Accounting discretion of banks during a financial crisis / / Luc Laeven, Harry Huizinga |
Autore | Laeven Luc |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 41 p. : ill |
Altri autori (Persone) | HuizingaHarry |
Collana | IMF Working Papers |
Soggetto topico |
Banks and banking
Accounting - Corrupt practices Banks and Banking Financial Risk Management Investments: General Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation International Financial Markets General Financial Markets: General (includes Measurement and Data) Banking Finance Financial services law & regulation Investment & securities Loans Loan loss provisions Asset valuation Securities State supervision Asset-liability management Financial instruments |
ISBN |
1-4623-3255-2
1-4518-7354-9 1-282-84413-X 9786612844133 1-4527-3492-5 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788226703321 |
Laeven Luc
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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Assessing Banking Sector Soundness in a Long-Term Framework : : The Case of Venezuela / / Rodolphe Blavy |
Autore | Blavy Rodolphe |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (33 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Banks and banking - Venezuela
Financial institutions - Venezuela Banks and Banking Money and Monetary Policy Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banking Financial services law & regulation Monetary economics Finance Commercial banks Capital adequacy requirements Credit Nonperforming loans Banks and banking Asset requirements Loans |
ISBN |
1-4623-6896-4
1-4527-3096-2 1-282-61965-9 9786613822765 1-4519-0938-1 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE FRAMEWORK FOR ASSESSING THE BANKING SECTOR: LONG-TERM TRENDS AND SHORT- TERM DEVELOPMENTS""; ""III. ASSESSING THE SOUNDNESS OF THE BANKING SECTOR""; ""IV. SUMMARY AND CONCLUSION""; ""BIBLIOGRAPHY"" |
Record Nr. | UNINA-9910788409603321 |
Blavy Rodolphe
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Washington, D.C. : , : International Monetary Fund, , 2006 | ||
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Lo trovi qui: Univ. Federico II | ||
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Assessing Liquidity Buffers in the Panamanian Banking Sector / / Andras Komaromi, Metodij Hadzi-Vaskov, Torsten Wezel |
Autore | Komaromi Andras |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
Descrizione fisica | 1 online resource (23 pages) : illustrations, tables |
Disciplina | 332.1 |
Altri autori (Persone) |
Hadzi-VaskovMetodij
WezelTorsten |
Collana | IMF Working Papers |
Soggetto topico |
Banks and banking - Panama
Liquidity (Economics) Liquid assets - Panama Banks and Banking Finance: General Investments: General Financial Institutions and Services: General Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Portfolio Choice Investment Decisions General Financial Markets: General (includes Measurement and Data) Financial services law & regulation Banking Finance Investment & securities Liquidity requirements Liquidity Commercial banks Liquidity stress testing Financial regulation and supervision Asset and liability management Financial institutions Financial sector policy and analysis Securities Banks and banking State supervision Economics Financial instruments |
ISBN |
1-4755-4483-9
1-4755-4489-8 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910154899403321 |
Komaromi Andras
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Washington, D.C. : , : International Monetary Fund, , 2016 | ||
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Lo trovi qui: Univ. Federico II | ||
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Assessing the Cost of Financial Regulation / / Douglas Elliott, Andre Santos |
Autore | Elliott Douglas |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (83 p.) |
Disciplina | 346.436082 |
Altri autori (Persone) | SantosAndre |
Collana | IMF Working Papers |
Soggetto topico |
Financial institutions - Law and legislation
Bank capital - Law and legislation Bank loans Banks and Banking Finance: General Money and Monetary Policy Financial Risk Management Banks Depository Institutions Micro Finance Institutions Mortgages Investment Banking Venture Capital Brokerage Ratings and Ratings Agencies Financial Institutions and Services: Government Policy and Regulation Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill General Financial Markets: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financial Crises Financial services law & regulation Banking Monetary economics Economic & financial crises & disasters Liquidity requirements Basel III Credit Capital adequacy requirements Financial regulation and supervision Money Financial crises Banks and banking State supervision Asset requirements |
ISBN |
1-4755-1198-1
1-4755-1197-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; Executive Summary; Introduction; I. Literature Review; II. Qualitative Assessments of the Cost Impact of Regulatory Changes; Tables; 1. Basel III Impact on Credit and GDP Growth; 2. Major Regulatory Initiatives; 3. Impact of Major Regulatory Initiatives on U.S. Financial Institutions; III. Quantitative Analysis of Stand-Alone Reforms; A. Choice of Baseline Scenario; B. Translating Cost Changes to Credit Impacts; C. Estimating Changes to Lending rates; D. Capital Requirements; 4. Pro-forma Basel III Common Equity Tier 1 Capital Ratios by Region, End-2010; Figures
1. Effect of Basel III Changes on Common Equity Tier 1 Capital Ratios 5. Planned Mitigating Actions by U.S., European, and Japanese Banks; 6. Pro-forma Basel III Common Equity Tier 1 Capital Ratios by Bank Business; 2. Effect of Basel 2.5 and III on Common Equity Tier Capital Ratios; 7. Effects of Higher Capital Levels on Lending Rates; E. Liquidity Requirements; 8. Pro-forma Basel III Liquidity Ratios, End-2010; 9. Estimated Effects of Liquidity Changes on Lending Rates; F. Derivatives Requirements; 10. Effects of Derivatives Reforms on Banks per Year; G. Securitization Requirements 11. Estimated Effects of Derivatives Changes on Lending RatesH. Taxes and Fees; I. Integrated Effects on Credit Provision; 12. Annual Fees and Taxes on European and U.S. Banks; 13. Estimated Effects of Tax and Fee Changes on Lending Rates; 14. Cumulative Impact of Regulatory Reforms on Lending rates; 3. Effects of Changes in Key Parameter Assumptions on Lending Rates; IV. Uncertainties and Areas for Further Research; V. Conclusion; Appendix I. Supplementary Tables; Appendixes; I. Supplementary Tables; 16. European, Japanese, and U.S. Banks in the Sample 17. Planned De-Risking Measures, End-2010 Appendix II. Assumptions for the Credit Pricing Equation; II. Assumptions for the Credit Pricing Equation; References |
Record Nr. | UNINA-9910786295603321 |
Elliott Douglas
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Washington, D.C. : , : International Monetary Fund, , 2012 | ||
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Lo trovi qui: Univ. Federico II | ||
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Austria : : Publication of Financial Sector Assessment Program Documentation—Detailed Assessment of Basel Core Principles for Effective Banking Supervision |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2014 |
Descrizione fisica | 1 online resource (323 pages) |
Disciplina | 332.15 |
Collana | IMF Staff Country Reports |
Soggetto topico |
Banks and banking, International
Banks and banking International finance Accounting Banks and Banking Public Finance Banks Depository Institutions Micro Finance Institutions Mortgages Public Administration Public Sector Accounting and Audits Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Taxation, Subsidies, and Revenue: General Auditing Banking Management accounting & bookkeeping Financial services law & regulation Financial reporting, financial statements Public finance & taxation Internal audit Market risk Financial statements Legal support in revenue administration Public financial management (PFM) Financial regulation and supervision Revenue administration Credit risk Auditing, Internal Financial risk management Finance, Public Revenue |
ISBN |
1-4843-7546-7
1-4843-7537-8 1-4843-7565-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Cover; CONTENTS; Glossary; INTRODUCTION; INSTITUTIONAL AND MARKET STRUCTURE-OVERVIEW; PRECONDITIONS FOR EFFECTIVE BANKING SUPERVISION; DETAILED ASSESSMENT; A. Supervisory Powers, Responsibilities and Functions; B. Prudential Regulations and Requirements; SUMMARY COMPLIANCE WITH THE BASEL CORE PRINCIPLES; A. Summary Compliance with the Basel Core Principles-Detailed Assessment Report; RECOMMENDED ACTIONS TO IMPROVE COMPLIANCE WITH THE BASEL CORE PRINCIPLES AND THE EFFECTIVENESS OF REGULATORY AND SUPERVISORY FRAMEWORKS; AUTHORITIES' RESPONSE |
Record Nr. | UNINA-9910789008603321 |
Washington, D.C. : , : International Monetary Fund, , 2014 | ||
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Lo trovi qui: Univ. Federico II | ||
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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
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Washington, D.C. : , : International Monetary Fund, , 2012 | ||
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Lo trovi qui: Univ. Federico II | ||
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Banking on the Principles : : Compliance with Basel Core Principles and Bank Soundness / / Enrica Detragiache, Thierry Tressel, Asli Demirgüç-Kunt |
Autore | Detragiache Enrica |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (35 p.) |
Altri autori (Persone) |
TresselThierry
Demirgüç-KuntAsli |
Collana | IMF Working Papers |
Soggetto topico |
Banks and banking - State supervision
Banks and Banking Finance: General General Financial Markets: Government Policy and Regulation Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Financial services law & regulation Banking Finance Bank soundness Basel Core Principles Bank supervision Bank regulation Banks and banking State supervision |
ISBN |
1-4623-7703-3
1-4527-1078-3 1-283-51174-6 9786613824196 1-4519-0955-1 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. LITERATURE REVIEW""; ""III. METHODOLOGY AND DATA""; ""IV. THE RESULTS""; ""V. CONCLUSIONS""; ""References"" |
Record Nr. | UNINA-9910788415203321 |
Detragiache Enrica
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Washington, D.C. : , : International Monetary Fund, , 2006 | ||
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Lo trovi qui: Univ. Federico II | ||
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Belgium : : Technical Note on Stress Testing the Banking and Insurance Sectors |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
Descrizione fisica | 1 online resource (105 p.) |
Collana | IMF Staff Country Reports |
Soggetto topico |
Banks and banking - Risk management - Belgium
Insurance - Risk management - Belgium Banks and Banking Finance: General Financial Institutions and Services: Government Policy and Regulation Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: Government Policy and Regulation Bankruptcy Liquidation Finance Banking Financial services law & regulation Stress testing Liquidity requirements Basel III Solvency Financial sector policy and analysis Financial regulation and supervision Solvency stress testing Banks and banking Financial risk management State supervision Debt |
ISBN |
1-4843-7890-3
1-4843-7315-4 1-4843-9146-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; CONTENTS; GLOSSARY; INTRODUCTION; BANKING-SOLVENCY STRESS TESTS; A. Summary of Both Solvency Stress Tests; B. Bottom-Up Solvency Stress Tests; C. Top-Down Solvency Stress Tests; D. Reconciliation of Both Solvency Stress Tests; BANKING-LIQUIDITY STRESS TESTS; SUMMARY AND POLICY IMPLICATIONS-BANKING; INSURANCE-SOLVENCY STRESS TESTS; BOXES; 1. Review of Aggregation Approach; 2. Key Elements of Different Valuation Approaches Applied in the Stress Test; 3. Contagion Effects in Bank assurance; SUMMARY AND POLICY IMPLICATIONS-INSURANCE; REFERENCES; TABLES
1. Stress Test Matrix (Stem) for the Banking Sector: Solvency and Liquidity Risks 2. Composition of the System and Banks Included in the Stress Tests; 3. Financial Soundness Indicators for Banks Included in the Solvency Stress Test; 4. Macroeconomic Scenarios for Solvency Stress Test; 5. Overview of the Basel II and III Minimum Capital Requirements; 6. Liquidity Stress Test Parameters (Basel III Standard Measures); 7. Liquidity Stress Test Parameters (NBB Liquidity Ratio); 8. Insurance Sector-Stress Test Specification; FIGURES; 1. Banking Sector Developments 2. Liquidity and Short-term Funding 3. Bank Funding; 4. Insurance Financial Soundness Indicators (FSIs); 5. Macroeconomic Assumptions under Different Stress Test Scenarios; 6. Solvency Stress Tests-Risk Drivers; 7. Evolution of Aggregate Capital Ratios in Solvency Stress Tests; 8. Solvency Stress Test Results-Total Capital Hurdle Rates; 9. Solvency Stress Test Results-Tier 1 Capital Hurdle Rate; 10. Solvency Stress Test Results-CET1 Capital Hurdle Rate; 11. Banks' Liquidity Ratios and Stress Test Results; 12. Insurance Stress Test Results; ANNEX; I. Guidelines for the Bottom-Up Solvency Stress APPENDICES I. Proposed Timeline for Completion of Solvency; II. Key BU Solvency Stress Test Parameters; III. Overview of Stress Test Scenarios (in percent); IV. Interpolated Interest Rate Term Structure and Swap Rate Curve; V. Possible Satellite Model Specification; VI. Minimum Funding Cost: Empirical Estimation of Nonlinear Change; VII. Sovereign Haircuts for Selected Countries; VIII. Estimation Methodology for Sovereign Risk Valuation Haircuts; IX. Pay-out Ratio, Hurdle Rates, and Changes in Risk-Weighted Assets; X. Suggested Output Format for Reporting by Firms to NBB |
Record Nr. | UNINA-9910787667403321 |
Washington, D.C. : , : International Monetary Fund, , 2013 | ||
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Lo trovi qui: Univ. Federico II | ||
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Belgium : : Detailed Assessment of Compliance with the Basel Core Principles for Effective Banking Supervision |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
Descrizione fisica | 1 online resource (178 p.) |
Collana | IMF Staff Country Reports |
Soggetto topico |
Banks and banking - Belgium
Banks and Banking Money and Monetary Policy Public Finance Banking 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 Public Administration Public Sector Accounting and Audits Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Banking law Monetary economics Management accounting & bookkeeping Financial services law & regulation Bank legislation Credit External audit Market risk Financial regulation and supervision Money Credit risk Public financial management (PFM) Banks and banking Financial services industry Law and legislation Auditing Financial risk management |
ISBN |
1-4843-5651-9
1-4843-7496-7 1-4843-5327-7 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Cover; CONTENTS; GLOSSARY; SUMMARY, KEY FINDINGS, AND RECOMMENDATIONS; A. Introduction; B. Information and Methodology Used for Assessment; INSTITUTIONAL AND MACROECONOMIC SETTING AND MARKET STRUCTURE OVERVIEW; A. Preconditions for Effective Banking Supervision; B. Main Findings; TABLES; 1. Summary Compliance with the Basel Core Principles-Detailed Assessments; 2. Recommended Action Plan to Improve Compliance with the Basel Core Principles; C. Authorities' Response to the Assessment; DETAILED ASSESSMENT; 3. Detailed Assessment of Compliance with the Basel Core Principles |
Record Nr. | UNINA-9910779761203321 |
Washington, D.C. : , : International Monetary Fund, , 2013 | ||
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Lo trovi qui: Univ. Federico II | ||
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Building a More Resilient Financial Sector : : Reforms in the Wake of the Global Crisis / / Aditya Narain, Inci Ötker, Ceyla Pazarbasioglu |
Autore | Narain Aditya |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (610 p.) |
Disciplina | 332/.042 |
Altri autori (Persone) |
ÖtkerInci
PazarbasiogluCeyla |
Soggetto topico |
International finance
Banking law Financial institutions, International - Law and legislation Global Financial Crisis, 2008-2009 Banks and Banking Finance: General Financial Risk Management Public Finance Industries: Financial Services Investments: General Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: Government Policy and Regulation Financial Institutions and Services: Government Policy and Regulation Financial Institutions and Services: General Investment Banking Venture Capital Brokerage Ratings and Ratings Agencies Banking Finance Economic & financial crises & disasters Financial services law & regulation Investment & securities Financial institutions Financial crises Financial sector policy and analysis Systemic risk Systemically important financial institutions Bank resolution framework Contingent capital Commercial banks Banks and banking Financial services industry Financial risk management Crisis management Investment banking State supervision |
ISBN |
1-4755-8969-7
1-4755-6936-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; Chapters; Foreword; Acknowledgments; Abbreviations; Contributors; 1 From Crisis to a New Financial Architecture: Taking Stock and Looking Forward; 2 Shaping the New Financial System; 3 Impact of Regulatory Reforms on Large and Complex Financial Institutions; 4 The Perimeter of Financial Regulation; 5 The Making of Good Supervision: Learning to Say "No"; 6 Resolution of Cross-Border Banks: A Proposed Framework for Enhanced Coordination; 7 The Too-Important-to-Fail Conundrum: Impossible to Ignore and Difficult to Resolve
8 Contingent Capital: Economic Rationale and Design Features9 Recovery and Resolution Plans (Living Wills): A Solution to the TITF Problem?; 10 Making Banks Safer: Can Volcker and Vickers Do It?; 11 Subsidiaries or Branches: Does One Size Fit All?; 12 Redesigning the Contours of the Future Financial System; Index; References; Footnotes |
Record Nr. | UNINA-9910785528203321 |
Narain Aditya
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Washington, D.C. : , : International Monetary Fund, , 2012 | ||
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Lo trovi qui: Univ. Federico II | ||
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