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A Guide to IMF Stress Testing : : Methods and Models / / Li Ong
| A Guide to IMF Stress Testing : : Methods and Models / / Li Ong |
| Autore | Ong Li |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2014 |
| Descrizione fisica | 1 online resource (610 p.) |
| Disciplina | 332 |
| Soggetto topico |
Efficient market theory
Risk - Econometric models Risk assessment - Econometric models Accounting Banks and Banking Finance: General Money and Monetary Policy Industries: Financial Services Financial Risk Management Banks Depository Institutions Micro Finance Institutions Mortgages 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 Public Administration Public Sector Accounting and Audits Banking Finance Financial services law & regulation Monetary economics Financial reporting, financial statements Stress testing Loans Credit risk Nonperforming loans Financial sector policy and analysis Financial institutions Financial regulation and supervision Commercial banks Banks and banking Financial risk management Credit Finance, Public |
| ISBN |
1-4983-8182-0
1-4755-5129-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Foreword; Acknowledgments; Abbreviations; Contributing Authors; 1. Stress Testing at the International Monetary Fund: Methods and Models; PART I: THE ACCOUNTING-BASED APPROACH; A. THE BALANCE SHEET-BASED APPROACH; 2. Introduction to the Balance Sheet-Based Approach to Stress Testing; 3. Stress Tester: A Toolkit for Bank-by-Bank Analysis with Accounting Data; 4. Into the Great Unknown: Stress Testing with Weak Data; 5. Next-Generation Applied Solvency Stress Testing; 6. Of Runes and Sagas: Perspectives on Liquidity Stress Testing Using an Iceland Example
7. Next-Generation System wide Liquidity Stress Testing 8. Systemic Bank Risk in Brazil: A Comprehensive Simulation of Correlated Market, Credit, Sovereign, and Interbank Risks; 9. Modeling Correlated Systemic Bank Liquidity Risks; 10. Review and Implementation of Credit Risk Models; 11. Bankers without Borders? Implications of Ring-Fencing for European Cross-Border Banks; 12. Conducting Stress Tests of Dened Benet Pension Plans; B. THE NETWORK ANALYSIS APPROACH; 13. Introduction to the Network Analysis Approach to Stress Testing 14. Cross-Border Financial Surveillance: A Network Perspective 15. Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems; PART II: THE MARKET PRICE BASED APPROACH; A. THE EQUITY INDICATORS BASED APPROACH; 16. Introduction to the Equity Indicators-Based Approach to Stress Testing; 17. The Global Financial Crisis and Its Impact on the Chilean Banking System; 18. Regulatory Capital Charges for Too-Connected-to-Fail Institutions: A Practical Proposal; B. THE EXTREME VALUE THEORY APPROACH 19. Introduction to the Extreme Value Theory Approach to Stress Testing 20. External Linkages and Contagion Risk in Irish Banks; 21. Identifying Spillover Risk in the International Banking System: An Extreme Value Theory Approach; C. THE CONTINGENT CLAIMS ANALYSIS APPROACH; 22. Introduction to the Contingent Claims Analysis Approach for Stress Testing; 23. Vulnerabilities of Household and Corporate Balance Sheets in the United Kingdom and Risks for the Financial Sector; 24. Measuring and Analyzing Sovereign Risk with Contingent Claims 25. Factor Model for Stress Testing with a Contingent Claims Model of the Chilean Banking System 26. Systemic Contingent Claims Analysis; 27. Measuring Systemic Risk-Adjusted Liquidity; PART III: THE MACROFINANCIAL APPROACH; 28. Introduction to the Macro-Financial Approach to Stress Testing; 29. A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector; 30. A Practical Example of the Nonperforming Loans Projection Approach to Stress Testing; 31. Portfolio Credit Risk and Macroeconomic Shocks: Applications to Stress Testing under Data-Restricted Environments 32. Banking Stability Measures |
| Record Nr. | UNINA-9910787443203321 |
Ong Li
|
||
| Washington, D.C. : , : International Monetary Fund, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A Guide to IMF Stress Testing : : Methods and Models / / Li Ong
| A Guide to IMF Stress Testing : : Methods and Models / / Li Ong |
| Autore | Ong Li |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2014 |
| Descrizione fisica | 1 online resource (610 p.) |
| Disciplina | 332 |
| Soggetto topico |
Efficient market theory
Risk - Econometric models Risk assessment - Econometric models Accounting Banks and Banking Finance: General Money and Monetary Policy Industries: Financial Services Financial Risk Management Banks Depository Institutions Micro Finance Institutions Mortgages 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 Public Administration Public Sector Accounting and Audits Banking Finance Financial services law & regulation Monetary economics Financial reporting, financial statements Stress testing Loans Credit risk Nonperforming loans Financial sector policy and analysis Financial institutions Financial regulation and supervision Commercial banks Banks and banking Financial risk management Credit Finance, Public |
| ISBN |
1-4983-8182-0
1-4755-5129-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Foreword; Acknowledgments; Abbreviations; Contributing Authors; 1. Stress Testing at the International Monetary Fund: Methods and Models; PART I: THE ACCOUNTING-BASED APPROACH; A. THE BALANCE SHEET-BASED APPROACH; 2. Introduction to the Balance Sheet-Based Approach to Stress Testing; 3. Stress Tester: A Toolkit for Bank-by-Bank Analysis with Accounting Data; 4. Into the Great Unknown: Stress Testing with Weak Data; 5. Next-Generation Applied Solvency Stress Testing; 6. Of Runes and Sagas: Perspectives on Liquidity Stress Testing Using an Iceland Example
7. Next-Generation System wide Liquidity Stress Testing 8. Systemic Bank Risk in Brazil: A Comprehensive Simulation of Correlated Market, Credit, Sovereign, and Interbank Risks; 9. Modeling Correlated Systemic Bank Liquidity Risks; 10. Review and Implementation of Credit Risk Models; 11. Bankers without Borders? Implications of Ring-Fencing for European Cross-Border Banks; 12. Conducting Stress Tests of Dened Benet Pension Plans; B. THE NETWORK ANALYSIS APPROACH; 13. Introduction to the Network Analysis Approach to Stress Testing 14. Cross-Border Financial Surveillance: A Network Perspective 15. Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems; PART II: THE MARKET PRICE BASED APPROACH; A. THE EQUITY INDICATORS BASED APPROACH; 16. Introduction to the Equity Indicators-Based Approach to Stress Testing; 17. The Global Financial Crisis and Its Impact on the Chilean Banking System; 18. Regulatory Capital Charges for Too-Connected-to-Fail Institutions: A Practical Proposal; B. THE EXTREME VALUE THEORY APPROACH 19. Introduction to the Extreme Value Theory Approach to Stress Testing 20. External Linkages and Contagion Risk in Irish Banks; 21. Identifying Spillover Risk in the International Banking System: An Extreme Value Theory Approach; C. THE CONTINGENT CLAIMS ANALYSIS APPROACH; 22. Introduction to the Contingent Claims Analysis Approach for Stress Testing; 23. Vulnerabilities of Household and Corporate Balance Sheets in the United Kingdom and Risks for the Financial Sector; 24. Measuring and Analyzing Sovereign Risk with Contingent Claims 25. Factor Model for Stress Testing with a Contingent Claims Model of the Chilean Banking System 26. Systemic Contingent Claims Analysis; 27. Measuring Systemic Risk-Adjusted Liquidity; PART III: THE MACROFINANCIAL APPROACH; 28. Introduction to the Macro-Financial Approach to Stress Testing; 29. A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector; 30. A Practical Example of the Nonperforming Loans Projection Approach to Stress Testing; 31. Portfolio Credit Risk and Macroeconomic Shocks: Applications to Stress Testing under Data-Restricted Environments 32. Banking Stability Measures |
| Record Nr. | UNINA-9910814429203321 |
|
Ong Li
|
||
| Washington, D.C. : , : International Monetary Fund, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A guide to IMF stress testing : methods and models / / editor, Li Lian Ong
| A guide to IMF stress testing : methods and models / / editor, Li Lian Ong |
| Pubbl/distr/stampa | Washington, District of Columbia : , : International Monetary Fund, , 2014 |
| Descrizione fisica | 1 online resource (610 p.) |
| Disciplina | 332 |
| Soggetto topico |
Efficient market theory
Risk - Econometric models Risk assessment - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4983-8182-0
1-4755-5129-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Foreword; Acknowledgments; Abbreviations; Contributing Authors; 1. Stress Testing at the International Monetary Fund: Methods and Models; PART I: THE ACCOUNTING-BASED APPROACH; A. THE BALANCE SHEET-BASED APPROACH; 2. Introduction to the Balance Sheet-Based Approach to Stress Testing; 3. Stress Tester: A Toolkit for Bank-by-Bank Analysis with Accounting Data; 4. Into the Great Unknown: Stress Testing with Weak Data; 5. Next-Generation Applied Solvency Stress Testing; 6. Of Runes and Sagas: Perspectives on Liquidity Stress Testing Using an Iceland Example
7. Next-Generation System wide Liquidity Stress Testing 8. Systemic Bank Risk in Brazil: A Comprehensive Simulation of Correlated Market, Credit, Sovereign, and Interbank Risks; 9. Modeling Correlated Systemic Bank Liquidity Risks; 10. Review and Implementation of Credit Risk Models; 11. Bankers without Borders? Implications of Ring-Fencing for European Cross-Border Banks; 12. Conducting Stress Tests of Dened Benet Pension Plans; B. THE NETWORK ANALYSIS APPROACH; 13. Introduction to the Network Analysis Approach to Stress Testing 14. Cross-Border Financial Surveillance: A Network Perspective 15. Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems; PART II: THE MARKET PRICE BASED APPROACH; A. THE EQUITY INDICATORS BASED APPROACH; 16. Introduction to the Equity Indicators-Based Approach to Stress Testing; 17. The Global Financial Crisis and Its Impact on the Chilean Banking System; 18. Regulatory Capital Charges for Too-Connected-to-Fail Institutions: A Practical Proposal; B. THE EXTREME VALUE THEORY APPROACH 19. Introduction to the Extreme Value Theory Approach to Stress Testing 20. External Linkages and Contagion Risk in Irish Banks; 21. Identifying Spillover Risk in the International Banking System: An Extreme Value Theory Approach; C. THE CONTINGENT CLAIMS ANALYSIS APPROACH; 22. Introduction to the Contingent Claims Analysis Approach for Stress Testing; 23. Vulnerabilities of Household and Corporate Balance Sheets in the United Kingdom and Risks for the Financial Sector; 24. Measuring and Analyzing Sovereign Risk with Contingent Claims 25. Factor Model for Stress Testing with a Contingent Claims Model of the Chilean Banking System 26. Systemic Contingent Claims Analysis; 27. Measuring Systemic Risk-Adjusted Liquidity; PART III: THE MACROFINANCIAL APPROACH; 28. Introduction to the Macro-Financial Approach to Stress Testing; 29. A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector; 30. A Practical Example of the Nonperforming Loans Projection Approach to Stress Testing; 31. Portfolio Credit Risk and Macroeconomic Shocks: Applications to Stress Testing under Data-Restricted Environments 32. Banking Stability Measures |
| Record Nr. | UNINA-9910460641803321 |
| Washington, District of Columbia : , : International Monetary Fund, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Tools and techniques for financial stability analysis / / by Indranarain Ramlall
| Tools and techniques for financial stability analysis / / by Indranarain Ramlall |
| Autore | Ramlall Indranarain |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | United Kingdom : , : Emerald Publishing, , [2019] |
| Descrizione fisica | 1 online resource (149 pages) |
| Disciplina | 332.41 |
| Collana | Theory and Practice of Financial Stability |
| Soggetto topico |
Inflation (Finance)
Financial institutions - Evaluation - Econometric models Risk assessment - Econometric models Banks and banking |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-78756-847-4
1-78756-845-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910467412403321 |
|
Ramlall Indranarain
|
||
| United Kingdom : , : Emerald Publishing, , [2019] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Tools and techniques for financial stability analysis / / by Indranarain Ramlall (University of Mauritius, Mauritius)
| Tools and techniques for financial stability analysis / / by Indranarain Ramlall (University of Mauritius, Mauritius) |
| Autore | Ramlall Indranarain |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | United Kingdom : , : Emerald Publishing, , [2019] |
| Descrizione fisica | 1 online resource (149 pages) |
| Disciplina | 332.41 |
| Collana | The theory and practice of financial stability |
| Soggetto topico |
Financial institutions - Evaluation - Econometric models
Risk assessment - Econometric models Inflation (Finance) Business & Economics - Finance - General Finance |
| ISBN |
1-78756-847-4
1-78756-845-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Prelims -- Value at risk -- Stress testing -- Graphical tools of financial stability -- Financial system stress index -- Ratios/Metrics of financial stability assessment -- Challenges of financial stability: the road ahead -- References -- Index. |
| Record Nr. | UNINA-9910793352303321 |
|
Ramlall Indranarain
|
||
| United Kingdom : , : Emerald Publishing, , [2019] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Tools and techniques for financial stability analysis / / by Indranarain Ramlall (University of Mauritius, Mauritius)
| Tools and techniques for financial stability analysis / / by Indranarain Ramlall (University of Mauritius, Mauritius) |
| Autore | Ramlall Indranarain |
| Edizione | [First edition.] |
| Pubbl/distr/stampa | United Kingdom : , : Emerald Publishing, , [2019] |
| Descrizione fisica | 1 online resource (149 pages) |
| Disciplina | 332.41 |
| Collana | The theory and practice of financial stability |
| Soggetto topico |
Financial institutions - Evaluation - Econometric models
Risk assessment - Econometric models Inflation (Finance) Business & Economics - Finance - General Finance |
| ISBN |
1-78756-847-4
1-78756-845-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Prelims -- Value at risk -- Stress testing -- Graphical tools of financial stability -- Financial system stress index -- Ratios/Metrics of financial stability assessment -- Challenges of financial stability: the road ahead -- References -- Index. |
| Record Nr. | UNINA-9910819081403321 |
|
Ramlall Indranarain
|
||
| United Kingdom : , : Emerald Publishing, , [2019] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
