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An Anatomy of Credit Booms : : Evidence From Macro Aggregates and Micro Data / / Marco Terrones, Enrique Mendoza
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
Opac: Controlla la disponibilità qui
An Anatomy of Credit Booms : : Evidence From Macro Aggregates and Micro Data / / Marco Terrones, Enrique Mendoza
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
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
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
Opac: Controlla la disponibilità qui
Annual World Bank Conference on Development Economics 2010, Global : Lessons from East Asia and the Global Financial Crisis
Annual World Bank Conference on Development Economics 2010, Global : Lessons from East Asia and the Global Financial Crisis
Pubbl/distr/stampa Washington, D.C. : , : The World Bank, , 2011
Descrizione fisica 1 online resource (374 pages)
Disciplina 330.91724
Altri autori (Persone) JustinYifu Lin
PleskovicBoris
Collana Annual World Bank Conference on Development Economics (Global)
Soggetto topico Finance - East Asia
Global Financial Crisis, 2008-2009
Financial crises
ISBN 1-283-12617-6
9786613126177
0-8213-8402-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; ABOUT THIS BOOK; INTRODUCTION; OPENING ADDRESS; OPENING ADDRESS Learning from the Past to Reinvent the Future; KEYNOTE ADDRESS The Global Financial Crisis: Causes and Policy Responses; KEYNOTE ADDRESS Development Prospects in Light of the Global Financial Crisis; KEYNOTE ADDRESS The Global Crisis: Is It Over Yet?; Industrial Policy and Development; Social Capital, Institutions, and Development; Financial Crisis and Regulation; The Road Ahead to a Sustainable Global Economic System; Innovation and Competition; CLOSING SUMMARY; CLOSING REMARKS
Record Nr. UNINA-9910781342903321
Washington, D.C. : , : The World Bank, , 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Annual World Bank Conference on Development Economics 2010, Global : Lessons from East Asia and the Global Financial Crisis
Annual World Bank Conference on Development Economics 2010, Global : Lessons from East Asia and the Global Financial Crisis
Pubbl/distr/stampa Washington, D.C. : , : The World Bank, , 2011
Descrizione fisica 1 online resource (374 pages)
Disciplina 330.91724
Altri autori (Persone) JustinYifu Lin
PleskovicBoris
Collana Annual World Bank Conference on Development Economics (Global)
Soggetto topico Finance - East Asia
Global Financial Crisis, 2008-2009
Financial crises
ISBN 1-283-12617-6
9786613126177
0-8213-8402-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; ABOUT THIS BOOK; INTRODUCTION; OPENING ADDRESS; OPENING ADDRESS Learning from the Past to Reinvent the Future; KEYNOTE ADDRESS The Global Financial Crisis: Causes and Policy Responses; KEYNOTE ADDRESS Development Prospects in Light of the Global Financial Crisis; KEYNOTE ADDRESS The Global Crisis: Is It Over Yet?; Industrial Policy and Development; Social Capital, Institutions, and Development; Financial Crisis and Regulation; The Road Ahead to a Sustainable Global Economic System; Innovation and Competition; CLOSING SUMMARY; CLOSING REMARKS
Record Nr. UNINA-9910811886703321
Washington, D.C. : , : The World Bank, , 2011
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Are More Competitive Banking Systems More Stable? / / Martin Cihak, Simon Wolfe, Klaus Schaeck
Are More Competitive Banking Systems More Stable? / / Martin Cihak, Simon Wolfe, Klaus Schaeck
Autore Cihak Martin
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (37 p.)
Altri autori (Persone) WolfeSimon
SchaeckKlaus
Collana IMF Working Papers
Soggetto topico Banks and banking
Bank management
Banks and Banking
Econometrics
Finance: General
Macroeconomics
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
General Financial Markets: General (includes Measurement and Data)
Discrete Regression and Qualitative Choice Models
Discrete Regressors
Proportions
Financial Crises
Banking
Finance
Econometrics & economic statistics
Economic & financial crises & disasters
Competition
Commercial banks
Logit models
Systemic crises
Econometric models
Financial crises
ISBN 1-4623-0036-7
1-4527-8848-0
1-283-51897-X
1-4527-0150-4
9786613831422
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. LITERATURE REVIEW""; ""A. Competition and Concentration""; ""B. Concentration and Stability""; ""C. Competition and Stability""; ""D. Regulation, Supervision and Stability""; ""III. METHODOLOGY""; ""A. Duration Analysis""; ""B. Logistic Probability Analysis""; ""C. Panzar and Rosse (1987) H-Statistic""; ""IV. DATA AND SUMMARY STATISTICS""; ""V. REGRESSION RESULTS""; ""A. Main Results""; ""B. Robustness Tests""; ""C. Competitiveness, Regulation and Systemic Crises""; ""VI. CONCLUDING REMARKS""; ""DEFINITIONS OF VARIABLES AND DATA SOURCES""
""REFERENCES""
Record Nr. UNINA-9910788688903321
Cihak Martin  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Are More Competitive Banking Systems More Stable? / / Martin Cihak, Simon Wolfe, Klaus Schaeck
Are More Competitive Banking Systems More Stable? / / Martin Cihak, Simon Wolfe, Klaus Schaeck
Autore Cihak Martin
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (37 p.)
Altri autori (Persone) WolfeSimon
SchaeckKlaus
Collana IMF Working Papers
Soggetto topico Banks and banking
Bank management
Banks and Banking
Econometrics
Finance: General
Macroeconomics
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
General Financial Markets: General (includes Measurement and Data)
Discrete Regression and Qualitative Choice Models
Discrete Regressors
Proportions
Financial Crises
Banking
Finance
Econometrics & economic statistics
Economic & financial crises & disasters
Competition
Commercial banks
Logit models
Systemic crises
Econometric models
Financial crises
ISBN 1-4623-0036-7
1-4527-8848-0
1-283-51897-X
1-4527-0150-4
9786613831422
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. LITERATURE REVIEW""; ""A. Competition and Concentration""; ""B. Concentration and Stability""; ""C. Competition and Stability""; ""D. Regulation, Supervision and Stability""; ""III. METHODOLOGY""; ""A. Duration Analysis""; ""B. Logistic Probability Analysis""; ""C. Panzar and Rosse (1987) H-Statistic""; ""IV. DATA AND SUMMARY STATISTICS""; ""V. REGRESSION RESULTS""; ""A. Main Results""; ""B. Robustness Tests""; ""C. Competitiveness, Regulation and Systemic Crises""; ""VI. CONCLUDING REMARKS""; ""DEFINITIONS OF VARIABLES AND DATA SOURCES""
""REFERENCES""
Record Nr. UNINA-9910822930903321
Cihak Martin  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Aspectos jurídicos e institucionales de las políticas monetarias de los principales bancos centrales ante la actual crisis financiera / / Juan Calvo Vérgez
Aspectos jurídicos e institucionales de las políticas monetarias de los principales bancos centrales ante la actual crisis financiera / / Juan Calvo Vérgez
Autore Calvo Vérgez Juan
Edizione [1st ed.]
Pubbl/distr/stampa Madrid : , : Dykinson, , 2015
Descrizione fisica 1 online resource (341 p.)
Disciplina 332.46
Soggetto topico Monetary policy
Debts, Public
Financial crises
Política monetaria
Deuda pública
Soggetto genere / forma Libros electronicos.
ISBN 84-9085-430-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione spa
Nota di contenuto ASPECTOS JURÍDICOS E (...); PÁGINA LEGAL; ÍNDICE; ABREVIATURAS; I. INTRODUCCIÓN; II. EL MERCADO DE LA DEUDA PÚBLICAEN ESTADOS UNIDOS Y LAS DISTINTASACTUACIONES DE POLÍTICA MONETARIAACOMETIDAS POR LA RESERVA FEDERALNORTEAMERICANA; 1. INTRODUCCIÓN; 2. ANÁLISIS DE LOS PRINCIPALES INSTRUMENTOS QUEINTEGRAN LA POLÍTICA MONETARIA CONVENCIONALDE LA FED; 2.A. Consideraciones previas; 2.B. Alcance de las reservas exigidas; 2.C. Las operaciones de descuento; 2.D. Las denominadas operaciones de mercado abierto; 2.E. Recapitulación
3. LA IMPLEMENTACIÓN DE MEDIDAS DE POLÍTICA MONETARIANO CONVENCIONAL POR PARTE DE LA FED3.A. Introducción; 3.B. Alcance de las políticas de credit easing; 3.B.1. Alcance de los préstamos efectuados a bancos y otras institucionesfi nancieras; 3.B.2. El suministro de liquidez a los mercados de crédito; 3.B.3. La adquisición de títulos a largo plazo; 3.C. Principales cuestiones confl ictivas derivadas de la implementaciónde políticas monetarias no convencionales; 4. EFECTOS DERIVADOS DE LAS POLÍTICAS FINANCIERASDE LA FED EN LA EVOLUCIÓN DE LOS MERCADOS
5. PRINCIPALES LÍNEAS DE ACTUACIÓN DE LOS PROGRAMASQUANTITATIVE EASING I Y II ARTICULADOSPOR LA FED6. LA ELEVACIÓN DEL TECHO DE DEUDA EN ESTADOSUNIDOS APROBADA EN AGOSTO DE 2011; 7. EL MANTENIMIENTO DE LOS TIPOS DE INTERÉS ENRANGOS OBJETIVOS DE ENTRE EL 0% Y EL 0,25% Y LAIMPLEMENTACIÓN DE LA OPERACIÓN TWIST; 8. LA APROBACIÓN DEL PROGRAMA QE 3; 9. LA ANTESALA DE LA RETIRADA PROGRESIVA DEL QE3:PROS Y CONTRAS; 10. LA RETIRADA PROGRESIVA DE ESTÍMULOS DEL PROGRAMAQE3 EFECTUADQ POR LA FED Y SUS EVENTUALESCONSECUENCIAS
III. LÍNEAS DE ACTUACIÓN ACOMETIDASPOR EL BANCO CENTRAL EUROPEODESTINADAS A GARANTIZAR LAESTABILIDAD FINANCIERA EN LA ZONAEURO1. UNA CONSIDERACIÓN PRELIMINAR. ANÁLISIS DE LASPRINCIPALES DIFERENCIAS EXISTENTES ENTRE LASPOLÍTICAS MONETARIAS DE LA FED Y DEL BCE; 2. LA ADOPCIÓN POR EL BCE DEL SECURITIES MARKETSPROGRAMME; 3. PRINCIPALES CONSECUENCIAS DERIVADAS DE LAADQUISICIÓN DE DEUDA SOBERANA DE LOS PAÍSESPERIFÉRICOS POR EL BCE; 4. EL ALCANCE DE LAS OPERACIONES DE CARRY TRADE; 5. RECAPITULACIÓN; 6. LA BAJADA DE TIPOS DE INTERÉS DEL 1% AL 0,75%
7. LA IMPLEMENTACIÓN POR EL BCE DEL PROGRAMADENOMINADO "OPERACIONES MONETARIAS DE COMPRAVENTA"(OUTRIGHT MONETARY TRANSACTIONS)"Y SUS CONSECUENCIAS7.A. Introducción; 7.B. Principales rasgos configuradores del programa OutrightMonetary Transactions; 7.C. Consecuencias derivadas de la implementación del ProgramaOMT; 8. LA BAJADA DE TIPOS DE INTERÉS DEL 0,75% AL 0,5%; 9. ANÁLISIS DE LAS DISTINTAS ALTERNATIVAS PLANTEADASANTE EL BCE PARA INTENSIFICAR LA OBTENCIÓNDE CRÉDITO POR LAS PYMES; 10. LA FLEXIBILIZACIÓN EFECTUADA POR EL BCE DE SUPROGRAMA ASSET-BACKED SECURITIES
11. LA BAJADA DE TIPOS DE INTERÉS DESDE EL 0,5% AL0,25%
Record Nr. UNINA-9910672125603321
Calvo Vérgez Juan  
Madrid : , : Dykinson, , 2015
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Assessing Risk Assessment [[electronic resource] ] : Towards Alternative Risk Measures for Complex Financial Systems / / by Christian Hugo Hoffmann
Assessing Risk Assessment [[electronic resource] ] : Towards Alternative Risk Measures for Complex Financial Systems / / by Christian Hugo Hoffmann
Autore Hoffmann Christian Hugo
Edizione [1st ed. 2017.]
Pubbl/distr/stampa Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Gabler, , 2017
Descrizione fisica 1 online resource (XIV, 377 p. 36 illus.)
Disciplina 330.1
Soggetto topico Economic theory
Financial crises
Risk management
Economic Theory/Quantitative Economics/Mathematical Methods
Financial Crises
Risk Management
ISBN 3-658-20032-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910255037803321
Hoffmann Christian Hugo  
Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Gabler, , 2017
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Assessing the Cost of Financial Regulation / / Douglas Elliott, Andre Santos
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
Opac: Controlla la disponibilità qui
Assessing the Cost of Financial Regulation / / Douglas Elliott, Andre Santos
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
Opac: Controlla la disponibilità qui