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Bank risk-taking and competition revisited [[electronic resource] ] : new theory and new evidence / / prepared by John H. Boyd, Gianni De Nicolò, and Abu M. Jalal
| Bank risk-taking and competition revisited [[electronic resource] ] : new theory and new evidence / / prepared by John H. Boyd, Gianni De Nicolò, and Abu M. Jalal |
| Autore | Boyd John Harvey <1953-> |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, 2006 |
| Descrizione fisica | 1 online resource (51 p.) |
| Altri autori (Persone) |
De NicolóGianni
JalalAbu M |
| Collana | IMF working paper |
| Soggetto topico |
Bank failures - Econometric models
Competition - Econometric models Bank loans - Econometric models Risk - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-4777-0
1-4527-7939-2 1-283-45039-9 9786613823663 1-4519-1010-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Bank Risk-Taking and Competition Revisited: New Theory and New Evidence""; ""Contents""; ""I. INTRODUCTION""; ""II. THEORY""; ""III. EVIDENCE""; ""IV. CONCLUSION""; ""Appendix I. Pareto Dominant Equilibria""; ""References"" |
| Record Nr. | UNINA-9910464843503321 |
Boyd John Harvey <1953->
|
||
| [Washington, D.C.], : International Monetary Fund, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Bank Risk-Taking and Competition Revisited : : New Theory and New Evidence / / Gianni De Nicolo, Abu M. Jalal, John Boyd
| Bank Risk-Taking and Competition Revisited : : New Theory and New Evidence / / Gianni De Nicolo, Abu M. Jalal, John Boyd |
| Autore | De Nicolo Gianni |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (51 p.) |
| Altri autori (Persone) |
JalalAbu M
BoydJohn |
| Collana | IMF Working Papers |
| Soggetto topico |
Bank failures - Econometric models
Competition - Econometric models Bank loans - Econometric models Risk - Econometric models Banks and Banking Finance: General Investments: Bonds Macroeconomics Industries: Financial Services Econometrics Banks Depository Institutions Micro Finance Institutions Mortgages Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Oligopoly and Other Imperfect Markets General Financial Markets: General (includes Measurement and Data) Personal Income, Wealth, and Their Distributions Estimation Banking Finance Investment & securities Econometrics & economic statistics Loans Bonds Competition Personal income Financial institutions National accounts Financial markets Estimation techniques Econometric analysis Banks and banking Income Econometric models |
| ISBN |
1-4623-4777-0
1-4527-7939-2 1-283-45039-9 9786613823663 1-4519-1010-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Bank Risk-Taking and Competition Revisited: New Theory and New Evidence""; ""Contents""; ""I. INTRODUCTION""; ""II. THEORY""; ""III. EVIDENCE""; ""IV. CONCLUSION""; ""Appendix I. Pareto Dominant Equilibria""; ""References"" |
| Record Nr. | UNINA-9910788413103321 |
|
De Nicolo Gianni
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Bank Risk-Taking and Competition Revisited : : New Theory and New Evidence / / Gianni De Nicolo, Abu M. Jalal, John Boyd
| Bank Risk-Taking and Competition Revisited : : New Theory and New Evidence / / Gianni De Nicolo, Abu M. Jalal, John Boyd |
| Autore | De Nicolo Gianni |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (51 p.) |
| Altri autori (Persone) |
BoydJohn
JalalAbu M |
| Collana | IMF Working Papers |
| Soggetto topico |
Bank failures - Econometric models
Competition - Econometric models Bank loans - Econometric models Risk - Econometric models Banking Banks and Banking Banks and banking Banks Bonds Capital and Ownership Structure Competition Depository Institutions Econometric analysis Econometric models Econometrics & economic statistics Econometrics Estimation techniques Estimation Finance Finance: General Financial institutions Financial markets Financial Risk and Risk Management Financing Policy General Financial Markets: General (includes Measurement and Data) Goodwill Income Industries: Financial Services Investment & securities Investments: Bonds Loans Macroeconomics Micro Finance Institutions Mortgages National accounts Oligopoly and Other Imperfect Markets Personal income Personal Income, Wealth, and Their Distributions Value of Firms |
| ISBN |
9786613823663
9781462347773 1462347770 9781452779393 1452779392 9781283450393 1283450399 9781451910100 145191010X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Bank Risk-Taking and Competition Revisited: New Theory and New Evidence""; ""Contents""; ""I. INTRODUCTION""; ""II. THEORY""; ""III. EVIDENCE""; ""IV. CONCLUSION""; ""Appendix I. Pareto Dominant Equilibria""; ""References"" |
| Record Nr. | UNINA-9910964534303321 |
|
De Nicolo Gianni
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Commodities and the market price of risk / / Shaun K. Roache
| Commodities and the market price of risk / / Shaun K. Roache |
| Autore | Roache Shaun K |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (25 p.) |
| Disciplina | 330.015195 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Risk - Econometric models
Commodity futures - Econometric models Capital assets pricing model |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-6790-9
1-4518-7079-5 1-4519-8829-X 1-282-84172-6 9786612841729 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Merton's ICAPM Risk-pricing Model; A. Deriving the risk-pricing equation; B. Identifying state variables; III. Brief Review of the Literature; IV. Data; V. Estimating the Quantities and Prices of Risk; A. The macro risk exposure of commodities; B. Market prices for macro risk; VI. Results; A. Real interest rate risk is priced; B. The time-varying cost of interest rate insurance; C. Evidence for a commodity-specific risk premium; D. Model fit; VII. Conclusion; References; Appendix |
| Record Nr. | UNINA-9910463626403321 |
|
Roache Shaun K
|
||
| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Commodities and the Market Price of Risk / / Shaun Roache
| Commodities and the Market Price of Risk / / Shaun Roache |
| Autore | Roache Shaun |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (25 p.) |
| Disciplina | 330.015195 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Risk - Econometric models
Commodity futures - Econometric models Capital assets pricing model Banks and Banking Investments: Commodities Investments: General Investments: Futures Commodity Markets Interest Rates: Determination, Term Structure, and Effects Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Investment Capital Intangible Capital Capacity Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Investment & securities Finance Macroeconomics Financial services law & regulation Commodities Real interest rates Futures Return on investment Market risk Commercial products Interest rates Derivative securities Saving and investment Financial risk management |
| ISBN |
1-4623-6790-9
1-4518-7079-5 1-4519-8829-X 1-282-84172-6 9786612841729 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Merton's ICAPM Risk-pricing Model; A. Deriving the risk-pricing equation; B. Identifying state variables; III. Brief Review of the Literature; IV. Data; V. Estimating the Quantities and Prices of Risk; A. The macro risk exposure of commodities; B. Market prices for macro risk; VI. Results; A. Real interest rate risk is priced; B. The time-varying cost of interest rate insurance; C. Evidence for a commodity-specific risk premium; D. Model fit; VII. Conclusion; References; Appendix |
| Record Nr. | UNINA-9910788345503321 |
|
Roache Shaun
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Commodities and the Market Price of Risk / / Shaun Roache
| Commodities and the Market Price of Risk / / Shaun Roache |
| Autore | Roache Shaun |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (25 p.) |
| Disciplina | 330.015195 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Risk - Econometric models
Commodity futures - Econometric models Capital assets pricing model Banks and Banking Capacity Capital and Ownership Structure Capital Commercial products Commodities Commodity Markets Derivative securities Finance Financial Instruments Financial Risk and Risk Management Financial risk management Financial services law & regulation Financing Policy Futures Goodwill Institutional Investors Intangible Capital Interest rates Interest Rates: Determination, Term Structure, and Effects Investment & securities Investment Investments: Commodities Investments: Futures Investments: General Macroeconomics Market risk Non-bank Financial Institutions Pension Funds Real interest rates Return on investment Saving and investment Value of Firms |
| ISBN |
9786612841729
9781462367900 1462367909 9781451870794 1451870795 9781451988291 145198829X 9781282841727 1282841726 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Merton's ICAPM Risk-pricing Model; A. Deriving the risk-pricing equation; B. Identifying state variables; III. Brief Review of the Literature; IV. Data; V. Estimating the Quantities and Prices of Risk; A. The macro risk exposure of commodities; B. Market prices for macro risk; VI. Results; A. Real interest rate risk is priced; B. The time-varying cost of interest rate insurance; C. Evidence for a commodity-specific risk premium; D. Model fit; VII. Conclusion; References; Appendix |
| Record Nr. | UNINA-9910973779303321 |
|
Roache Shaun
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Counterparty risk in the over-the-counter derivates market / / Miguel A. Segoviano and Manmohan Singh
| Counterparty risk in the over-the-counter derivates market / / Miguel A. Segoviano and Manmohan Singh |
| Autore | Segoviano Basurto Miguel A |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (21 pages) : illustrations (some color), tables |
| Disciplina | 332.645 |
| Altri autori (Persone) | SinghManmohan |
| Collana | IMF working paper |
| Soggetto topico |
Derivative securities - Econometric models
Over-the-counter markets - Econometric models Risk - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-4872-6
1-4518-7116-3 9786612842092 1-4527-3091-1 1-282-84209-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910464259903321 |
|
Segoviano Basurto Miguel A
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| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Counterparty Risk in the Over-The-Counter Derivatives Market / / Manmohan Singh, Miguel Segoviano
| Counterparty Risk in the Over-The-Counter Derivatives Market / / Manmohan Singh, Miguel Segoviano |
| Autore | Singh Manmohan |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (21 pages) : illustrations (some color), tables |
| Disciplina | 332.645 |
| Altri autori (Persone) | SegovianoMiguel |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Derivative securities - Econometric models
Over-the-counter markets - Econometric models Risk - Econometric models Banks and Banking Finance: General Money and Monetary Policy General Financial Markets: General (includes Measurement and Data) Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banks Depository Institutions Micro Finance Institutions Mortgages Finance Monetary economics Banking Derivative markets Over-the-counter markets Credit default swap Credit Derivative securities Financial instruments Banks and banking |
| ISBN |
1-4623-4872-6
1-4518-7116-3 9786612842092 1-4527-3091-1 1-282-84209-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788342503321 |
|
Singh Manmohan
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Counterparty Risk in the Over-The-Counter Derivatives Market / / Manmohan Singh, Miguel Segoviano
| Counterparty Risk in the Over-The-Counter Derivatives Market / / Manmohan Singh, Miguel Segoviano |
| Autore | Singh Manmohan |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (21 pages) : illustrations (some color), tables |
| Disciplina | 332.645 |
| Altri autori (Persone) | SegovianoMiguel |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Derivative securities - Econometric models
Over-the-counter markets - Econometric models Risk - Econometric models Banking Banks and Banking Banks and banking Banks Credit default swap Credit Depository Institutions Derivative markets Derivative securities Finance Finance: General Financial instruments General Financial Markets: General (includes Measurement and Data) Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Mortgages Over-the-counter markets |
| ISBN |
9786612842092
9781462348725 1462348726 9781451871166 1451871163 9781452730912 1452730911 9781282842090 1282842099 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Definitions and Methodology -- A. Counterparty Risk -- B. Exposure of the Financial System to Counterparty Risk -- C. Distress Dependence in the Financial System and Conditional Probability of Distress of Specific Financial Institutions -- D. Loss Scenarios -- III. Counterparty Risk: Empirical Estimation -- A. Counterparty Risk Exposure -- B. Conditional Probability of Distress of Financial Institutions -- IV. Conclusion and Policy Implications -- References -- Tables -- 1. Default Dependence Matrix -- 2. Distress Dependence Matrix -- 3. Losses Under Alternative Scenarios -- 4. Extrapolated Total Losses Under Alternative Scenarios -- Figures -- 1. Global OTC Derivatives as of December 2007 -- 2. Global OTC Derivatives Market as of December 2007 -- 3. The FinancialSystem's Multivariate Density -- 4. Probability that at Least one Financial Institution Fails to Deliver -- 5. Probability that Exactly one Financial Institution Fails to Deliver -- 6. OTC Derivatives: Notional Amounts as of end of March 2008 -- 7. OTC Derivatives: Counterparty Liabilities as of end of March 2008 -- 8. Probabilities of Distress of Financial Institutions Included in this Study -- 9. Fed's Balance Sheet as of April 23, 2008 -- Box -- 1. Distress Dependence. |
| Record Nr. | UNINA-9910957403203321 |
|
Singh Manmohan
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||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Distance-to-default in banking [[electronic resource] ] : a bridge too far? / / Jorge A. Chan-Lau and Amadou N.R. Sy
| Distance-to-default in banking [[electronic resource] ] : a bridge too far? / / Jorge A. Chan-Lau and Amadou N.R. Sy |
| Autore | Chan-Lau Jorge A |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 |
| Descrizione fisica | 1 online resource (19 p.) |
| Altri autori (Persone) | SyAmadou N. R |
| Collana | IMF working paper |
| Soggetto topico |
Bank capital - Econometric models
Bank failures - Econometric models Default (Finance) - Econometric models Risk - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-5181-6
1-4527-7738-1 1-283-51164-9 1-4519-0928-4 9786613824097 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. WHAT HAPPENS BEFORE A BANK DEFAULT?""; ""III. A UNIFIED FRAMEWORK FOR DISTANCE MEASURES : DISTANCE-TO-CAPITAL""; ""IV. CASE STUDY: THE RESONA AND ASHIKAGA BANKS""; ""V. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910464845903321 |
|
Chan-Lau Jorge A
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| [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
-
Risk - Econometric models
(24)
- Banks and Banking (12)
- Finance (10)
- Banking (8)
- Banks (8)