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Closing a Failed Bank : : Resolution Practices and Procedures / / David Parker
| Closing a Failed Bank : : Resolution Practices and Procedures / / David Parker |
| Autore | Parker David |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2011 |
| Descrizione fisica | 1 online resource (668 p.) |
| Soggetto topico |
Bank failures
Liquidation Banks and Banking Finance: General Financial Risk Management Public Finance Industries: Financial Services Corporate Finance Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Taxation, Subsidies, and Revenue: General Financial Institutions and Services: General Public Administration Public Sector Accounting and Audits Banking Economic & financial crises & disasters Finance Public finance & taxation Financial services law & regulation Bank resolution Loans Bank liquidation Legal support in revenue administration Financial crises Financial institutions Revenue administration Bank deposits Financial services Banks and banking Crisis management Revenue Financial services industry |
| ISBN |
1-4552-5224-7
1-4552-5628-5 1-283-54814-3 9786613860590 1-4552-5426-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Boxes; Figures; Tables; Closing a failed bank : resolution practices and procedures; Contents; Acknowledgments; Preface; Chapter 1 Introduction; Legal Framework; 1.1. Contrasting a Special Bank Insolvency Regime with Commercial Bankruptcy Law; Deposit Insurance during Bank Failures; Media and Public Relations; Chapter Summaries; Chapter 2 Problem Bank Resolution and Supervision; 2.1. Decision Tree for Problem Bank Resolution; Problem Bank Supervision; 2.1. What Makes a Problem Bank?
2.1. Examples of Informal and Formal Supervisory and Enforcement Actions 2.2. U.S. Prompt Corrective Action Capital Categories; 2.2. Bank Intervention Flow Chart; Problem Bank Resolution; Chapter 3 Bank Intervention Procedures; Duties and Responsibilities of Intervention Team; Advance Preparation for Intervention; 3.1. Intervention Staffing; 3.1. Intervention Documents; Immediate Actions at Intervention; Annex 3.1. Functional Area Checklists*; Annex 3.2. Sample Problem Bank Resolution Action Plan*; Annex 3.3. Intervention Organizational Chart Annex 3.4. Publication Notice of Appointment of Conservator or Receiver*Annex 3.5. Notice for Registration at the Appropriate Court*; Annex 3.6. Door Notice of Appointment of Conservator or Receiver*; Annex 3.7. Notice to General Director of Appointment of Conservator or Receiver*; Annex 3.8. Notice to Correspondents of Appointment of Conservator or Receiver*; Annex 3.9. Notice to Bank Employees of Appointment of Conservator or Receiver*; Annex 3.10. Employee Code of Conduct and Confidentiality Agreement* Annex 3.11. Notice to Shareholders, Depositors, Borrowers and Vendors of Appointment of Conservator or Receiver*Annex 3.12. Initial Information; Annex 3.13. Outline for Initial Intervened Bank Employees Meeting; Annex 3.14. Sample Press Releases; Annex 3.15. Questions and Answers for the Press related to [Failed Bank]*; Annex 3.16. Telephone Script (Liquidation)*; Annex 3.17. Bank Intervention Managers Book Table of Contents*; Annex 3.18. Inventory Book of Assets and Liabilities; Annex 3.19. Estimated Loss in Assets Form*; Annex 3.20. Cash Count Sheets*; Annex 3.21. Asset Review Sheet* Annex 3.22. Bank Account Reconciliation Guidelines Annex 3.23. Subsidiary Due Diligence Review Checklist*; Annex 3.24. Business and Disposition Plan; Chapter 4 Conservatorship Operations; 4.1. Placing a Bank in Conservatorship; Annex 4.1. Funds Flow Analysis; Annex 4.2. Contingency Funding Plan Summary*; Operations and Policies; Immediate Concerns; Ongoing Operations; Chapter 5 Final Resolution; 5.1. Open Bank Assistance; Resolution Preparation; Marketing Strategy; 5.1. Summary of a Typical Purchase and Assumption Transaction; 5.2. Assuming Bank Purchase and Assumption Example 5.3. "Bridge" Bank Purchase and Assumption Example |
| Record Nr. | UNINA-9910819868003321 |
Parker David
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| Washington, D.C. : , : International Monetary Fund, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Collapse and revival : understanding global recessions and recoveries / / M. Ayhan Kose, Marco E. Terrones
| Collapse and revival : understanding global recessions and recoveries / / M. Ayhan Kose, Marco E. Terrones |
| Autore | Kose M. Ayhan |
| Pubbl/distr/stampa | Washington, District of Columbia : , : International Monetary Fund, , 2015 |
| Descrizione fisica | 1 online resource (307 pages) : color illustrations, charts, tables |
| Disciplina | 338.5/42 |
| Soggetto topico |
Financial crises
Recessions Business cycles Global Financial Crisis, 2008-2009 |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4843-4244-5
1-4755-2336-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910466542103321 |
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Kose M. Ayhan
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||
| Washington, District of Columbia : , : International Monetary Fund, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Collapse and Revival : : Understanding Global Recessions and Recoveries / / Ayhan Kose, Marco Terrones
| Collapse and Revival : : Understanding Global Recessions and Recoveries / / Ayhan Kose, Marco Terrones |
| Autore | Kose Ayhan |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2015 |
| Descrizione fisica | 1 online resource (307 pages) : color illustrations, charts, tables |
| Disciplina | 338.5/42 |
| Altri autori (Persone) | TerronesMarco |
| Soggetto topico |
Financial crises
Recessions Business cycles Global Financial Crisis, 2008-2009 Macroeconomics Banks and Banking Foreign Exchange Central Banks and Their Policies Economic & financial crises & disasters Banking Central banks Currency crises Banks and banking, Central |
| ISBN |
1-4843-4244-5
1-4755-2336-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910796419503321 |
|
Kose Ayhan
|
||
| Washington, D.C. : , : International Monetary Fund, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Collapse and Revival : : Understanding Global Recessions and Recoveries / / Ayhan Kose, Marco Terrones
| Collapse and Revival : : Understanding Global Recessions and Recoveries / / Ayhan Kose, Marco Terrones |
| Autore | Kose Ayhan |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2015 |
| Descrizione fisica | 1 online resource (307 pages) : color illustrations, charts, tables |
| Disciplina | 338.5/42 |
| Altri autori (Persone) | TerronesMarco |
| Soggetto topico |
Financial crises
Recessions Business cycles Global Financial Crisis, 2008-2009 Macroeconomics Banks and Banking Foreign Exchange Central Banks and Their Policies Economic & financial crises & disasters Banking Central banks Currency crises Banks and banking, Central |
| ISBN |
1-4843-4244-5
1-4755-2336-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910815434003321 |
|
Kose Ayhan
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||
| Washington, D.C. : , : International Monetary Fund, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Composition Matters : : Capital Inflows and Liquidity Crunch During a Global Economic Crisis / / Hui Tong, Shang-Jin Wei
| The Composition Matters : : Capital Inflows and Liquidity Crunch During a Global Economic Crisis / / Hui Tong, Shang-Jin Wei |
| Autore | Tong Hui |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (39 p.) |
| Altri autori (Persone) | WeiShang-Jin |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial crises - Econometric models
Capital movements Investments, Foreign Global Financial Crisis, 2008-2009 Exports and Imports Financial Risk Management Macroeconomics International Investment Long-term Capital Movements Financial Crises Price Level Inflation Deflation International Lending and Debt Problems International economics Economic & financial crises & disasters Capital flows Financial crises Asset prices Capital inflows External debt Prices Debts, External |
| ISBN |
1-4623-7695-9
1-4527-7024-7 1-282-84377-X 1-4518-7311-5 9786612843778 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Specification and Key Variables; A. Basic Specification; B. Key Data; III. Empirical Analysis; A. The Extent of Financial Constraint; B. The Role of Pre-crisis Exposure to International Finance; Conclusion; References; Tables; 1. Average Change of Stock Price(log); 2a. Summary Statistics; 2b. Correlation of Variables; 3. The Average Effect of Liquidity Crunch Across Countries; 4. Pre-Crisis Exposure to Capital Inflows; 5. Role of Pre-Crisis Exposure to Capital Inflows in Emerging Economies (Volume Effect)
6. Role of Pre-Crisis Exposure to Capital Inflows in Emerging Economies (Composition Effect)7. Role of Pre-Crisis Exposure to Capital Inflows (Robusiness Checks); 8. Role of Pre-Crisis Exposure to Capital Inflows (More Robustness Checks); 9. Role of Pre-Crisis Exposure to Capital Inflows in Emerging Economies (Non-financial firms); 10. Placebo Test; 11. Stock Returns Around Lehman Brothers Bankruptcy; Figures; 1. Capital Flow to Emerging Economies; 2. The Extent of Capital Reversal versus the Initial Share of FDI in Capital Flows 3. Change in Log Banking Stock Prices vs Pre-Crisis International Bank LoansAppendix; 1. De Jure Financial Openness for Year 2006 |
| Record Nr. | UNINA-9910788230003321 |
|
Tong Hui
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Composition Matters : : Capital Inflows and Liquidity Crunch During a Global Economic Crisis / / Hui Tong, Shang-Jin Wei
| The Composition Matters : : Capital Inflows and Liquidity Crunch During a Global Economic Crisis / / Hui Tong, Shang-Jin Wei |
| Autore | Tong Hui |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (39 p.) |
| Disciplina | 332.042 |
| Altri autori (Persone) | WeiShang-Jin |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial crises - Econometric models
Capital movements Investments, Foreign Global Financial Crisis, 2008-2009 Exports and Imports Financial Risk Management Macroeconomics International Investment Long-term Capital Movements Financial Crises Price Level Inflation Deflation International Lending and Debt Problems International economics Economic & financial crises & disasters Capital flows Financial crises Asset prices Capital inflows External debt Prices Debts, External |
| ISBN |
1-4623-7695-9
1-4527-7024-7 1-282-84377-X 1-4518-7311-5 9786612843778 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Specification and Key Variables; A. Basic Specification; B. Key Data; III. Empirical Analysis; A. The Extent of Financial Constraint; B. The Role of Pre-crisis Exposure to International Finance; Conclusion; References; Tables; 1. Average Change of Stock Price(log); 2a. Summary Statistics; 2b. Correlation of Variables; 3. The Average Effect of Liquidity Crunch Across Countries; 4. Pre-Crisis Exposure to Capital Inflows; 5. Role of Pre-Crisis Exposure to Capital Inflows in Emerging Economies (Volume Effect)
6. Role of Pre-Crisis Exposure to Capital Inflows in Emerging Economies (Composition Effect)7. Role of Pre-Crisis Exposure to Capital Inflows (Robusiness Checks); 8. Role of Pre-Crisis Exposure to Capital Inflows (More Robustness Checks); 9. Role of Pre-Crisis Exposure to Capital Inflows in Emerging Economies (Non-financial firms); 10. Placebo Test; 11. Stock Returns Around Lehman Brothers Bankruptcy; Figures; 1. Capital Flow to Emerging Economies; 2. The Extent of Capital Reversal versus the Initial Share of FDI in Capital Flows 3. Change in Log Banking Stock Prices vs Pre-Crisis International Bank LoansAppendix; 1. De Jure Financial Openness for Year 2006 |
| Record Nr. | UNINA-9910817191403321 |
|
Tong Hui
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Confronting ecological and economic collapse : ecological integrity for law, policy and human rights / / edited by Laura Westra, Prue Taylor and Agnes Michelot
| Confronting ecological and economic collapse : ecological integrity for law, policy and human rights / / edited by Laura Westra, Prue Taylor and Agnes Michelot |
| Pubbl/distr/stampa | Abingdon, Oxon : , : Routledge, , 2013 |
| Descrizione fisica | 1 online resource (670 p.) |
| Disciplina | 344.04/6 |
| Altri autori (Persone) |
MichelotAgnes
TaylorPrue <1961-> WestraLaura |
| Soggetto topico |
Environmental law, International
Ecological integrity Climatic changes Financial crises |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-135-95730-4
0-203-38402-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Half Title; Title Page; Copyright Page; Table of Contents; List of contributors; Foreword; The gathering storm; Introduction; References; Part I: The role and history of integrity (from grave problems to possible reversals); Introduction; 1. Why the Global Ecological Integrity Group? The rise, decline and rediscovery of a radical concept; References; 2. Environmental norms in the courtroom: The case of ecological integrity in Canada's national parks; Introduction; Ecological integrity as a priority in legislation and policy; Ecological integrity in Wood Buffalo National Park
ConclusionNotes; References; 3. The future of the common heritage of mankind: Intersections with the public trust doctrine; Introduction; Public trust doctrine - renewed or reinvigorated; Public trust doctrine Rio + 20 Proposal; International environmental trusteeship - beyond metaphor; Public trust doctrine and the future of the common heritage of mankind; Philosophical foundations; Property concepts?; Public governance of public goods or commons management?; Conclusion; Notes; References; 4. The exploitation of genetic resources in areas beyond national jurisdiction; Introduction The relevant aspects of the present UNCLOS regimeThe question of genetic resources; Possible future developments; Notes; 5. Ecological integrity in European law?; From the right to destroy to respect for nature: the (difficult) reintegration of man into nature; The multiplicity of organizations, the lack of reference to ecological integrity; The right to nature: far from the concept of human ecological rights?; Towards nature and culture: experiencing ecological integrity in Europe?; From ecological networks to ecosystem approach: a way to ecological integrity? Fighting disintegrity: is there a European approach of ecological integrity?Conclusion; Notes; References; Part II: Ecological integrity and basic rights: The interface; Introduction; 6. Lessons learned from the climate change disinformation campaign about responsible scientific skepticism; Introduction; The climate change disinformation campaign; Norms to guide responsible climate skepticism; Conclusion; References; 7. Granting development consent by specific legislative act: Choice to circumvent public participation and judicial control? The European perspective; Introduction EIA as an important instrument of European environmental lawThe exception from the ordinary EIA procedure; Leeway for the systematic misuse of the exception: the case of Greece; Concluding remarks; Notes; References; 8. The principle of "integration" in international law relating to sustainable development: sobering lessons for European Union law; Introduction; Origins of the principle of environmental integration in EU law; Legal nature and implications of the principle of environmental integration; The principle of environmental integration post-Lisbon Normative content of the integration obligation |
| Record Nr. | UNINA-9910465640203321 |
| Abingdon, Oxon : , : Routledge, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Confronting ecological and economic collapse : ecological integrity for law, policy and human rights / / edited by Laura Westra, Prue Taylor and Agnes Michelot
| Confronting ecological and economic collapse : ecological integrity for law, policy and human rights / / edited by Laura Westra, Prue Taylor and Agnes Michelot |
| Pubbl/distr/stampa | Abingdon, Oxon : , : Routledge, , 2013 |
| Descrizione fisica | 1 online resource (670 p.) |
| Disciplina | 344.04/6 |
| Altri autori (Persone) |
MichelotAgnes
TaylorPrue <1961-> WestraLaura |
| Soggetto topico |
Environmental law, International
Ecological integrity Climatic changes Financial crises |
| ISBN |
1-135-95737-1
1-135-95730-4 0-203-38402-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Half Title; Title Page; Copyright Page; Table of Contents; List of contributors; Foreword; The gathering storm; Introduction; References; Part I: The role and history of integrity (from grave problems to possible reversals); Introduction; 1. Why the Global Ecological Integrity Group? The rise, decline and rediscovery of a radical concept; References; 2. Environmental norms in the courtroom: The case of ecological integrity in Canada's national parks; Introduction; Ecological integrity as a priority in legislation and policy; Ecological integrity in Wood Buffalo National Park
ConclusionNotes; References; 3. The future of the common heritage of mankind: Intersections with the public trust doctrine; Introduction; Public trust doctrine - renewed or reinvigorated; Public trust doctrine Rio + 20 Proposal; International environmental trusteeship - beyond metaphor; Public trust doctrine and the future of the common heritage of mankind; Philosophical foundations; Property concepts?; Public governance of public goods or commons management?; Conclusion; Notes; References; 4. The exploitation of genetic resources in areas beyond national jurisdiction; Introduction The relevant aspects of the present UNCLOS regimeThe question of genetic resources; Possible future developments; Notes; 5. Ecological integrity in European law?; From the right to destroy to respect for nature: the (difficult) reintegration of man into nature; The multiplicity of organizations, the lack of reference to ecological integrity; The right to nature: far from the concept of human ecological rights?; Towards nature and culture: experiencing ecological integrity in Europe?; From ecological networks to ecosystem approach: a way to ecological integrity? Fighting disintegrity: is there a European approach of ecological integrity?Conclusion; Notes; References; Part II: Ecological integrity and basic rights: The interface; Introduction; 6. Lessons learned from the climate change disinformation campaign about responsible scientific skepticism; Introduction; The climate change disinformation campaign; Norms to guide responsible climate skepticism; Conclusion; References; 7. Granting development consent by specific legislative act: Choice to circumvent public participation and judicial control? The European perspective; Introduction EIA as an important instrument of European environmental lawThe exception from the ordinary EIA procedure; Leeway for the systematic misuse of the exception: the case of Greece; Concluding remarks; Notes; References; 8. The principle of "integration" in international law relating to sustainable development: sobering lessons for European Union law; Introduction; Origins of the principle of environmental integration in EU law; Legal nature and implications of the principle of environmental integration; The principle of environmental integration post-Lisbon Normative content of the integration obligation |
| Record Nr. | UNINA-9910792018803321 |
| Abingdon, Oxon : , : Routledge, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Confronting ecological and economic collapse : ecological integrity for law, policy and human rights / / edited by Laura Westra, Prue Taylor and Agnes Michelot
| Confronting ecological and economic collapse : ecological integrity for law, policy and human rights / / edited by Laura Westra, Prue Taylor and Agnes Michelot |
| Pubbl/distr/stampa | Abingdon, Oxon : , : Routledge, , 2013 |
| Descrizione fisica | 1 online resource (670 p.) |
| Disciplina | 344.04/6 |
| Altri autori (Persone) |
MichelotAgnes
TaylorPrue <1961-> WestraLaura |
| Soggetto topico |
Environmental law, International
Ecological integrity Climatic changes Financial crises |
| ISBN |
1-135-95737-1
1-135-95730-4 0-203-38402-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Half Title; Title Page; Copyright Page; Table of Contents; List of contributors; Foreword; The gathering storm; Introduction; References; Part I: The role and history of integrity (from grave problems to possible reversals); Introduction; 1. Why the Global Ecological Integrity Group? The rise, decline and rediscovery of a radical concept; References; 2. Environmental norms in the courtroom: The case of ecological integrity in Canada's national parks; Introduction; Ecological integrity as a priority in legislation and policy; Ecological integrity in Wood Buffalo National Park
ConclusionNotes; References; 3. The future of the common heritage of mankind: Intersections with the public trust doctrine; Introduction; Public trust doctrine - renewed or reinvigorated; Public trust doctrine Rio + 20 Proposal; International environmental trusteeship - beyond metaphor; Public trust doctrine and the future of the common heritage of mankind; Philosophical foundations; Property concepts?; Public governance of public goods or commons management?; Conclusion; Notes; References; 4. The exploitation of genetic resources in areas beyond national jurisdiction; Introduction The relevant aspects of the present UNCLOS regimeThe question of genetic resources; Possible future developments; Notes; 5. Ecological integrity in European law?; From the right to destroy to respect for nature: the (difficult) reintegration of man into nature; The multiplicity of organizations, the lack of reference to ecological integrity; The right to nature: far from the concept of human ecological rights?; Towards nature and culture: experiencing ecological integrity in Europe?; From ecological networks to ecosystem approach: a way to ecological integrity? Fighting disintegrity: is there a European approach of ecological integrity?Conclusion; Notes; References; Part II: Ecological integrity and basic rights: The interface; Introduction; 6. Lessons learned from the climate change disinformation campaign about responsible scientific skepticism; Introduction; The climate change disinformation campaign; Norms to guide responsible climate skepticism; Conclusion; References; 7. Granting development consent by specific legislative act: Choice to circumvent public participation and judicial control? The European perspective; Introduction EIA as an important instrument of European environmental lawThe exception from the ordinary EIA procedure; Leeway for the systematic misuse of the exception: the case of Greece; Concluding remarks; Notes; References; 8. The principle of "integration" in international law relating to sustainable development: sobering lessons for European Union law; Introduction; Origins of the principle of environmental integration in EU law; Legal nature and implications of the principle of environmental integration; The principle of environmental integration post-Lisbon Normative content of the integration obligation |
| Record Nr. | UNINA-9910815486203321 |
| Abingdon, Oxon : , : Routledge, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Contagion phenomena with applications in finance / / Serge Darolles, Christian Gourieroux
| Contagion phenomena with applications in finance / / Serge Darolles, Christian Gourieroux |
| Autore | Darolles Serge |
| Pubbl/distr/stampa | Oxford, UK : , : Elsevier Science, , 2015 |
| Descrizione fisica | 1 online resource (168 p.) |
| Disciplina | 332 |
| Collana | Quantitative finance set |
| Soggetto topico |
Financial crises
International finance Financial risk management |
| ISBN | 0-08-100478-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Contagion Phenomena with Applications in Finance; Copyright; Contents; Introduction; Chapter 1: Contagion and Causality in Static Models; 1.1. Linear Dependence in a Static Model; 1.2. Nonlinear Dependence in a Static Model; 1.3. Model with Exogenous Switching Regimes; 1.4. Chapter 1 Highlights; 1.5. Appendices; Chapter 2: Contagion in Structural VARMA Models; 2.1. Shocks in a Dynamic Model; 2.2. A Vector Autoregressive Moving Average (VARMA) Model with Independent Errors; 2.3. Non-Fundamentalness; 2.4. Chapter 2 Highlights; 2.5. Appendices
Chapter 3: Common Frailty Versus Contagion in Linear Dynamic Models3.1. Linear Dynamic Model with Common Factor and Contagion; 3.2. Observable Versus Latent Factors; 3.3. Shocks, Impulse Response Functions and Stress; 3.4. Constrained Models and Misspecification; 3.5. The Literature; 3.6. Chapter 3 Highlights; 3.7. Appendices; Chapter 4: Applications of Linear Dynamic Models; 4.1. Portfolio Management; 4.2. Contagion Among Banks; 4.3. Chapter 4 Highlights; 4.4. Appendices; Chapter 5: Common Frailty and Contagion in Nonlinear Dynamic Models; 5.1. Specifications 5.2. Stochastic Volatility Model5.3. Application to Portfolio Management; 5.4. Chapter 5 Highlights; 5.5. Appendices; Chapter 6: An Application of Nonlinear Dynamic Models: The Hedge Fund Survival; 6.1. HF Liquidation Data; 6.2. Dynamic Poisson Model; 6.3. Results; 6.4. Stress-Tests; 6.5. Chapter 6 Highlights; 6.6. Appendices; Bibliography; Index; Back Cover |
| Record Nr. | UNINA-9910583055503321 |
|
Darolles Serge
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| Oxford, UK : , : Elsevier Science, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
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Financial crises
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- Financial Crises (257)
- Economic & financial crises & disasters (235)
- Finance (204)
- Financial Risk Management (197)