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Canada : financial sector assessment program stress testing, technical note / / International Monetary Fund
Canada : financial sector assessment program stress testing, technical note / / International Monetary Fund
Pubbl/distr/stampa Washington, District of Columbia : , : International Monetary Fund, , 2014
Descrizione fisica 1 online resource (102 p.)
Disciplina 332.1091724
Collana IMF Country Reports
Soggetto topico Finance - Developing countries - Evaluation
International finance - Developing countries
Soggetto genere / forma Electronic books.
ISBN 1-4755-1438-7
1-4843-3088-9
1-4843-3118-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; Glossary; INTRODUCTION AND OVERVIEW; A. Overview of Stress Tests; TABLES; 1. Stress Testing Recommendations; SCENARIOS; BANKING SECTOR-SOLVENCY STRESS TESTS; BANKING SECTOR-LIQUIDITY AND FUNDING STRESS TESTS-INDIVIDUAL AND NETWORK EFFECTS; A. Bottom-up Stress Test; A. Recommendations and Policy Implications; 2. Regulatory and Supervisory Capital Requirements; 3. Mapping Economic Sectors from the BU into Economic Sectors Used in BoC Estimation of PDs; 4. Capital Conservation Rule for Dividends Distribution; 5. IRBBB Spreads Under the Stress-test Scenario
6. Trading Book Risk Parameters Under the Stress-test Scenario B. IMF Top-down Stress Test; FIGURES; 1. IMF Top Down Approach; 7. Mapping Basel II Asset Classes and Exposures by Economic Sectors into New Basel II Asset Classes; 8. Dividends Distribution Schedule; 2. Geographical and Sectoral Distribution of Losses and Exposures; 3. IMF TD Solvency Stress Test Results-Sensitivity Analysis; C. OSFI Top-down Stress Test; BOX; 1. OSFI Algorithm to Project Loan Book; D. Reconciliation of Results; 9. Main Differences Between Different Approaches; E. Recommendations and Policy Implications
4. Macro-financial Risk Assessment Framework (MFRAF) of the BoC5. MFRAF Modules; 6. MFRAF Modulus Timing; 7. The BoC Liquidity and Network Stress Test Results, Baseline Scenario; 8. Aggregate Loss Distributions, Baseline Scenario; 9. The BoC Liquidity and Network Stress Test Results, Adverse Scenario; 10. Aggregate Loss Distributions, Adverse Scenario; LIFE INSURANCE SECTOR-SOLVENCY STRESS TEST; 11. Total MCCSR Ratio in Baseline and Adverse Scenario; 12. Total Tier 1 Ratio in Baseline and Adverse Scenario; 13. Net Income in Baseline and Adverse Scenario; CMHC SOLVENCY STRESS TEST
14. Contribution to MCCSR Deviation from Baseline 10. FSIs: Big 6 versus the Rest of the Banking System; ANNEX; I. Statistical Annex; 15. Developments in Banking Sector; 11. Summary of Banks' Stress Testing Results; 16. Scenarios-Canada, Main Variables; 17. Scenarios-US, Euro Area, Other, Main Variables; 18. IMF Top Down Model of Income Statement-Interest Income; 19. IMF Top Down Model of Income Statement-Interest Expense; 20. IMF Top Down Model of Income Statement-Trading Income; 21. IMF Top Down Model of Income Statement-Non-interest Income
22. IMF Top Down Model of Income Statement-Non-interest Expense 23. IMF Top Down Assumptions-Loans, Deposits; 24. IMF Top Down Assumptions-Loans, Balance Sheet; 25. Solvency Stress Test Results; 26. Drivers of Stress Test Results-Contributions to CET1 Change; 27. Drivers of Stress Test Results-Contributions to Net Income; 28. Net Income and RWAs-Comparison; 29. Net Income and RWAs-Comparison; 30. Parameters of RWAs and Expected Losses-Comparison; 31. Recapitalization Needs-as Percent in gross income; 12. Liquid and Illiquid Assets of the BSL Metric-Haircuts Calibration
13. Outflows of BSL Metric-Run-off Rates Calibration
Record Nr. UNINA-9910453597503321
Washington, District of Columbia : , : International Monetary Fund, , 2014
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Canada : : Financial Sector Assessment Program-Stress Testing-Technical Note
Canada : : Financial Sector Assessment Program-Stress Testing-Technical Note
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2014
Descrizione fisica 1 online resource (102 p.)
Disciplina 332.1091724
Collana IMF Staff Country Reports
Soggetto topico Finance - Developing countries - Evaluation
International finance - Developing countries
Banks and Banking
Finance: General
Macroeconomics
Money and Monetary Policy
Industries: Financial Services
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Personal Income, Wealth, and Their Distributions
Financial Institutions and Services: Government Policy and Regulation
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Banking
Finance
Financial services law & regulation
Monetary economics
Personal income
Stress testing
Credit risk
Credit
National accounts
Financial sector policy and analysis
Financial regulation and supervision
Money
Loans
Financial institutions
Financial risk management
Banks and banking
Income
ISBN 1-4755-1438-7
1-4843-3088-9
1-4843-3118-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; Glossary; INTRODUCTION AND OVERVIEW; A. Overview of Stress Tests; TABLES; 1. Stress Testing Recommendations; SCENARIOS; BANKING SECTOR-SOLVENCY STRESS TESTS; BANKING SECTOR-LIQUIDITY AND FUNDING STRESS TESTS-INDIVIDUAL AND NETWORK EFFECTS; A. Bottom-up Stress Test; A. Recommendations and Policy Implications; 2. Regulatory and Supervisory Capital Requirements; 3. Mapping Economic Sectors from the BU into Economic Sectors Used in BoC Estimation of PDs; 4. Capital Conservation Rule for Dividends Distribution; 5. IRBBB Spreads Under the Stress-test Scenario
6. Trading Book Risk Parameters Under the Stress-test Scenario B. IMF Top-down Stress Test; FIGURES; 1. IMF Top Down Approach; 7. Mapping Basel II Asset Classes and Exposures by Economic Sectors into New Basel II Asset Classes; 8. Dividends Distribution Schedule; 2. Geographical and Sectoral Distribution of Losses and Exposures; 3. IMF TD Solvency Stress Test Results-Sensitivity Analysis; C. OSFI Top-down Stress Test; BOX; 1. OSFI Algorithm to Project Loan Book; D. Reconciliation of Results; 9. Main Differences Between Different Approaches; E. Recommendations and Policy Implications
4. Macro-financial Risk Assessment Framework (MFRAF) of the BoC5. MFRAF Modules; 6. MFRAF Modulus Timing; 7. The BoC Liquidity and Network Stress Test Results, Baseline Scenario; 8. Aggregate Loss Distributions, Baseline Scenario; 9. The BoC Liquidity and Network Stress Test Results, Adverse Scenario; 10. Aggregate Loss Distributions, Adverse Scenario; LIFE INSURANCE SECTOR-SOLVENCY STRESS TEST; 11. Total MCCSR Ratio in Baseline and Adverse Scenario; 12. Total Tier 1 Ratio in Baseline and Adverse Scenario; 13. Net Income in Baseline and Adverse Scenario; CMHC SOLVENCY STRESS TEST
14. Contribution to MCCSR Deviation from Baseline 10. FSIs: Big 6 versus the Rest of the Banking System; ANNEX; I. Statistical Annex; 15. Developments in Banking Sector; 11. Summary of Banks' Stress Testing Results; 16. Scenarios-Canada, Main Variables; 17. Scenarios-US, Euro Area, Other, Main Variables; 18. IMF Top Down Model of Income Statement-Interest Income; 19. IMF Top Down Model of Income Statement-Interest Expense; 20. IMF Top Down Model of Income Statement-Trading Income; 21. IMF Top Down Model of Income Statement-Non-interest Income
22. IMF Top Down Model of Income Statement-Non-interest Expense 23. IMF Top Down Assumptions-Loans, Deposits; 24. IMF Top Down Assumptions-Loans, Balance Sheet; 25. Solvency Stress Test Results; 26. Drivers of Stress Test Results-Contributions to CET1 Change; 27. Drivers of Stress Test Results-Contributions to Net Income; 28. Net Income and RWAs-Comparison; 29. Net Income and RWAs-Comparison; 30. Parameters of RWAs and Expected Losses-Comparison; 31. Recapitalization Needs-as Percent in gross income; 12. Liquid and Illiquid Assets of the BSL Metric-Haircuts Calibration
13. Outflows of BSL Metric-Run-off Rates Calibration
Record Nr. UNINA-9910791044003321
Washington, D.C. : , : International Monetary Fund, , 2014
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Canada : : Financial Sector Assessment Program-Stress Testing-Technical Note
Canada : : Financial Sector Assessment Program-Stress Testing-Technical Note
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2014
Descrizione fisica 1 online resource (102 p.)
Disciplina 332.1091724
Collana IMF Staff Country Reports
Soggetto topico Finance - Developing countries - Evaluation
International finance - Developing countries
Banks and Banking
Finance: General
Macroeconomics
Money and Monetary Policy
Industries: Financial Services
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Personal Income, Wealth, and Their Distributions
Financial Institutions and Services: Government Policy and Regulation
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Banking
Finance
Financial services law & regulation
Monetary economics
Personal income
Stress testing
Credit risk
Credit
National accounts
Financial sector policy and analysis
Financial regulation and supervision
Money
Loans
Financial institutions
Financial risk management
Banks and banking
Income
ISBN 1-4755-1438-7
1-4843-3088-9
1-4843-3118-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; Glossary; INTRODUCTION AND OVERVIEW; A. Overview of Stress Tests; TABLES; 1. Stress Testing Recommendations; SCENARIOS; BANKING SECTOR-SOLVENCY STRESS TESTS; BANKING SECTOR-LIQUIDITY AND FUNDING STRESS TESTS-INDIVIDUAL AND NETWORK EFFECTS; A. Bottom-up Stress Test; A. Recommendations and Policy Implications; 2. Regulatory and Supervisory Capital Requirements; 3. Mapping Economic Sectors from the BU into Economic Sectors Used in BoC Estimation of PDs; 4. Capital Conservation Rule for Dividends Distribution; 5. IRBBB Spreads Under the Stress-test Scenario
6. Trading Book Risk Parameters Under the Stress-test Scenario B. IMF Top-down Stress Test; FIGURES; 1. IMF Top Down Approach; 7. Mapping Basel II Asset Classes and Exposures by Economic Sectors into New Basel II Asset Classes; 8. Dividends Distribution Schedule; 2. Geographical and Sectoral Distribution of Losses and Exposures; 3. IMF TD Solvency Stress Test Results-Sensitivity Analysis; C. OSFI Top-down Stress Test; BOX; 1. OSFI Algorithm to Project Loan Book; D. Reconciliation of Results; 9. Main Differences Between Different Approaches; E. Recommendations and Policy Implications
4. Macro-financial Risk Assessment Framework (MFRAF) of the BoC5. MFRAF Modules; 6. MFRAF Modulus Timing; 7. The BoC Liquidity and Network Stress Test Results, Baseline Scenario; 8. Aggregate Loss Distributions, Baseline Scenario; 9. The BoC Liquidity and Network Stress Test Results, Adverse Scenario; 10. Aggregate Loss Distributions, Adverse Scenario; LIFE INSURANCE SECTOR-SOLVENCY STRESS TEST; 11. Total MCCSR Ratio in Baseline and Adverse Scenario; 12. Total Tier 1 Ratio in Baseline and Adverse Scenario; 13. Net Income in Baseline and Adverse Scenario; CMHC SOLVENCY STRESS TEST
14. Contribution to MCCSR Deviation from Baseline 10. FSIs: Big 6 versus the Rest of the Banking System; ANNEX; I. Statistical Annex; 15. Developments in Banking Sector; 11. Summary of Banks' Stress Testing Results; 16. Scenarios-Canada, Main Variables; 17. Scenarios-US, Euro Area, Other, Main Variables; 18. IMF Top Down Model of Income Statement-Interest Income; 19. IMF Top Down Model of Income Statement-Interest Expense; 20. IMF Top Down Model of Income Statement-Trading Income; 21. IMF Top Down Model of Income Statement-Non-interest Income
22. IMF Top Down Model of Income Statement-Non-interest Expense 23. IMF Top Down Assumptions-Loans, Deposits; 24. IMF Top Down Assumptions-Loans, Balance Sheet; 25. Solvency Stress Test Results; 26. Drivers of Stress Test Results-Contributions to CET1 Change; 27. Drivers of Stress Test Results-Contributions to Net Income; 28. Net Income and RWAs-Comparison; 29. Net Income and RWAs-Comparison; 30. Parameters of RWAs and Expected Losses-Comparison; 31. Recapitalization Needs-as Percent in gross income; 12. Liquid and Illiquid Assets of the BSL Metric-Haircuts Calibration
13. Outflows of BSL Metric-Run-off Rates Calibration
Record Nr. UNINA-9910828427703321
Washington, D.C. : , : International Monetary Fund, , 2014
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Die Dritte Welt Bankrott Machen / / James und Lance Morcan
Die Dritte Welt Bankrott Machen / / James und Lance Morcan
Autore Morcan James
Pubbl/distr/stampa [Place of publication not identified] : , : [Sterling Gate Books Ltd.], , [2017]
Descrizione fisica 1 online resource (57 pages)
Disciplina 332.042091724
Soggetto topico International finance - Developing countries
Soggetto genere / forma Electronic books.
ISBN 1-5071-7937-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ger
Record Nr. UNINA-9910466276503321
Morcan James  
[Place of publication not identified] : , : [Sterling Gate Books Ltd.], , [2017]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Die Dritte Welt Bankrott Machen / / James und Lance Morcan
Die Dritte Welt Bankrott Machen / / James und Lance Morcan
Autore Morcan James
Pubbl/distr/stampa [Place of publication not identified] : , : [Sterling Gate Books Ltd.], , [2017]
Descrizione fisica 1 online resource (57 pages)
Disciplina 332.042091724
Soggetto topico International finance - Developing countries
ISBN 1-5071-7937-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ger
Record Nr. UNINA-9910792807403321
Morcan James  
[Place of publication not identified] : , : [Sterling Gate Books Ltd.], , [2017]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Die Dritte Welt Bankrott Machen / / James und Lance Morcan
Die Dritte Welt Bankrott Machen / / James und Lance Morcan
Autore Morcan James
Pubbl/distr/stampa [Place of publication not identified] : , : [Sterling Gate Books Ltd.], , [2017]
Descrizione fisica 1 online resource (57 pages)
Disciplina 332.042091724
Soggetto topico International finance - Developing countries
ISBN 1-5071-7937-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione ger
Record Nr. UNINA-9910812476803321
Morcan James  
[Place of publication not identified] : , : [Sterling Gate Books Ltd.], , [2017]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
World Development Report 1999/2000: Entering the 21st Century - Development
World Development Report 1999/2000: Entering the 21st Century - Development
Autore World Bank Staff
Pubbl/distr/stampa [Place of publication not identified], : World Bank Publications, 1999
Soggetto topico Economic development - Economic aspects - Developing countries
International trade - Developing countries
International finance - Developing countries
Investments, Foreign - Developing countries
Decentralization in government
Urbanization
Free trade
Economic indicators
ISBN 1-280-37339-3
9786610373390
0-585-22736-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910455736903321
World Bank Staff  
[Place of publication not identified], : World Bank Publications, 1999
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
World development report 1999/2000: entering the 21st century - development
World development report 1999/2000: entering the 21st century - development
Autore World Bank Staff
Pubbl/distr/stampa [Place of publication not identified], : World Bank Publications, 1999
Soggetto topico Economic development - Economic aspects - Developing countries
International trade - Developing countries
International finance - Developing countries
Investments, Foreign - Developing countries
Decentralization in government
Urbanization
Free trade
Economic indicators
ISBN 1-280-37339-3
9786610373390
0-585-22736-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910778713803321
World Bank Staff  
[Place of publication not identified], : World Bank Publications, 1999
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui