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Assessing Liquidity Buffers in the Panamanian Banking Sector / / Andras Komaromi, Metodij Hadzi-Vaskov, Torsten Wezel
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 9781475544831
1475544839
9781475544893
1475544898
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910154899403321
Komaromi Andras  
Washington, D.C. : , : International Monetary Fund, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Assessing the Cost of Financial Regulation / / Douglas Elliott, Andre Santos
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  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Assessing the Cost of Financial Regulation / / Douglas Elliott, Andre Santos
Assessing the Cost of Financial Regulation / / Douglas Elliott, Andre Santos
Autore Elliott Douglas
Edizione [1st ed.]
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 9781475511987
1475511981
9781475511970
1475511973
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-9910955773403321
Elliott Douglas  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
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 9781463986261
1463986262
9781463949525
1463949529
9781463940997
1463940998
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-9910958555303321
Federico Pablo  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Belgium : : Technical Note on Stress Testing the Banking and Insurance Sectors
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Belgium : : Technical Note on Stress Testing the Banking and Insurance Sectors
Belgium : : Technical Note on Stress Testing the Banking and Insurance Sectors
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2013
Descrizione fisica 1 online resource (105 p.)
Disciplina 332.152
Collana IMF Staff Country Reports
Soggetto topico Banks and banking - Risk management - Belgium
Insurance - Risk management - Belgium
Banking
Bankruptcy
Banks and Banking
Banks and banking
Banks
Basel III
Debt
Depository Institutions
Finance
Finance: General
Financial Institutions and Services: Government Policy and Regulation
Financial regulation and supervision
Financial risk management
Financial sector policy and analysis
Financial services law & regulation
General Financial Markets: Government Policy and Regulation
Liquidation
Liquidity requirements
Micro Finance Institutions
Mortgages
Solvency stress testing
Solvency
State supervision
Stress testing
ISBN 9781484378908
1484378903
9781484373156
1484373154
9781484391464
1484391462
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-9910973864303321
Washington, D.C. : , : International Monetary Fund, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Finland : : Financial Sector Assessment Program: Technical Note-Banking Supervision
Finland : : Financial Sector Assessment Program: Technical Note-Banking Supervision
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2017
Descrizione fisica 1 online resource (58 pages) : illustrations (some color), graphs, tables
Disciplina 330.9489702
Collana IMF Staff Country Reports
Soggetto topico Economic development - Finland
Banks and Banking
Finance: General
Investments: Bonds
Industries: Financial Services
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
General Financial Markets: General (includes Measurement and Data)
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
Banking
Financial services law & regulation
Investment & securities
Finance
Covered bonds
Liquidity requirements
Credit risk
Financial stability assessment
Financial regulation and supervision
Financial sector policy and analysis
Loans
Financial institutions
Bank supervision
Banks and banking
Bonds
State supervision
Financial risk management
Financial services industry
ISBN 9781475565119
1475565119
9781475565140
1475565143
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910162923703321
Washington, D.C. : , : International Monetary Fund, , 2017
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Modernizing Bank Regulation in Support of Financial Deepening : : The Case of Uruguay / / Torsten Wezel, Mario Mansilla, Gustavo Adler
Modernizing Bank Regulation in Support of Financial Deepening : : The Case of Uruguay / / Torsten Wezel, Mario Mansilla, Gustavo Adler
Autore Wezel Torsten
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 28 p. : ill
Altri autori (Persone) MansillaMario
AdlerGustavo
Collana IMF Working Papers
Soggetto topico Banks and banking - State supervision - Uruguay
Liquidity (Economics)
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
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
Financial services law & regulation
Finance
Monetary economics
Loans
Credit
Credit risk
Loan classification
Liquidity requirements
Financial institutions
Money
Financial regulation and supervision
Banks and banking
State supervision
Financial risk management
ISBN 1-4623-0935-6
9786612844072
1-4527-6519-7
1-282-84407-5
1-4518-7346-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910788227403321
Wezel Torsten  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Modernizing Bank Regulation in Support of Financial Deepening : : The Case of Uruguay / / Torsten Wezel, Mario Mansilla, Gustavo Adler
Modernizing Bank Regulation in Support of Financial Deepening : : The Case of Uruguay / / Torsten Wezel, Mario Mansilla, Gustavo Adler
Autore Wezel Torsten
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 28 p. : ill
Disciplina 332.1;332.1028
Altri autori (Persone) AdlerGustavo
MansillaMario
Collana IMF Working Papers
Soggetto topico Banks and banking - State supervision - Uruguay
Liquidity (Economics)
Banks and Banking
Banks and banking
Banks
Capital and Ownership Structure
Credit risk
Credit
Depository Institutions
Finance
Financial Institutions and Services: Government Policy and Regulation
Financial institutions
Financial regulation and supervision
Financial Risk and Risk Management
Financial risk management
Financial services law & regulation
Financing Policy
Goodwill
Industries: Financial Services
Liquidity requirements
Loan classification
Loans
Micro Finance Institutions
Monetary economics
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Money and Monetary Policy
Money
Mortgages
State supervision
Value of Firms
ISBN 9786612844072
9781462309351
1462309356
9781452765198
1452765197
9781282844070
1282844075
9781451873467
1451873468
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- CONTENTS -- I. Introduction -- II. Background -- III. Characteristics of the Uruguayan Credit Market -- A. General Developments in Bank Lending -- B. Bank Funding and Credit Allocation -- C. Currency and Maturity Structure -- D. Risks of a Sustained Credit Expansion -- IV. Prudential Regulation of the Uruguayan Banking Sector -- A. Overview of the Current Prudential Framework -- B. Evolution of Prudential Regulation Since the 2002-03 Crisis -- C. Loan Classification and Provisioning System -- D. Liquidity Requirements -- E. Other Issues -- V. Conclusions -- TABLES -- 1. Selected Financial Soundness Indicators -- 2. Specific Loan Loss Provisions in Percent of Non-Performing Loans -- 3. Key Regulatory Norms -- 4. Description of Categories Used in the Loan Classification System -- 5. Provisioning Rates for Loan Categories in Latin American Countries -- 6. Prudential Regulation of Bank Liquidity in Latin American Countries -- FIGURES -- 1. Credit Growth -- 2. Contribution to Change in Credit to NF Private Sector -- 3. Credit Growth by Sector and Currency, April 2008 -- 4. Characteristics of Bank Lending -- 5. Breakdown of Lending by Sector -- 6. Currency and Maturity Structure, April 2008 -- 7. Public Versus Private Banks -- 8. Credit in Selected Latin American Economies, 2000-07 -- 9. Credit to the Non-Financial Sector, Non-Performing Loans and Loan Loss Provisions -- 10. Monthly Changes in Non-Performing Loans and Dynamic Provisions -- REFERENCES -- References.
Record Nr. UNINA-9910961802603321
Wezel Torsten  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui