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Banking stability measures [[electronic resource] /] / prepared by Miguel A. Segoviano and Charles Goodhart
| 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
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| [Washington D.C.], : International Monetary Fund, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Central banking at a crossroads : Europe and beyond / / edited by Charles Goodhart, Daniela Gabor, Jakob Vestergaard and Ismail Ertürk [[electronic resource]]
| Central banking at a crossroads : Europe and beyond / / edited by Charles Goodhart, Daniela Gabor, Jakob Vestergaard and Ismail Ertürk [[electronic resource]] |
| Pubbl/distr/stampa | London : , : Anthem Press, , 2014 |
| Descrizione fisica | 1 online resource (viii, 283 pages) : digital, PDF file(s) |
| Disciplina | 332.1/1 |
| Collana | Anthem frontiers of global political economy |
| Soggetto topico |
Banks and banking, Central
Banks and banking, Central - Law and legislation |
| ISBN | 1-78308-360-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction / Charles Goodhart, Daniela Gabor, Ismail Ertürk, and Jakob Vestergaard -- Constraining descretion in bank regulation / Andrew G. Haldane -- Myths and fallacies in the discussion on capital regulation / Anat R. Admati, Peter M. Demarzo, Martin F. Hellwig, and Paul Pfleiderer -- Complexity, interconnectedness: business models and the Basel system / Adrian Blundell-Wignall, Paul Atkinson, and Caroline Roulet -- At the brink of insolvency: shallow recapitalization exercise fails to bolster Europe's ailing banks / Jakob Vestergaard and Maria Retana -- Bank resolution in comparative perspective : what lessons for Europe? / Charles Goodhart -- Resolving problem banks : a review of the global evidence / Martin Cihák and Erlend Nier -- Bank resolution in New Zealand and its implications for Europe / David G. Mayes -- Collateral and monetary policy / Manmohan Singh -- The ecb and the political economy of collateral / Daniela Gabor -- The backstory of the risk-free asset : how government debt became "safe" / Nina Boy -- Central banking post-crisis : what compass for uncharted waters? / Claudio Borio -- Reconceptualizing central bank unconventional policies : long positions on no-growth capitalism / Ismail Ertürk -- The relationship between central banks and governments : what are central banks for? / Sheila C. Dow -- Is new governance the ideal architecture for global financial regulation? / Annelise Riles -- Index. |
| Record Nr. | UNINA-9910168754503321 |
| London : , : Anthem Press, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Default, credit growth, and asset prices [[electronic resource] /] / Miguel A. Segoviano Basurto, Charles Goodhart, and Boris Hofmann
| 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
|
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| [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Regulating financial services and markets in the twenty first century / edited by Eilis Ferran and Charles A.E. Goodhart
| Regulating financial services and markets in the twenty first century / edited by Eilis Ferran and Charles A.E. Goodhart |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Oxford ; Portland, Oregon, : Hart Publishing, 2001 |
| Descrizione fisica | 1 online resource (356 p.) |
| Disciplina | 346.41/082 |
| Soggetto topico |
Financial services industry - Law and legislation - Great Britain
Financial institutions - Law and legislation - Great Britain Securities industry - Law and legislation - Great Britain Investments - Law and legislation - Great Britain |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4725-5912-6
1-280-80060-7 9786610800605 1-84731-169-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | GENERAL OVERVIEW -- 1. Regulating Financial Services and Markets in the Twenty First Century: An Overview -- Eilís Ferran and Charles A.E. Goodhart -- 2. Reforming Financial Regulation: Progress and Priorities -- Howard Davies -- OBJECTIVES AND PRINCIPLES -- 3. Regulatory Principles and the Financial Services and Markets Act 2000 -- Colin Mayer -- 4. Examining the Objectives of Financial Regulation-Will the New Regime Succeed? A Practitioner's View -- Amelia C. Fawcett -- 5. Incentive v. Rule-Based Financial Regulation: A Role for Market Discipline -- Rahul Dhumale -- REGULATION OF SENIOR MANAGEMENT -- 6. Directors' Fiduciary Duties and the Approved Persons Regime -- Colin Bamford -- 7. Fiduciary Duties, Regulation of Companies and Regulation of Individuals -- Sir Adam Ridley -- DISCIPLINE, ENFORCEMENT AND HUMAN RIGHTS -- 8. Regulatory Discipline and the European Convention on Human Rights-A Reality Check -- Daniel F. Waters and Martyn Hopper -- 9. Holding the Balance-Effective Enforcement, Procedural Fairness and Human Rights -- Thomas A.G. Beazley -- ACCOUNTABILITY -- 10. Regulating the Regulator-A Lawyer's Perspective on Accountability and Control -- Alan Page -- 11. Regulating the Regulator-An Economist's Perspective on Accountability and Control -- Charles A.E. Goodhart -- 12. Public Accountability in the Financial Sector -- Rosa M. Lastra and Heba Shams -- EUROPEAN REGULATION -- 13. Regulating European Markets: The Harmonisation of Securities Regulation in Europe in the New Trading Environment -- Eddy Wymeersch -- 14. The Case for a European Securities Commission -- Gilles Thieffry -- INTERNATIONAL REGULATION -- 15. New Issues in International Financial Regulation -- John Eatwell -- 16. The Financial Stability Forum (FSF): Just Another Acronym? -- Andrew G. Haldane -- 17. The Need for Efficient International Financial Regulation and the Role of a Global Supervisor -- Kern Alexander -- ROLE OF RATING AGENCIES -- 18. The Role of Rating Agencies in Global Market Regulation -- Steven L. Schwarcz -- 19. The Role of Credit Rating Agencies in the Establishment of Capital Standards for Financial Institutions in a Global Economy -- Howell E. Jackson -- TECHNOLOGICAL CHANGE AND REGULATION -- 20. The Challenge of Technology-Regulation of Electronic Financial Markets |
| Record Nr. | UNINA-9910451414103321 |
| Oxford ; Portland, Oregon, : Hart Publishing, 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Regulating financial services and markets in the twenty first century / edited by Eilis Ferran and Charles A.E. Goodhart
| Regulating financial services and markets in the twenty first century / edited by Eilis Ferran and Charles A.E. Goodhart |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Oxford ; Portland, Oregon, : Hart Publishing, 2001 |
| Descrizione fisica | 1 online resource (356 p.) |
| Disciplina | 346.41/082 |
| Soggetto topico |
Financial services industry - Law and legislation - Great Britain
Financial institutions - Law and legislation - Great Britain Securities industry - Law and legislation - Great Britain Investments - Law and legislation - Great Britain |
| ISBN |
1-4725-5912-6
1-280-80060-7 9786610800605 1-84731-169-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | GENERAL OVERVIEW -- 1. Regulating Financial Services and Markets in the Twenty First Century: An Overview -- Eilís Ferran and Charles A.E. Goodhart -- 2. Reforming Financial Regulation: Progress and Priorities -- Howard Davies -- OBJECTIVES AND PRINCIPLES -- 3. Regulatory Principles and the Financial Services and Markets Act 2000 -- Colin Mayer -- 4. Examining the Objectives of Financial Regulation-Will the New Regime Succeed? A Practitioner's View -- Amelia C. Fawcett -- 5. Incentive v. Rule-Based Financial Regulation: A Role for Market Discipline -- Rahul Dhumale -- REGULATION OF SENIOR MANAGEMENT -- 6. Directors' Fiduciary Duties and the Approved Persons Regime -- Colin Bamford -- 7. Fiduciary Duties, Regulation of Companies and Regulation of Individuals -- Sir Adam Ridley -- DISCIPLINE, ENFORCEMENT AND HUMAN RIGHTS -- 8. Regulatory Discipline and the European Convention on Human Rights-A Reality Check -- Daniel F. Waters and Martyn Hopper -- 9. Holding the Balance-Effective Enforcement, Procedural Fairness and Human Rights -- Thomas A.G. Beazley -- ACCOUNTABILITY -- 10. Regulating the Regulator-A Lawyer's Perspective on Accountability and Control -- Alan Page -- 11. Regulating the Regulator-An Economist's Perspective on Accountability and Control -- Charles A.E. Goodhart -- 12. Public Accountability in the Financial Sector -- Rosa M. Lastra and Heba Shams -- EUROPEAN REGULATION -- 13. Regulating European Markets: The Harmonisation of Securities Regulation in Europe in the New Trading Environment -- Eddy Wymeersch -- 14. The Case for a European Securities Commission -- Gilles Thieffry -- INTERNATIONAL REGULATION -- 15. New Issues in International Financial Regulation -- John Eatwell -- 16. The Financial Stability Forum (FSF): Just Another Acronym? -- Andrew G. Haldane -- 17. The Need for Efficient International Financial Regulation and the Role of a Global Supervisor -- Kern Alexander -- ROLE OF RATING AGENCIES -- 18. The Role of Rating Agencies in Global Market Regulation -- Steven L. Schwarcz -- 19. The Role of Credit Rating Agencies in the Establishment of Capital Standards for Financial Institutions in a Global Economy -- Howell E. Jackson -- TECHNOLOGICAL CHANGE AND REGULATION -- 20. The Challenge of Technology-Regulation of Electronic Financial Markets |
| Record Nr. | UNINA-9910784259203321 |
| Oxford ; Portland, Oregon, : Hart Publishing, 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Regulating financial services and markets in the twenty first century / edited by Eilis Ferran and Charles A.E. Goodhart
| Regulating financial services and markets in the twenty first century / edited by Eilis Ferran and Charles A.E. Goodhart |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Oxford ; Portland, Oregon, : Hart Publishing, 2001 |
| Descrizione fisica | 1 online resource (356 p.) |
| Disciplina | 346.41/082 |
| Soggetto topico |
Financial services industry - Law and legislation - Great Britain
Financial institutions - Law and legislation - Great Britain Securities industry - Law and legislation - Great Britain Investments - Law and legislation - Great Britain |
| ISBN |
1-4725-5912-6
1-280-80060-7 9786610800605 1-84731-169-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | GENERAL OVERVIEW -- 1. Regulating Financial Services and Markets in the Twenty First Century: An Overview -- Eilís Ferran and Charles A.E. Goodhart -- 2. Reforming Financial Regulation: Progress and Priorities -- Howard Davies -- OBJECTIVES AND PRINCIPLES -- 3. Regulatory Principles and the Financial Services and Markets Act 2000 -- Colin Mayer -- 4. Examining the Objectives of Financial Regulation-Will the New Regime Succeed? A Practitioner's View -- Amelia C. Fawcett -- 5. Incentive v. Rule-Based Financial Regulation: A Role for Market Discipline -- Rahul Dhumale -- REGULATION OF SENIOR MANAGEMENT -- 6. Directors' Fiduciary Duties and the Approved Persons Regime -- Colin Bamford -- 7. Fiduciary Duties, Regulation of Companies and Regulation of Individuals -- Sir Adam Ridley -- DISCIPLINE, ENFORCEMENT AND HUMAN RIGHTS -- 8. Regulatory Discipline and the European Convention on Human Rights-A Reality Check -- Daniel F. Waters and Martyn Hopper -- 9. Holding the Balance-Effective Enforcement, Procedural Fairness and Human Rights -- Thomas A.G. Beazley -- ACCOUNTABILITY -- 10. Regulating the Regulator-A Lawyer's Perspective on Accountability and Control -- Alan Page -- 11. Regulating the Regulator-An Economist's Perspective on Accountability and Control -- Charles A.E. Goodhart -- 12. Public Accountability in the Financial Sector -- Rosa M. Lastra and Heba Shams -- EUROPEAN REGULATION -- 13. Regulating European Markets: The Harmonisation of Securities Regulation in Europe in the New Trading Environment -- Eddy Wymeersch -- 14. The Case for a European Securities Commission -- Gilles Thieffry -- INTERNATIONAL REGULATION -- 15. New Issues in International Financial Regulation -- John Eatwell -- 16. The Financial Stability Forum (FSF): Just Another Acronym? -- Andrew G. Haldane -- 17. The Need for Efficient International Financial Regulation and the Role of a Global Supervisor -- Kern Alexander -- ROLE OF RATING AGENCIES -- 18. The Role of Rating Agencies in Global Market Regulation -- Steven L. Schwarcz -- 19. The Role of Credit Rating Agencies in the Establishment of Capital Standards for Financial Institutions in a Global Economy -- Howell E. Jackson -- TECHNOLOGICAL CHANGE AND REGULATION -- 20. The Challenge of Technology-Regulation of Electronic Financial Markets |
| Record Nr. | UNINA-9910816603903321 |
| Oxford ; Portland, Oregon, : Hart Publishing, 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||