loss Measures
7. International Sample: Proxy Measures of (near) Failure |
| Record Nr. | UNINA-9910788332803321 |
|
Boyd John
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Bank Competition, Risk, and Asset Allocations / / John Boyd, Gianni De Nicolo, Abu M. Jalal
| Bank Competition, Risk, and Asset Allocations / / John Boyd, Gianni De Nicolo, Abu M. Jalal |
| Autore | Boyd John |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (37 p.) |
| Disciplina | 332.1 |
| Altri autori (Persone) |
De NicoloGianni
JalalAbu M |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking - Econometric models
Competition - Econometric models Asset allocation Risk management Bank credit Banking Banks and Banking Banks and banking Banks Competition Credit Depository Institutions Distressed institutions Finance Finance: General Financial Institutions and Services: General Financial services industry General Financial Markets: General (includes Measurement and Data) Industries: Financial Services Loans Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Mortgages |
| ISBN |
1-4623-7595-2
1-4527-9648-3 1-282-84357-5 1-4518-7290-9 9786612843570 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Table of Contents; I. Introduction; II. The Model; Entrepreneurs; Depositors; Banks; Equilibrium; III. Evidence; A. Measurement of competition; B. Measurement of risk; C. Samples; D. Results for the U.S. Sample; E. Results for the International Sample; IV. Alternative Risk Measures; A. Loan Loss Measures of Risk; B. Actual Failures (or near failures) as the Dependent Variable; V. Conclusion; References; Tables; 1. U.S. Sample; 2. U.S. Sample Regressions; 3. International Sample; 4. International Sample Regressions; 5. U.S. Sample Loan Loss Measures; 6. International Sample Loan Loss Measures
7. International Sample: Proxy Measures of (near) Failure |
| Record Nr. | UNINA-9910828973203321 |
|
Boyd John
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Bank Funding Structures and Risk : : Evidence From the Global Financial Crisis / / Pablo Federico, Francisco Vazquez
| Bank Funding Structures and Risk : : Evidence From the Global Financial Crisis / / Pablo Federico, Francisco Vazquez |
| Autore | Federico Pablo |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (35 p.) |
| Altri autori (Persone) | VazquezFrancisco |
| Collana | IMF Working Papers |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Bank failures - Developed countries Banks and Banking Finance: General Financial Risk Management Industries: Financial Services Investments: Stocks Financial Institutions and Services: Government Policy and Regulation Banks Depository Institutions Micro Finance Institutions Mortgages Portfolio Choice Investment Decisions Financial Crises Financial Institutions and Services: General Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Banking Finance Financial services law & regulation Economic & financial crises & disasters Investment & securities Liquidity requirements Liquidity Financial crises Distressed institutions Financial regulation and supervision Asset and liability management Financial institutions Stocks Banks and banking State supervision Economics Financial services industry |
| ISBN |
1-4639-8626-2
1-4639-4952-9 1-4639-4099-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. Related Literature and Empirical Hypotheses; III. Data and Target Variables; A. Indicators of Bank Liquidity and Leverage; B. Global Banks Versus Domestic Banks; C. Bank Failure; IV. Empirical Approach and Quantitative Results; A. Stylized Facts; B. Baseline Regressions; C. Are There Threshold Effects at Play?; D. Are There Differences Across Bank Types?; V. Robustness Check; VI. Concluding Remarks; VII. References; Figures; 1. Evolution of Structural Liquidity and Leverage Before the Crisis, 2001-07
2. Evolution of Structural Liquidity and Leverage by Failed and Non-Failed Banks3. Distributions of Pre-Crisis Liquidity and Leverage across Failed and Non-Failed; Tables; 1. Stylized Balance-Sheet and Weights to Compute the NSFR; 2. Sample Coverage by Region and Type; 3. Summary Statistics of Selected Variables, 2001-07; 4. Pairwise Correlations Between Selected Variables, 2001-07; 5. Baseline Regressions; 6. Estimates of the Marginal Impact on the Probabilities of Default; 7. Probit Regressions by Sub-Samples of Liquidity and Leverage; 8. Regressions by Bank Types 9. Results of Robustness Checks by Alternative Definitions of Liquidity and CapitalTable 10. Results of Robustness Checks by Sub-Components of Bank Failure |
| Record Nr. | UNINA-9910789904003321 |
|
Federico Pablo
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Bank Funding Structures and Risk : : Evidence From the Global Financial Crisis / / Pablo Federico, Francisco Vazquez
| Bank Funding Structures and Risk : : Evidence From the Global Financial Crisis / / Pablo Federico, Francisco Vazquez |
| Autore | Federico Pablo |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (35 p.) |
| Disciplina | 332.1/52 |
| Altri autori (Persone) | VazquezFrancisco |
| Collana | IMF Working Papers |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Bank failures - Developed countries Banks and Banking Finance: General Financial Risk Management Industries: Financial Services Investments: Stocks Financial Institutions and Services: Government Policy and Regulation Banks Depository Institutions Micro Finance Institutions Mortgages Portfolio Choice Investment Decisions Financial Crises Financial Institutions and Services: General Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Banking Finance Financial services law & regulation Economic & financial crises & disasters Investment & securities Liquidity requirements Liquidity Financial crises Distressed institutions Financial regulation and supervision Asset and liability management Financial institutions Stocks Banks and banking State supervision Economics Financial services industry |
| ISBN |
1-4639-8626-2
1-4639-4952-9 1-4639-4099-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. Related Literature and Empirical Hypotheses; III. Data and Target Variables; A. Indicators of Bank Liquidity and Leverage; B. Global Banks Versus Domestic Banks; C. Bank Failure; IV. Empirical Approach and Quantitative Results; A. Stylized Facts; B. Baseline Regressions; C. Are There Threshold Effects at Play?; D. Are There Differences Across Bank Types?; V. Robustness Check; VI. Concluding Remarks; VII. References; Figures; 1. Evolution of Structural Liquidity and Leverage Before the Crisis, 2001-07
2. Evolution of Structural Liquidity and Leverage by Failed and Non-Failed Banks3. Distributions of Pre-Crisis Liquidity and Leverage across Failed and Non-Failed; Tables; 1. Stylized Balance-Sheet and Weights to Compute the NSFR; 2. Sample Coverage by Region and Type; 3. Summary Statistics of Selected Variables, 2001-07; 4. Pairwise Correlations Between Selected Variables, 2001-07; 5. Baseline Regressions; 6. Estimates of the Marginal Impact on the Probabilities of Default; 7. Probit Regressions by Sub-Samples of Liquidity and Leverage; 8. Regressions by Bank Types 9. Results of Robustness Checks by Alternative Definitions of Liquidity and CapitalTable 10. Results of Robustness Checks by Sub-Components of Bank Failure |
| Record Nr. | UNINA-9910827609703321 |
|
Federico Pablo
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Can Good Events Lead to Bad Outcomes? Endogenous Banking Crises and Fiscal Policy Responses / / Celine Rochon, Andrew Feltenstein
| Can Good Events Lead to Bad Outcomes? Endogenous Banking Crises and Fiscal Policy Responses / / Celine Rochon, Andrew Feltenstein |
| Autore | Rochon Celine |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (27 p.) |
| Altri autori (Persone) | FeltensteinAndrew |
| Collana | IMF Working Papers |
| Soggetto topico |
Bank failures
Fiscal policy Banks and Banking Budgeting Exports and Imports Public Finance Industries: Financial Services International Investment Long-term Capital Movements Banks Depository Institutions Micro Finance Institutions Mortgages National Budget Budget Systems Debt Debt Management Sovereign Debt Financial Institutions and Services: General Finance Banking Budgeting & financial management Public finance & taxation Foreign direct investment Budget planning and preparation Government debt management Distressed institutions Investments, Foreign Banks and banking Budget Debts, Public Financial services industry |
| ISBN |
1-4623-9822-7
1-4527-2793-7 1-283-51535-0 1-4519-0976-4 9786613827807 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. CALIBRATION AND SIMULATIONS""; ""IV. POLICY""; ""V. CONCLUSION""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788405303321 |
|
Rochon Celine
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Can Good Events Lead to Bad Outcomes? Endogenous Banking Crises and Fiscal Policy Responses / / Celine Rochon, Andrew Feltenstein
| Can Good Events Lead to Bad Outcomes? Endogenous Banking Crises and Fiscal Policy Responses / / Celine Rochon, Andrew Feltenstein |
| Autore | Rochon Celine |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (27 p.) |
| Altri autori (Persone) | FeltensteinAndrew |
| Collana | IMF Working Papers |
| Soggetto topico |
Bank failures
Fiscal policy Banking Banks and Banking Banks and banking Banks Budget planning and preparation Budget Systems Budget Budgeting & financial management Budgeting Debt Management Debt Debts, Public Depository Institutions Distressed institutions Exports and Imports Finance Financial Institutions and Services: General Financial services industry Foreign direct investment Government debt management Industries: Financial Services International Investment Investments, Foreign Long-term Capital Movements Micro Finance Institutions Mortgages National Budget Public finance & taxation Public Finance Sovereign Debt |
| ISBN |
1-4623-9822-7
1-4527-2793-7 1-283-51535-0 1-4519-0976-4 9786613827807 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. CALIBRATION AND SIMULATIONS""; ""IV. POLICY""; ""V. CONCLUSION""; ""REFERENCES"" |
| Record Nr. | UNINA-9910810750603321 |
|
Rochon Celine
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Distress in European Banks : : An Analysis Basedon a New Dataset / / Tigran Poghosyan, Martin Cihak
| Distress in European Banks : : An Analysis Basedon a New Dataset / / Tigran Poghosyan, Martin Cihak |
| Autore | Poghosyan Tigran |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (39 p.) |
| Altri autori (Persone) | CihakMartin |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking - European Union countries
Banks and Banking Finance: General Financial Risk Management Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Financial Institutions and Services: General General Financial Markets: Government Policy and Regulation Banking Economic & financial crises & disasters Finance Financial services law & regulation Early warning systems Distressed institutions Loan loss provisions Bank soundness Financial crises Financial institutions Financial regulation and supervision Bank supervision Financial sector policy and analysis Banks and banking Crisis management Financial services industry State supervision |
| ISBN |
1-4623-4569-7
1-4527-9346-8 1-4518-7156-2 1-282-84231-5 9786612842313 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Motivation; A. Early Warning Systems for Banking Soundness; B. Examples of Uses of the Early Warning Systems; III. Methodology and Data; A. Estimation Methodology; B. Data; Figures; 1. Overview of Distress Events by Year and by Country, 1995-2007; Tables; 1. Database Overview; 2. Determinants of Bank Distress; IV. Estimation Results; A. Baseline Estimate; B. Robustness Checks; 3. Logit Estimation Results; C. Prediction Results; 4. Type I and Type II Errors; 2. Banks at Risk; 3. Assets at Risk; D. Marginal Effects
4. Marginal Effects of Significant CAMEL Covariates5. Trade-off in the Impact on PD between Pairs of Significant CAMEL Covariates; V. Conclusion; Appendices; I. Early Warning Systems for Banking Supervision:; II. European Banking System; III. European Structured Early Intervention and Resolution; References |
| Record Nr. | UNINA-9910788350203321 |
|
Poghosyan Tigran
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Distress in European Banks : : An Analysis Basedon a New Dataset / / Tigran Poghosyan, Martin Cihak
| Distress in European Banks : : An Analysis Basedon a New Dataset / / Tigran Poghosyan, Martin Cihak |
| Autore | Poghosyan Tigran |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (39 p.) |
| Disciplina | 332.1068;332.10684 |
| Altri autori (Persone) | CihakMartin |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking - European Union countries
Bank soundness Bank supervision Banking Banks and Banking Banks and banking Banks Capital and Ownership Structure Crisis management Depository Institutions Distressed institutions Early warning systems Economic & financial crises & disasters Finance Finance: General Financial crises Financial Institutions and Services: General Financial Institutions and Services: Government Policy and Regulation Financial institutions Financial regulation and supervision Financial Risk and Risk Management Financial Risk Management Financial sector policy and analysis Financial services industry Financial services law & regulation Financing Policy General Financial Markets: Government Policy and Regulation Goodwill Industries: Financial Services Loan loss provisions Micro Finance Institutions Mortgages State supervision Value of Firms |
| ISBN |
1-4623-4569-7
1-4527-9346-8 1-4518-7156-2 1-282-84231-5 9786612842313 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Motivation; A. Early Warning Systems for Banking Soundness; B. Examples of Uses of the Early Warning Systems; III. Methodology and Data; A. Estimation Methodology; B. Data; Figures; 1. Overview of Distress Events by Year and by Country, 1995-2007; Tables; 1. Database Overview; 2. Determinants of Bank Distress; IV. Estimation Results; A. Baseline Estimate; B. Robustness Checks; 3. Logit Estimation Results; C. Prediction Results; 4. Type I and Type II Errors; 2. Banks at Risk; 3. Assets at Risk; D. Marginal Effects
4. Marginal Effects of Significant CAMEL Covariates5. Trade-off in the Impact on PD between Pairs of Significant CAMEL Covariates; V. Conclusion; Appendices; I. Early Warning Systems for Banking Supervision:; II. European Banking System; III. European Structured Early Intervention and Resolution; References |
| Record Nr. | UNINA-9910816924403321 |
|
Poghosyan Tigran
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
