Banking stability measures [[electronic resource] /] / prepared by Miguel A. Segoviano and Charles Goodhart |
Autore | Segoviano Miguel A |
Pubbl/distr/stampa | [Washington D.C.], : International Monetary Fund, 2009 |
Descrizione fisica | 1 online resource (56 p.) |
Altri autori (Persone) | GoodhartC. A. E (Charles Albert Eric) |
Collana | IMF working paper |
Soggetto topico |
Economic stabilization
Banks and banking |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-4165-9
1-4527-2788-0 1-282-84227-7 9786612842276 1-4518-7151-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Distress Dependence among Banks and Stability of the Banking System; Figures; 1. The Probability of Distress; III. Banking System Multivariate Density; A. The CIMDO Approach: Modeling the Banking System Multivariate Density; 2. The Banking System's Multivariate Density; B. The CIMDO-copula: Distress Dependence among Banks in the System; Box; 1. Drawbacks to the Characterization of Distress Dependence of Financial Returns with Correlations; IV. Banking Stability Measures; A. Common Distress in the Banks of the System; B. Distress Between Specific Banks
C. Distress in the System Associated with a Specific BankTables; 1. Distress Dependence Matrix; V. Banking Stability Measures: Empirical Results; 3. Probability That At Least One Bank Becomes Distressed; A. Estimation of Probabilities of Distress of Individual Banks; B. Examination of Relative Changes of Stability over Time; 4. Joint Probability of Distress; 5. Banking Stability Index; 6. Daily Percentage Increase: Joint and Average Probability of Distress; 7. PAO: Lehman; C. Analysis of Cross-Region Effects Between Different Banking Groups D. Analysis of Foreign Banks' Risks to Sovereigns with Banking Systems with Cross-Border Institutions2. Distress Dependence Matrix: American and European Banks; 8. Foreign-Bank and Sovereign Risks; 3. Distress Dependence Matrix: Latin America. Sovereigns and Banks; 4. Distress Dependence Matrix: Eastern Europe. Sovereigns and Banks; 5. Distress Dependence Matrix: Asia. Sovereigns and Banks; VI. Conclusions; Appendixes; I. Copula Functions; II. CIMDO-copula; III. CIMDO-density and CIMDO-copula Evaluation Framework; IV. Estimation of Probabilities of Distress of Individual Banks; References |
Record Nr. | UNINA-9910464229503321 |
Segoviano Miguel A | ||
[Washington D.C.], : International Monetary Fund, 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Banking stability measures / / prepared by Miguel A. Segoviano and Charles Goodhart |
Autore | Segoviano Miguel A |
Edizione | [1st ed.] |
Pubbl/distr/stampa | [Washington D.C.], : International Monetary Fund, 2009 |
Descrizione fisica | 1 online resource (56 p.) |
Disciplina | 332.75 |
Altri autori (Persone) | GoodhartC. A. E (Charles Albert Eric) |
Collana | IMF working paper |
Soggetto topico |
Economic stabilization
Banks and banking |
ISBN |
1-4623-4165-9
1-4527-2788-0 1-282-84227-7 9786612842276 1-4518-7151-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Distress Dependence among Banks and Stability of the Banking System; Figures; 1. The Probability of Distress; III. Banking System Multivariate Density; A. The CIMDO Approach: Modeling the Banking System Multivariate Density; 2. The Banking System's Multivariate Density; B. The CIMDO-copula: Distress Dependence among Banks in the System; Box; 1. Drawbacks to the Characterization of Distress Dependence of Financial Returns with Correlations; IV. Banking Stability Measures; A. Common Distress in the Banks of the System; B. Distress Between Specific Banks
C. Distress in the System Associated with a Specific BankTables; 1. Distress Dependence Matrix; V. Banking Stability Measures: Empirical Results; 3. Probability That At Least One Bank Becomes Distressed; A. Estimation of Probabilities of Distress of Individual Banks; B. Examination of Relative Changes of Stability over Time; 4. Joint Probability of Distress; 5. Banking Stability Index; 6. Daily Percentage Increase: Joint and Average Probability of Distress; 7. PAO: Lehman; C. Analysis of Cross-Region Effects Between Different Banking Groups D. Analysis of Foreign Banks' Risks to Sovereigns with Banking Systems with Cross-Border Institutions2. Distress Dependence Matrix: American and European Banks; 8. Foreign-Bank and Sovereign Risks; 3. Distress Dependence Matrix: Latin America. Sovereigns and Banks; 4. Distress Dependence Matrix: Eastern Europe. Sovereigns and Banks; 5. Distress Dependence Matrix: Asia. Sovereigns and Banks; VI. Conclusions; Appendixes; I. Copula Functions; II. CIMDO-copula; III. CIMDO-density and CIMDO-copula Evaluation Framework; IV. Estimation of Probabilities of Distress of Individual Banks; References |
Record Nr. | UNINA-9910827377403321 |
Segoviano Miguel A | ||
[Washington D.C.], : International Monetary Fund, 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The Basel Committee on Banking Supervision : a history of the early years, 1974-1997 / / Charles Goodhart [[electronic resource]] |
Autore | Goodhart C. A. E (Charles Albert Eric) |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2011 |
Descrizione fisica | 1 online resource (xiii, 603 pages) : digital, PDF file(s) |
Disciplina | 332.1 |
Soggetto topico | Banks and banking - State supervision |
ISBN |
1-107-22172-2
1-139-12495-1 1-283-29625-X 9786613296252 1-139-12348-3 1-139-11773-4 1-139-12839-6 1-139-11337-2 0-511-99623-3 1-139-11556-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction -- The antecedents of the BCBS -- Modus operandi: chairmen; secretariat; members; the structure of meetings -- The Concordat -- External and foreign exchange issues -- Capital adequacy and the Basel Accord of 1988 -- The Market Risk Amendment -- The core principles of banking supervision -- Liquidity -- Off-balance-sheet exposures and derivatives -- Other topics addressed by the BCBS -- The relationship of the BCBS with banks and other banking regulators -- Relationships with other non-bank oversight and supervisory bodies -- The legal position of the BCBS -- The international relations of the BCBS -- The BCBS and the social sciences -- Epilogue. |
Record Nr. | UNINA-9910457760703321 |
Goodhart C. A. E (Charles Albert Eric) | ||
Cambridge : , : Cambridge University Press, , 2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The Basel Committee on Banking Supervision : a history of the early years, 1974-1997 / / Charles Goodhart [[electronic resource]] |
Autore | Goodhart C. A. E (Charles Albert Eric) |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2011 |
Descrizione fisica | 1 online resource (xiii, 603 pages) : digital, PDF file(s) |
Disciplina | 332.1 |
Soggetto topico | Banks and banking - State supervision |
ISBN |
1-107-22172-2
1-139-12495-1 1-283-29625-X 9786613296252 1-139-12348-3 1-139-11773-4 1-139-12839-6 1-139-11337-2 0-511-99623-3 1-139-11556-1 |
Classificazione | BUS045000 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction -- The antecedents of the BCBS -- Modus operandi: chairmen; secretariat; members; the structure of meetings -- The Concordat -- External and foreign exchange issues -- Capital adequacy and the Basel Accord of 1988 -- The Market Risk Amendment -- The core principles of banking supervision -- Liquidity -- Off-balance-sheet exposures and derivatives -- Other topics addressed by the BCBS -- The relationship of the BCBS with banks and other banking regulators -- Relationships with other non-bank oversight and supervisory bodies -- The legal position of the BCBS -- The international relations of the BCBS -- The BCBS and the social sciences -- Epilogue. |
Record Nr. | UNINA-9910781985703321 |
Goodhart C. A. E (Charles Albert Eric) | ||
Cambridge : , : Cambridge University Press, , 2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The Basel Committee on Banking Supervision : a history of the early years, 1974-1997 / / Charles Goodhart |
Autore | Goodhart C. A. E (Charles Albert Eric) |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 2011 |
Descrizione fisica | 1 online resource (xiii, 603 pages) : digital, PDF file(s) |
Disciplina | 332.1 |
Soggetto topico | Banks and banking - State supervision |
ISBN |
1-107-22172-2
1-139-12495-1 1-283-29625-X 9786613296252 1-139-12348-3 1-139-11773-4 1-139-12839-6 1-139-11337-2 0-511-99623-3 1-139-11556-1 |
Classificazione | BUS045000 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction -- The antecedents of the BCBS -- Modus operandi: chairmen; secretariat; members; the structure of meetings -- The Concordat -- External and foreign exchange issues -- Capital adequacy and the Basel Accord of 1988 -- The Market Risk Amendment -- The core principles of banking supervision -- Liquidity -- Off-balance-sheet exposures and derivatives -- Other topics addressed by the BCBS -- The relationship of the BCBS with banks and other banking regulators -- Relationships with other non-bank oversight and supervisory bodies -- The legal position of the BCBS -- The international relations of the BCBS -- The BCBS and the social sciences -- Epilogue. |
Record Nr. | UNINA-9910826029903321 |
Goodhart C. A. E (Charles Albert Eric) | ||
Cambridge : , : Cambridge University Press, , 2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Central Bank Independence / Charles Goodhart . Central Banking in Economies in Transition / Eduard Hochreiter |
Autore | Goodhart, Charles Albert Eric <1936- > |
Pubbl/distr/stampa | Milano : Università commerciale Luigi Bocconi. Centro di economia monetaria e finanziaria Paolo Baffi, 1994 |
Descrizione fisica | 54 p. ; 21 cm |
Collana | Quaderni di ricerca |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-990003025430403321 |
Goodhart, Charles Albert Eric <1936- > | ||
Milano : Università commerciale Luigi Bocconi. Centro di economia monetaria e finanziaria Paolo Baffi, 1994 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Central banking in developing countries : objectives, activities and independence / Maxwell J. Fry, Charles A.E. Goodhart and Alvaro Almeida ; foreword by Eddie George |
Autore | Fry, Maxwell J. <1944- > |
Pubbl/distr/stampa | London and New York : Routledge, 1996 |
Descrizione fisica | XII, 196 p. ; 22 cm |
Disciplina | 332.1 |
Altri autori (Persone) |
Almeida, Alvaro
Goodhart, Charles Albert Eric <1936- > |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-990006851570403321 |
Fry, Maxwell J. <1944- > | ||
London and New York : Routledge, 1996 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Default, credit growth, and asset prices [[electronic resource] /] / Miguel A. Segoviano Basurto, Charles Goodhart, and Boris Hofmann |
Autore | Segoviano Miguel A |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., 2006 |
Descrizione fisica | 1 online resource (44 p.) |
Altri autori (Persone) |
GoodhartC. A. E (Charles Albert Eric)
HofmannBoris |
Collana | IMF working paper |
Soggetto topico |
Asset allocation - Econometric models
Credit - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-7401-8
1-4527-4912-4 1-283-51287-4 1-4519-0936-5 9786613825322 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BANK CREDIT AND PROPERTY PRICES""; ""III. DEFAULT, CREDIT GROWTH, AND ASSET PRICES""; ""IV. RESULTS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""References"" |
Record Nr. | UNINA-9910464845003321 |
Segoviano Miguel A | ||
[Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Default, credit growth, and asset prices / / Miguel A. Segoviano Basurto, Charles Goodhart, and Boris Hofmann |
Autore | Segoviano Miguel A |
Edizione | [1st ed.] |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., 2006 |
Descrizione fisica | 1 online resource (44 p.) |
Altri autori (Persone) |
GoodhartC. A. E (Charles Albert Eric)
HofmannBoris |
Collana | IMF working paper |
Soggetto topico |
Asset allocation - Econometric models
Credit - Econometric models |
ISBN |
1-4623-7401-8
1-4527-4912-4 1-283-51287-4 1-4519-0936-5 9786613825322 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BANK CREDIT AND PROPERTY PRICES""; ""III. DEFAULT, CREDIT GROWTH, AND ASSET PRICES""; ""IV. RESULTS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""References"" |
Record Nr. | UNINA-9910826309803321 |
Segoviano Miguel A | ||
[Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
L'evoluzione delle banche centrali / Charles Goodhart ; presentazione di Rainer S. Masera |
Autore | Goodhart, Charles A. E. |
Pubbl/distr/stampa | Roma ; Bari : Laterza, 1991 |
Descrizione fisica | xii, 172 p. ; 21 cm |
Disciplina | 332.112 |
Altri autori (Persone) | Masera, Rainer S. |
Collana | Libri del tempo Laterza ; 226 |
Soggetto topico | Banche di emissione |
ISBN | 8842038199 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | ita |
Titolo uniforme | |
Record Nr. | UNISALENTO-991000526609707536 |
Goodhart, Charles A. E. | ||
Roma ; Bari : Laterza, 1991 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
|