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Central Bank Independence and Macro-Prudential Regulation / / Fabian Valencia, Kenichi Ueda
| Central Bank Independence and Macro-Prudential Regulation / / Fabian Valencia, Kenichi Ueda |
| Autore | Valencia Fabian |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (28 p.) |
| Altri autori (Persone) | UedaKenichi |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Banks and banking, Central
Banks and banking Banks and Banking Finance: General Inflation Macroeconomics Money and Monetary Policy Optimization Techniques Programming Models Dynamic Analysis Macroeconomics: Consumption Saving Wealth Contingent Pricing Futures Pricing option pricing Price Level Deflation Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banking Finance Monetary economics Price stabilization Financial sector stability Credit Prices Government policy Financial services industry |
| ISBN |
1-4755-1163-9
1-4755-8117-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Contents; I: Introduction; II: Model Setup; III: Social Planner Benchmark; IV: Time inconsistency in a dual-mandate central bank; V: Separation of Objectives Achieves Social Optimum; VI: The role of political independence; A: Non-Independent Central Bank and Independent Macro-prudential Regulator; B: Non-Independent Macro-prudential Regulator and Independent Central Bank; VII: Welfare Comparisons; List of Tables; 1 Welfare Loss Across Institutional Arrangements; VIII: Conclusions; References; Appendices; I: Non-Independent Single Authority; II: Distortionary Macro-prudential Regulation |
| Record Nr. | UNINA-9910779220703321 |
Valencia Fabian
|
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Central Bank Independence and Macro-Prudential Regulation / / Fabian Valencia, Kenichi Ueda
| Central Bank Independence and Macro-Prudential Regulation / / Fabian Valencia, Kenichi Ueda |
| Autore | Valencia Fabian |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (28 p.) |
| Disciplina | 332.1/52 |
| Altri autori (Persone) | UedaKenichi |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Banks and banking, Central
Banks and banking Banks and Banking Finance: General Inflation Macroeconomics Money and Monetary Policy Optimization Techniques Programming Models Dynamic Analysis Macroeconomics: Consumption Saving Wealth Contingent Pricing Futures Pricing option pricing Price Level Deflation Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banking Finance Monetary economics Price stabilization Financial sector stability Credit Prices Government policy Financial services industry Option pricing |
| ISBN |
9781475511635
1475511639 9781475581171 1475581173 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Contents; I: Introduction; II: Model Setup; III: Social Planner Benchmark; IV: Time inconsistency in a dual-mandate central bank; V: Separation of Objectives Achieves Social Optimum; VI: The role of political independence; A: Non-Independent Central Bank and Independent Macro-prudential Regulator; B: Non-Independent Macro-prudential Regulator and Independent Central Bank; VII: Welfare Comparisons; List of Tables; 1 Welfare Loss Across Institutional Arrangements; VIII: Conclusions; References; Appendices; I: Non-Independent Single Authority; II: Distortionary Macro-prudential Regulation |
| Record Nr. | UNINA-9910968229503321 |
|
Valencia Fabian
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Default, Credit Growth, and Asset Prices / / C. Goodhart, Miguel Segoviano, Boris Hofmann
| Default, Credit Growth, and Asset Prices / / C. Goodhart, Miguel Segoviano, Boris Hofmann |
| Autore | Goodhart C |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (44 p.) |
| Altri autori (Persone) |
SegovianoMiguel
HofmannBoris |
| Collana | IMF Working Papers |
| Soggetto topico |
Asset allocation - Econometric models
Credit - Econometric models Banks and Banking Macroeconomics Money and Monetary Policy Real Estate Statistics Semiparametric and Nonparametric Methods Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Econometric Modeling: General Optimization Techniques Programming Models Dynamic Analysis Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Data Access Business Fluctuations Cycles Prices, Business Fluctuations, and Cycles: Forecasting and Simulation Financial Markets and the Macroeconomy Money Supply Credit Money Multipliers Monetary Policy, Central Banking, and the Supply of Money and Credit: General Price Level Inflation Deflation Nonagricultural and Nonresidential Real Estate Markets Banks Depository Institutions Micro Finance Institutions Mortgages Data Collection and Data Estimation Methodology Computer Programs: Other Monetary economics Property & real estate Banking Econometrics & economic statistics Asset prices Bank credit Land prices Prices Money Financial statistics Economic and financial statistics Housing Banks and banking Finance |
| ISBN |
1-4623-7401-8
1-4527-4912-4 1-283-51287-4 1-4519-0936-5 9786613825322 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BANK CREDIT AND PROPERTY PRICES""; ""III. DEFAULT, CREDIT GROWTH, AND ASSET PRICES""; ""IV. RESULTS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""References"" |
| Record Nr. | UNINA-9910788407903321 |
|
Goodhart C
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||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Default, Credit Growth, and Asset Prices / / C. Goodhart, Miguel Segoviano, Boris Hofmann
| Default, Credit Growth, and Asset Prices / / C. Goodhart, Miguel Segoviano, Boris Hofmann |
| Autore | Goodhart C |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (44 p.) |
| Altri autori (Persone) |
HofmannBoris
SegovianoMiguel |
| Collana | IMF Working Papers |
| Soggetto topico |
Asset allocation - Econometric models
Credit - Econometric models Asset prices Bank credit Banking Banks and Banking Banks and banking Banks Business Fluctuations Computer Programs: Other Credit Cycles Data Access Data Collection and Data Estimation Methodology Deflation Depository Institutions Diffusion Processes Dynamic Analysis Dynamic Quantile Regressions Dynamic Treatment Effect Models Econometric Modeling: General Econometrics & economic statistics Economic and financial statistics Finance Financial Markets and the Macroeconomy Financial statistics Housing Inflation Land prices Macroeconomics Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Money Multipliers Money Supply Money Mortgages Nonagricultural and Nonresidential Real Estate Markets Optimization Techniques Price Level Prices Prices, Business Fluctuations, and Cycles: Forecasting and Simulation Programming Models Property & real estate Real Estate Semiparametric and Nonparametric Methods Statistics Time-Series Models |
| ISBN |
9786613825322
9781462374014 1462374018 9781452749129 1452749124 9781283512879 1283512874 9781451909364 1451909365 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BANK CREDIT AND PROPERTY PRICES""; ""III. DEFAULT, CREDIT GROWTH, AND ASSET PRICES""; ""IV. RESULTS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""References"" |
| Record Nr. | UNINA-9910967316103321 |
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Goodhart C
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
On the Extrapolation with the Denton Proportional Benchmarking Method / / Marco Marini, Tommaso Di Fonzo
| On the Extrapolation with the Denton Proportional Benchmarking Method / / Marco Marini, Tommaso Di Fonzo |
| Autore | Marini Marco |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (22 p.) |
| Altri autori (Persone) | Di FonzoTommaso |
| Collana | IMF Working Papers |
| Soggetto topico |
Benchmarking (Management)
Managerial accounting Macroeconomics Industries: General Industries: Manufacturing Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Optimization Techniques Programming Models Dynamic Analysis Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Data Access General Aggregative Models: General Industry Studies: Manufacturing: General Macroeconomics: Production Manufacturing industries National accounts Manufacturing Industrial production National income Industries |
| ISBN |
1-4755-5891-0
1-4755-3464-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. The Denton PFD Benchmarking Method; III. The Enhanced Denton PFD Method for Extrapolation; A. An Approximation of the Enhanced PFD Method; IV. An Example with Artificial Data; Tables; 1. Extrapolation Using Forecast BI Ratios (Example 6.2, QNA Manual, 2001); 2. Enhanced Denton PFD: Comparison Between the Shortcut and the Analytical Solution; 3. Enhanced Denton PFD: Comparison with the Indicator Series; 4. Basic Denton PFD vs. Enhanced Denton PFD: MSD of Quarterly Growth Rates
5. Enhanced Denton PFD: Comparison Between the Analytical Solution and the Shortcut Version with Different BI RatiosV. An Application to Real-Life Data; 6. Forecasting Manufacturing Value Added in 2009 Using IPI: a Comparison Between PFD and EPFD; VI. Conclusions; References |
| Record Nr. | UNINA-9910786483403321 |
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Marini Marco
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
On the Extrapolation with the Denton Proportional Benchmarking Method / / Marco Marini, Tommaso Di Fonzo
| On the Extrapolation with the Denton Proportional Benchmarking Method / / Marco Marini, Tommaso Di Fonzo |
| Autore | Marini Marco |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (22 p.) |
| Disciplina | 300 |
| Altri autori (Persone) | Di FonzoTommaso |
| Collana | IMF Working Papers |
| Soggetto topico |
Benchmarking (Management)
Managerial accounting Data Access Diffusion Processes Dynamic Analysis Dynamic Quantile Regressions Dynamic Treatment Effect Models General Aggregative Models: General Industrial production Industries Industries: General Industries: Manufacturing Industry Studies: Manufacturing: General Macroeconomics Macroeconomics: Production Manufacturing industries Manufacturing Methodology for Collecting, Estimating, and Organizing Macroeconomic Data National accounts National income Optimization Techniques Programming Models Time-Series Models |
| ISBN |
9781475558913
1475558910 9781475534641 1475534647 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. The Denton PFD Benchmarking Method; III. The Enhanced Denton PFD Method for Extrapolation; A. An Approximation of the Enhanced PFD Method; IV. An Example with Artificial Data; Tables; 1. Extrapolation Using Forecast BI Ratios (Example 6.2, QNA Manual, 2001); 2. Enhanced Denton PFD: Comparison Between the Shortcut and the Analytical Solution; 3. Enhanced Denton PFD: Comparison with the Indicator Series; 4. Basic Denton PFD vs. Enhanced Denton PFD: MSD of Quarterly Growth Rates
5. Enhanced Denton PFD: Comparison Between the Analytical Solution and the Shortcut Version with Different BI RatiosV. An Application to Real-Life Data; 6. Forecasting Manufacturing Value Added in 2009 Using IPI: a Comparison Between PFD and EPFD; VI. Conclusions; References |
| Record Nr. | UNINA-9910970285103321 |
|
Marini Marco
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||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Portfolio Credit Risk and Macroeconomic Shocks : : Applications to Stress Testing Under Data-Restricted Environments / / Miguel Segoviano
| Portfolio Credit Risk and Macroeconomic Shocks : : Applications to Stress Testing Under Data-Restricted Environments / / Miguel Segoviano |
| Autore | Segoviano Miguel |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (52 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Risk
Bank investments Bank loans Bank capital Banks and Banking Finance: General Financial Risk Management Industries: Financial Services Money and Monetary Policy Mathematical Methods Econometric and Statistical Methods: Other Model Evaluation and Selection Optimization Techniques Programming Models Dynamic Analysis Business Fluctuations Cycles Banks Depository Institutions Micro Finance Institutions Mortgages Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill International Financial Markets Financial Institutions and Services: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Finance Financial services law & regulation Banking Monetary economics Credit risk Loans Asset valuation Stress testing Financial regulation and supervision Financial institutions Financial sector policy and analysis Asset and liability management Credit Money Financial risk management Asset-liability management Banks and banking |
| ISBN |
1-4623-3062-2
1-4527-6224-4 1-283-51662-4 9786613829078 1-4519-0996-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. PORTFOLIO CREDIT RISK""; ""III. PROPOSAL TO IMPROVE PORTFOLIO CREDIT RISK MEASUREMENT""; ""IV. PROPOSED PROCEDURE FOR STRESS TESTING""; ""V. STRESS TESTING: EMPIRICAL IMPLEMENTATION IN DENMARK""; ""VI. ANALYSIS OF STRESS TESTING RESULTS""; ""VII. CONCLUSIONS""; ""Appendix 1: Entropy in a Nutshell""; ""References"" |
| Record Nr. | UNINA-9910788699403321 |
|
Segoviano Miguel
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Portfolio Credit Risk and Macroeconomic Shocks : : Applications to Stress Testing Under Data-Restricted Environments / / Miguel Segoviano
| Portfolio Credit Risk and Macroeconomic Shocks : : Applications to Stress Testing Under Data-Restricted Environments / / Miguel Segoviano |
| Autore | Segoviano Miguel |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (52 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Risk
Bank investments Bank loans Bank capital Asset and liability management Asset valuation Asset-liability management Banking Banks and Banking Banks and banking Banks Business Fluctuations Capital and Ownership Structure Credit risk Credit Cycles Depository Institutions Dynamic Analysis Econometric and Statistical Methods: Other Finance Finance: General Financial Institutions and Services: Government Policy and Regulation Financial institutions Financial regulation and supervision Financial Risk and Risk Management Financial Risk Management Financial risk management Financial sector policy and analysis Financial services law & regulation Financing Policy Goodwill Industries: Financial Services International Financial Markets Loans Mathematical Methods Micro Finance Institutions Model Evaluation and Selection Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Money Mortgages Optimization Techniques Programming Models Stress testing Value of Firms |
| ISBN |
9786613829078
9781462330621 1462330622 9781452762241 1452762244 9781283516624 1283516624 9781451909968 1451909969 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. PORTFOLIO CREDIT RISK""; ""III. PROPOSAL TO IMPROVE PORTFOLIO CREDIT RISK MEASUREMENT""; ""IV. PROPOSED PROCEDURE FOR STRESS TESTING""; ""V. STRESS TESTING: EMPIRICAL IMPLEMENTATION IN DENMARK""; ""VI. ANALYSIS OF STRESS TESTING RESULTS""; ""VII. CONCLUSIONS""; ""Appendix 1: Entropy in a Nutshell""; ""References"" |
| Record Nr. | UNINA-9910972470803321 |
|
Segoviano Miguel
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
-
Dynamic Analysis
(8)
- Optimization Techniques (8)
- Programming Models (8)
- Banking (6)
- Banks (6)