An Anatomy of Credit Booms : : Evidence From Macro Aggregates and Micro Data / / Marco Terrones, Enrique Mendoza |
Autore | Terrones Marco |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (52 pages) : illustrations (some color) |
Disciplina | 332.7 |
Altri autori (Persone) | MendozaEnrique |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Credit - Econometric models
Business cycles - Econometric models Exports and Imports Financial Risk Management Money and Monetary Policy Monetary Policy, Central Banking, and the Supply of Money and Credit: General International Investment Long-term Capital Movements Financial Crises Monetary economics International economics Economic & financial crises & disasters Credit booms Credit Sudden stops Financial crises Capital inflows Capital movements |
ISBN |
1-4623-2753-2
1-282-84177-7 1-4518-7084-1 9786612841774 1-4527-1578-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788231203321 |
Terrones Marco | ||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
An Anatomy of Credit Booms : : Evidence From Macro Aggregates and Micro Data / / Marco Terrones, Enrique Mendoza |
Autore | Terrones Marco |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (52 pages) : illustrations (some color) |
Disciplina | 332.7 |
Altri autori (Persone) | MendozaEnrique |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Credit - Econometric models
Business cycles - Econometric models Capital inflows Capital movements Credit booms Credit Economic & financial crises & disasters Exports and Imports Financial Crises Financial crises Financial Risk Management International economics International Investment Long-term Capital Movements Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Sudden stops |
ISBN |
1-4623-2753-2
1-282-84177-7 1-4518-7084-1 9786612841774 1-4527-1578-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Credit Booms: Methodology and Key Features -- A. Methodology -- B. Credit Boom Episodes and Their Main Features -- C. Differences with the Method of Gourinchas, Valdes and Landerretche -- III. Credit Booms and Macroeconomic Dynamics -- A. Event Analysis -- B. Frequency Analysis -- IV. Credit Booms and Firm Level Data -- A. Firm-level Indicators -- B. Bank-level Indicators -- V. Conclusions -- Tables -- 1. Credit Booms: Duration -- 2. Coincidence of Credit Booms with Output and Demand Booms -- 3. Credit Booms: Statistical Significance of Event-Window Coefficients -- 4. Credit Booms: Regional Features -- 5. Credit Booms and Crises -- 6. Credit Booms: Potential Triggering Factors -- 7. Credit Booms and Exchange Rate Regimes -- Figures -- 1. Credit Booms: Seven-Year Event Windows -- 2. Relative Credit Booms -- 3. Frequent of Credit Booms -- 4. Credit Booms in Chile: The Mendoza-Terrones Method -- 5. Credit Booms in Chile: The Gourinchas, Valdes, and Landeretche (CVL) Method -- 6. Credit Booms in Chile: Expanding vs. Conventional Trend -- 7. Credit Booms and Economic Activity -- 8. Credit Booms and Domestic Demand -- 9. Credit Booms and The Non-Tradables Sector -- 10. Credit Booms, Current Account, and Capital Inflows -- 11. Credit Booms and Prices -- 12. Credit Booms: Corporate Leverage -- 13. Credit Booms: Tobin's Q, Interest Rate, and Profitability -- 14. Credit Booms: Corporate External Financing -- 15. Credit Booms: Financial Indicators -- 16. Credit Booms: Corporate Leverage and External Financing in Emerging Market Countries -- 17. Credit Booms: Bank Level Data Emerging Market Economies -- Appendix -- I. Sample of Countries -- II. Data Definitions and Sources -- III. The Gourinchas-Valdes-Landerretche Thresholds Method -- References. |
Record Nr. | UNINA-9910810968203321 |
Terrones Marco | ||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Are Weak Banks Leading Credit Booms? Evidence from Emerging Europe / / Deniz Igan, Natalia Tamirisa |
Autore | Igan Deniz |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (23 pages) : illustrations, tables |
Disciplina | 332.1 |
Altri autori (Persone) | TamirisaNatalia |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Banks and banking - State supervision - Europe, Central - Econometric models
Banks and banking - State supervision - Europe, Eastern - Econometric models Credit - Europe, Central - Econometric models Credit - Europe, Eastern - Econometric models Banks and Banking Finance: General Money and Monetary Policy Industries: Financial Services Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: General General Financial Markets: Government Policy and Regulation Monetary economics Banking Finance Bank credit Credit Distressed institutions Bank soundness Banks and banking Financial services industry |
ISBN |
1-4623-7899-4
1-4518-7077-9 1-4519-9434-6 9786612841705 1-282-84170-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788345103321 |
Igan Deniz | ||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Are Weak Banks Leading Credit Booms? Evidence from Emerging Europe / / Deniz Igan, Natalia Tamirisa |
Autore | Igan Deniz |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (23 pages) : illustrations, tables |
Disciplina | 332.1 |
Altri autori (Persone) | TamirisaNatalia |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Banks and banking - State supervision - Europe, Central - Econometric models
Banks and banking - State supervision - Europe, Eastern - Econometric models Credit - Europe, Central - Econometric models Credit - Europe, Eastern - Econometric models Bank credit Bank soundness Banking Banks and Banking Banks and banking Banks Credit Depository Institutions Distressed institutions Finance Finance: General Financial Institutions and Services: General Financial services industry General Financial Markets: Government Policy and Regulation Industries: Financial Services Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Mortgages |
ISBN |
1-4623-7899-4
1-4518-7077-9 1-4519-9434-6 9786612841705 1-282-84170-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Modeling How Bank Soundness Affects Credit Growth -- A. Empirical Model -- B. Estimation Method -- C. Data -- III. Are Weak Banks Driving Credit Expansions? -- A. Main Results and Their Robustness -- B. What is Driving the Results? -- IV. Concluding Remarks -- References -- Tables -- 1. Sample Coverage -- 2. Summary Statistics by Period and Region -- 3. Simultaneous Modeling of Bank Credit Growth and Distance to Default -- 4. Credit Growth in Weak Banks -- 5. Differences in Bank Credit Growth in the Baltics and Other Central and Eastern European Countries -- 6. Differences in Credit Growth in Banks with High Exposures to Foreign-Currency Lending and Household Lending -- Appendix -- I. Data Sources and Methodology. |
Record Nr. | UNINA-9910825895003321 |
Igan Deniz | ||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Arrears to the IMF – A Ghost of the Past? / / Anne Oeking, Mariusz Sumlinski |
Autore | Oeking Anne |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
Descrizione fisica | 1 online resource (38 pages) : color illustrations |
Disciplina | 338.542 |
Altri autori (Persone) | SumlinskiMariusz |
Collana | IMF Working Papers |
Soggetto topico |
Financial crises - Forecasting - Econometric models
Loans, Foreign Econometrics Exports and Imports Macroeconomics Money and Monetary Policy International Monetary Arrangements and Institutions International Lending and Debt Problems Monetary Policy, Central Banking, and the Supply of Money and Credit: General Price Level Inflation Deflation Discrete Regression and Qualitative Choice Models Discrete Regressors Proportions International economics Monetary economics Econometrics & economic statistics Arrears External debt Credit Commodity price indexes Logit models Money Prices Econometric analysis Debts, External Price indexes Econometric models |
ISBN |
1-4755-5514-8
1-4755-5539-3 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910155014503321 |
Oeking Anne | ||
Washington, D.C. : , : International Monetary Fund, , 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
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 | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Assessing Banking Sector Soundness in a Long-Term Framework : : The Case of Venezuela / / Rodolphe Blavy |
Autore | Blavy Rodolphe |
Edizione | [1st ed.] |
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 Asset requirements Banking Banks and Banking Banks and banking Banks Capital adequacy requirements Commercial banks Credit Depository Institutions Finance Financial Institutions and Services: Government Policy and Regulation Financial services law & regulation Industries: Financial Services Loans Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Mortgages Nonperforming 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-9910822786203321 |
Blavy Rodolphe | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
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 | ||
|
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 |
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-9910809092103321 |
Elliott Douglas | ||
Washington, D.C. : , : International Monetary Fund, , 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Austria : : Austria: Selected Issues |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2017 |
Descrizione fisica | 1 online resource (37 pages) : illustrations, tables |
Disciplina | 332.109436 |
Collana | IMF Staff Country Reports |
Soggetto topico |
Banks and banking - Austria
Banks and banking Banks and Banking Money and Monetary Policy Public Finance Taxation Production and Operations Management Industries: Financial Services Monetary Policy, Central Banking, and the Supply of Money and Credit: General National Government Expenditures and Related Policies: Infrastructures Other Public Investment and Capital Stock Macroeconomics: Production Production Cost Capital and Total Factor Productivity Capacity Banks Depository Institutions Micro Finance Institutions Mortgages Taxation, Subsidies, and Revenue: General Monetary economics Macroeconomics Public finance & taxation Banking Economic & financial crises & disasters Finance Credit Public investment spending Bank credit Total factor productivity Money Expenditure Potential output Industrial productivity Public investments Economic theory Income tax |
ISBN |
1-4755-7318-9
1-4755-7325-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910165036003321 |
Washington, D.C. : , : International Monetary Fund, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|