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How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis
| How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (80 p.) |
| Disciplina |
330.9
330.90511 |
| Collana | IMF Working Papers |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Recessions Banks and Banking Finance: General Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Financial Institutions and Services: Government Policy and Regulation General Financial Markets: Government Policy and Regulation Banks Depository Institutions Micro Finance Institutions Mortgages Financial services law & regulation Economic & financial crises & disasters Finance Banking Bank bailouts Liquidity risk Credit risk Financial sector policy Financial risk management Crisis management Financial services industry Banks and banking |
| ISBN |
1-4623-3053-3
1-4527-5308-3 9786612844102 1-282-84410-5 1-4518-7351-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Measuring Financial Sector Distress and Policy Initiatives; A. The Libor-OIS Spread; 1 The 3-month Libor-OIS Spreads in Levels and First Differences, in the United States, United Kingdom, Euro Area and Japan, January 1, 2007-March 31, 2009; B. Crisis Timeline; C. Policy Announcements; 1. Classification of Policy Measures; 2. Number of Front-Page Policy Announcements, June 1, 2007-March 31, 2009; 2. Cumulative Number of Front-Page Policy Announcements, June 1, 2007-March 31, 2009; III. Event Study Methodology
3. Impact of Policy Announcements on the Libor-OIS Spread, June 1, 2007-March 31, 2009IV. Impact of Policy Announcements on Interbank Credit and Liquidity Risk; A. Analysis on a Pooled Sample; Graphical Analysis; 4. Frequency Plots for the Pooled Sample of Announcements; 5. Time Profile of the Response of the Libor-OIS Spread to Policy Announcements; Statistical Analysis; 6. Magnitude and Statistical Significance of the Libor-OIS Spread Response to Policy Announcements (Pooled Sample); 3. Statistical Tests on a Pooled Sample for Alternative Event Windows and Measures of Surprise 4. Statistical Tests on a Pooled Sample for Alternative Measures of Financial Risk5. Characteristics and Impact of Financial Sector Policy Measures; B. Robustness Checks; C. Country-Specific Results; Graphical Analysis; 7. Impact of Domestic and Foreign Policy Announcements on the Libor-OIS Spread, June 1, 2007-March 31, 2009; Statistical Analysis; 8. Magnitude and Statistical Significance of the Libor-OIS Spread Response to Domestic and Foreign Policy Announcements (by Country) 9. Magnitude and Statistical Significance of the Libor-OIS Spread Response to Domestic and Foreign Policy Inaction and Ad Hoc Bank Bailouts (by Country)6. Statistical Significance of Foreign Policy Announcments on the Libor-OIS Spreads; V. Conclusion; Appendix I. Statistical Tests; References; Footnotes |
| Record Nr. | UNINA-9910788226603321 |
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis
| How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (80 p.) |
| Disciplina |
330.9
330.90511 |
| Collana | IMF Working Papers |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Recessions Bank bailouts Banking Banks and Banking Banks and banking Banks Capital and Ownership Structure Credit risk Crisis management Depository Institutions Economic & financial crises & disasters Finance Finance: General Financial Institutions and Services: Government Policy and Regulation Financial Risk and Risk Management Financial risk management Financial sector policy Financial services industry Financial services law & regulation Financing Policy General Financial Markets: Government Policy and Regulation Goodwill Liquidity risk Micro Finance Institutions Mortgages Value of Firms |
| ISBN |
1-4623-3053-3
1-4527-5308-3 9786612844102 1-282-84410-5 1-4518-7351-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Measuring Financial Sector Distress and Policy Initiatives; A. The Libor-OIS Spread; 1 The 3-month Libor-OIS Spreads in Levels and First Differences, in the United States, United Kingdom, Euro Area and Japan, January 1, 2007-March 31, 2009; B. Crisis Timeline; C. Policy Announcements; 1. Classification of Policy Measures; 2. Number of Front-Page Policy Announcements, June 1, 2007-March 31, 2009; 2. Cumulative Number of Front-Page Policy Announcements, June 1, 2007-March 31, 2009; III. Event Study Methodology
3. Impact of Policy Announcements on the Libor-OIS Spread, June 1, 2007-March 31, 2009IV. Impact of Policy Announcements on Interbank Credit and Liquidity Risk; A. Analysis on a Pooled Sample; Graphical Analysis; 4. Frequency Plots for the Pooled Sample of Announcements; 5. Time Profile of the Response of the Libor-OIS Spread to Policy Announcements; Statistical Analysis; 6. Magnitude and Statistical Significance of the Libor-OIS Spread Response to Policy Announcements (Pooled Sample); 3. Statistical Tests on a Pooled Sample for Alternative Event Windows and Measures of Surprise 4. Statistical Tests on a Pooled Sample for Alternative Measures of Financial Risk5. Characteristics and Impact of Financial Sector Policy Measures; B. Robustness Checks; C. Country-Specific Results; Graphical Analysis; 7. Impact of Domestic and Foreign Policy Announcements on the Libor-OIS Spread, June 1, 2007-March 31, 2009; Statistical Analysis; 8. Magnitude and Statistical Significance of the Libor-OIS Spread Response to Domestic and Foreign Policy Announcements (by Country) 9. Magnitude and Statistical Significance of the Libor-OIS Spread Response to Domestic and Foreign Policy Inaction and Ad Hoc Bank Bailouts (by Country)6. Statistical Significance of Foreign Policy Announcments on the Libor-OIS Spreads; V. Conclusion; Appendix I. Statistical Tests; References; Footnotes |
| Record Nr. | UNINA-9910812314903321 |
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Italy : : Detailed Assessment of Observance of Basel Core Principles for Effective Banking Supervision
| Italy : : Detailed Assessment of Observance of Basel Core Principles for Effective Banking Supervision |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (180 p.) |
| Disciplina | 332.1/52 |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Banks and banking - Italy
Financial institutions - Italy Banks and Banking Public Finance Finance: General Banks Depository Institutions Micro Finance Institutions Mortgages Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Taxation, Subsidies, and Revenue: General General Financial Markets: Government Policy and Regulation Banking Financial services law & regulation Public finance & taxation Finance Operational risk Internal controls Market risk Credit risk Financial regulation and supervision Revenue administration Liquidity risk Banks and banking Financial risk management Revenue State supervision Financial services industry |
| ISBN |
1-4755-3559-7
1-4755-3544-9 1-4755-1482-4 |
| 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; BOX; 1. The 2012 Revised Core Principles; C. Institutional and Macroeconomic Setting and Market Structure-Overview; D. Preconditions for Effective Banking Supervision; E. Summary Compliance with the Basel Core Principles; DETAILED ASSESSMENT; RECOMMENDED ACTIONS AND AUTHORITIES COMMENTS; A. Recommended Actions; B. Authorities' Response to the Assessment |
| Record Nr. | UNINA-9910790716103321 |
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Italy : : Detailed Assessment of Observance of Basel Core Principles for Effective Banking Supervision
| Italy : : Detailed Assessment of Observance of Basel Core Principles for Effective Banking Supervision |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (180 p.) |
| Disciplina | 332.1/52 |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Banks and banking - Italy
Financial institutions - Italy Banks and Banking Public Finance Finance: General Banks Depository Institutions Micro Finance Institutions Mortgages Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Taxation, Subsidies, and Revenue: General General Financial Markets: Government Policy and Regulation Banking Financial services law & regulation Public finance & taxation Finance Operational risk Internal controls Market risk Credit risk Financial regulation and supervision Revenue administration Liquidity risk Banks and banking Financial risk management Revenue State supervision Financial services industry |
| ISBN |
1-4755-3559-7
1-4755-3544-9 1-4755-1482-4 |
| 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; BOX; 1. The 2012 Revised Core Principles; C. Institutional and Macroeconomic Setting and Market Structure-Overview; D. Preconditions for Effective Banking Supervision; E. Summary Compliance with the Basel Core Principles; DETAILED ASSESSMENT; RECOMMENDED ACTIONS AND AUTHORITIES COMMENTS; A. Recommended Actions; B. Authorities' Response to the Assessment |
| Record Nr. | UNINA-9910813907703321 |
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Managing Confidence in Emerging Market Bank Runs / / Ashoka Mody, Se-Jik Kim
| Managing Confidence in Emerging Market Bank Runs / / Ashoka Mody, Se-Jik Kim |
| Autore | Mody Ashoka |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2004 |
| Descrizione fisica | 1 online resource (29 p.) |
| Altri autori (Persone) | KimSe-Jik |
| Collana | IMF Working Papers |
| Soggetto topico |
Bank failures - Developing countries - Econometric models
Liquidity (Economics) - Developing countries - Econometric models Banks and Banking Finance: General Financial Risk Management Macroeconomics Banks Depository Institutions Micro Finance Institutions Mortgages Portfolio Choice Investment Decisions Financial Institutions and Services: Government Policy and Regulation Macroeconomics: Consumption Saving Wealth Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Banking Finance Economic & financial crises & disasters Financial services law & regulation Liquidity Bank bailouts Blanket guarantee Consumption Asset and liability management Financial crises National accounts Liquidity risk Financial regulation and supervision Banks and banking Economics Crisis management Financial risk management |
| ISBN |
1-4623-4561-1
1-4527-9946-6 1-283-56128-X 9786613873736 1-4519-2028-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE BASIC MODEL""; ""III. SIMULTANEOUS VERSUS SEQUENTIAL LIQUIDITY SHORTAGES""; ""IV. EARLY VERSUS LATE BAILOUTS""; ""V. POLITICAL ECONOMY""; ""VI. EXTENSIONS""; ""VII. CONCLUSIONS""; ""References"" |
| Record Nr. | UNINA-9910788690003321 |
Mody Ashoka
|
||
| Washington, D.C. : , : International Monetary Fund, , 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Managing Confidence in Emerging Market Bank Runs / / Ashoka Mody, Se-Jik Kim
| Managing Confidence in Emerging Market Bank Runs / / Ashoka Mody, Se-Jik Kim |
| Autore | Mody Ashoka |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2004 |
| Descrizione fisica | 1 online resource (29 p.) |
| Altri autori (Persone) | KimSe-Jik |
| Collana | IMF Working Papers |
| Soggetto topico |
Bank failures - Developing countries - Econometric models
Liquidity (Economics) - Developing countries - Econometric models Asset and liability management Bank bailouts Banking Banks and Banking Banks and banking Banks Blanket guarantee Capital and Ownership Structure Consumption Crisis management Depository Institutions Economic & financial crises & disasters Economics Finance Finance: General Financial crises Financial Institutions and Services: Government Policy and Regulation Financial regulation and supervision Financial Risk and Risk Management Financial Risk Management Financial risk management Financial services law & regulation Financing Policy Goodwill Investment Decisions Liquidity risk Liquidity Macroeconomics Macroeconomics: Consumption Micro Finance Institutions Mortgages National accounts Portfolio Choice Saving Value of Firms Wealth |
| ISBN |
1-4623-4561-1
1-4527-9946-6 1-283-56128-X 9786613873736 1-4519-2028-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE BASIC MODEL""; ""III. SIMULTANEOUS VERSUS SEQUENTIAL LIQUIDITY SHORTAGES""; ""IV. EARLY VERSUS LATE BAILOUTS""; ""V. POLITICAL ECONOMY""; ""VI. EXTENSIONS""; ""VII. CONCLUSIONS""; ""References"" |
| Record Nr. | UNINA-9910808872803321 |
|
Mody Ashoka
|
||
| Washington, D.C. : , : International Monetary Fund, , 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A Primer for Risk Measurement of Bonded Debt from the Perspective of a Sovereign Debt Manager / / Michael Papaioannou
| A Primer for Risk Measurement of Bonded Debt from the Perspective of a Sovereign Debt Manager / / Michael Papaioannou |
| Autore | Papaioannou Michael |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (49 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Risk - Econometric models
Interest rates - Econometric models Credit - Econometric models Liquidity (Economics) - Econometric models Government securities - Econometric models Debts, Public - Econometric models Banks and Banking Investments: Bonds Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill General Financial Markets: General (includes Measurement and Data) Financial services law & regulation Investment & securities Bonds Credit risk Liquidity risk Market risk Exchange rate risk Financial risk management |
| ISBN |
1-4623-1246-2
1-4527-1987-X 1-282-44811-0 9786613821300 1-4519-9197-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. MEASUREMENT OF MARKET RISK""; ""III. MEASUREMENT OF CREDIT RISK""; ""IV. MEASUREMENT OF LIQUIDITY RISK""; ""V. AN INTEGRATED APPROACH TO RISK SENSITIVITY FOR A SECURITY WITH N RISK FACTORS""; ""VI. AN INTEGRATED APPROACH TO RISK SENSITIVITY FOR A PORTFOLIO WITH N RISK FACTORS""; ""VII. EPILOGUE""; ""YIELD DEFINITIONS""; ""THE VALUE-AT-RISK (VAR) METHODOLOGY""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788524703321 |
|
Papaioannou Michael
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A Primer for Risk Measurement of Bonded Debt from the Perspective of a Sovereign Debt Manager / / Michael Papaioannou
| A Primer for Risk Measurement of Bonded Debt from the Perspective of a Sovereign Debt Manager / / Michael Papaioannou |
| Autore | Papaioannou Michael |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (49 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Risk - Econometric models
Interest rates - Econometric models Credit - Econometric models Liquidity (Economics) - Econometric models Government securities - Econometric models Debts, Public - Econometric models Banks and Banking Bonds Capital and Ownership Structure Credit risk Exchange rate risk Financial Risk and Risk Management Financial risk management Financial services law & regulation Financing Policy General Financial Markets: General (includes Measurement and Data) Goodwill Investment & securities Investments: Bonds Liquidity risk Market risk Value of Firms |
| ISBN |
1-4623-1246-2
1-4527-1987-X 1-282-44811-0 9786613821300 1-4519-9197-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. MEASUREMENT OF MARKET RISK""; ""III. MEASUREMENT OF CREDIT RISK""; ""IV. MEASUREMENT OF LIQUIDITY RISK""; ""V. AN INTEGRATED APPROACH TO RISK SENSITIVITY FOR A SECURITY WITH N RISK FACTORS""; ""VI. AN INTEGRATED APPROACH TO RISK SENSITIVITY FOR A PORTFOLIO WITH N RISK FACTORS""; ""VII. EPILOGUE""; ""YIELD DEFINITIONS""; ""THE VALUE-AT-RISK (VAR) METHODOLOGY""; ""REFERENCES"" |
| Record Nr. | UNINA-9910821268903321 |
|
Papaioannou Michael
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Singapore : : Detailed Assessment of Compliance on the Basel Core Principles for Effective Banking Supervision
| Singapore : : Detailed Assessment of Compliance on the Basel Core Principles for Effective Banking Supervision |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (246 p.) |
| Disciplina | 332.1/025 |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Banks and banking - Singapore
Finance - Singapore Banks and Banking Finance: General Money and Monetary Policy Banks Depository Institutions Micro Finance Institutions Mortgages Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill 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 Finance Monetary economics Market risk Credit risk Stress testing Liquidity risk Financial regulation and supervision Credit Money Operational risk Banks and banking Financial risk management |
| ISBN |
1-4755-6316-7
1-4755-6304-3 1-4755-3102-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; CONTENTS; GLOSSARY; INTRODUCTION; BACKGROUND INFORMATION AND METHODOLOGY USED; OVERVIEW OF THE INSTITUTIONAL SETTING AND MARKET STRUCTURE; TABLES; 1. Structure of the Banking System as of End-2012; PRECONDITIONS FOR EFFECTIVE BANKING SUPERVISION; SUMMARY OF THE RESULTS; 2. Summary Compliance with the Basel Core Principles; DETAILED PRINCIPLE BY PRINCIPLE ASSESSMENT; 3. Detailed Assessment of Compliance with the Basel Core Principles; RECOMMENDED ACTIONS; 4. Recommended Actions to Improve Compliance with the Basel Core Principles
AUTHORITIES' RESPONSE TO THE ASSESSMENT |
| Record Nr. | UNINA-9910790715803321 |
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Singapore : : Detailed Assessment of Compliance on the Basel Core Principles for Effective Banking Supervision
| Singapore : : Detailed Assessment of Compliance on the Basel Core Principles for Effective Banking Supervision |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (246 p.) |
| Disciplina | 332.1/025 |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Banks and banking - Singapore
Finance - Singapore Banks and Banking Finance: General Money and Monetary Policy Banks Depository Institutions Micro Finance Institutions Mortgages Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill 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 Finance Monetary economics Market risk Credit risk Stress testing Liquidity risk Financial regulation and supervision Credit Money Operational risk Banks and banking Financial risk management |
| ISBN |
1-4755-6316-7
1-4755-6304-3 1-4755-3102-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; CONTENTS; GLOSSARY; INTRODUCTION; BACKGROUND INFORMATION AND METHODOLOGY USED; OVERVIEW OF THE INSTITUTIONAL SETTING AND MARKET STRUCTURE; TABLES; 1. Structure of the Banking System as of End-2012; PRECONDITIONS FOR EFFECTIVE BANKING SUPERVISION; SUMMARY OF THE RESULTS; 2. Summary Compliance with the Basel Core Principles; DETAILED PRINCIPLE BY PRINCIPLE ASSESSMENT; 3. Detailed Assessment of Compliance with the Basel Core Principles; RECOMMENDED ACTIONS; 4. Recommended Actions to Improve Compliance with the Basel Core Principles
AUTHORITIES' RESPONSE TO THE ASSESSMENT |
| Record Nr. | UNINA-9910822746503321 |
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
