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Banks’ Precautionary Capital and Persistent Credit Crunches / / Fabian Valencia
Banks’ Precautionary Capital and Persistent Credit Crunches / / Fabian Valencia
Autore Valencia Fabian
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (37 p.)
Disciplina 330.973
Collana IMF Working Papers
IMF working paper
Soggetto topico Financial crises - United States - Econometric models
Bank capital - United States - Econometric models
Bank failures - United States - Econometric models
Credit - United States - Econometric models
Risk - United States - Econometric models
Banks and Banking
Finance: General
Money and Monetary Policy
Industries: Financial Services
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Bankruptcy
Liquidation
Banking
Monetary economics
Finance
Credit
Bank credit
Solvency
Loans
Banks and banking
Debt
ISBN 1-4623-5881-0
1-4527-4907-8
9786612841996
1-4518-7106-6
1-282-84199-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Banks and the Real Economy; III. The Model; A. The Loan Contract; B. The Bank's Optimization Problem; C. Solution; D. Risk and the Target Level of Solvency; IV. Quantitative Experiments; V. Bank Recapitalization; VI. Conclusions; Figures; 1. Bank Credit as Percentage of GDP, Selected Countries; 2. Optimal Policy Functions; 3. Target Level of Solvency; 4. Responses to a Negative Transitory Productivity Shock; 5. Responses to an Interest Rate Increase; 6. Responses to a Large Negative Shock, With and Without Recapitalization
7. Credit Crunch Severity and Bank Recapitalization Tables; 1. Bank's Sequence of Events; 2. Public Recapitalization Costs for Selected Crises Episodes; 3. Sensitivity Analysis to a 2-σ Productivity Shock; 4. Bank's Solvency Regions; Appendix; 8. Deposit Interest Rate; References
Record Nr. UNINA-9910788342803321
Valencia Fabian  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Banks’ Precautionary Capital and Persistent Credit Crunches / / Fabian Valencia
Banks’ Precautionary Capital and Persistent Credit Crunches / / Fabian Valencia
Autore Valencia Fabian
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (37 p.)
Disciplina 330.973
Collana IMF Working Papers
IMF working paper
Soggetto topico Financial crises - United States - Econometric models
Bank capital - United States - Econometric models
Bank failures - United States - Econometric models
Credit - United States - Econometric models
Risk - United States - Econometric models
Banks and Banking
Finance: General
Money and Monetary Policy
Industries: Financial Services
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Bankruptcy
Liquidation
Banking
Monetary economics
Finance
Credit
Bank credit
Solvency
Loans
Banks and banking
Debt
ISBN 1-4623-5881-0
1-4527-4907-8
9786612841996
1-4518-7106-6
1-282-84199-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Banks and the Real Economy; III. The Model; A. The Loan Contract; B. The Bank's Optimization Problem; C. Solution; D. Risk and the Target Level of Solvency; IV. Quantitative Experiments; V. Bank Recapitalization; VI. Conclusions; Figures; 1. Bank Credit as Percentage of GDP, Selected Countries; 2. Optimal Policy Functions; 3. Target Level of Solvency; 4. Responses to a Negative Transitory Productivity Shock; 5. Responses to an Interest Rate Increase; 6. Responses to a Large Negative Shock, With and Without Recapitalization
7. Credit Crunch Severity and Bank Recapitalization Tables; 1. Bank's Sequence of Events; 2. Public Recapitalization Costs for Selected Crises Episodes; 3. Sensitivity Analysis to a 2-σ Productivity Shock; 4. Bank's Solvency Regions; Appendix; 8. Deposit Interest Rate; References
Record Nr. UNINA-9910810966003321
Valencia Fabian  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Belgium : : Technical Note on Stress Testing the Banking and Insurance Sectors
Belgium : : Technical Note on Stress Testing the Banking and Insurance Sectors
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2013
Descrizione fisica 1 online resource (105 p.)
Collana IMF Staff Country Reports
Soggetto topico Banks and banking - Risk management - Belgium
Insurance - Risk management - Belgium
Banks and Banking
Finance: General
Financial Institutions and Services: Government Policy and Regulation
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
General Financial Markets: Government Policy and Regulation
Bankruptcy
Liquidation
Finance
Banking
Financial services law & regulation
Stress testing
Liquidity requirements
Basel III
Solvency
Financial sector policy and analysis
Financial regulation and supervision
Solvency stress testing
Banks and banking
Financial risk management
State supervision
Debt
ISBN 1-4843-7890-3
1-4843-7315-4
1-4843-9146-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; CONTENTS; GLOSSARY; INTRODUCTION; BANKING-SOLVENCY STRESS TESTS; A. Summary of Both Solvency Stress Tests; B. Bottom-Up Solvency Stress Tests; C. Top-Down Solvency Stress Tests; D. Reconciliation of Both Solvency Stress Tests; BANKING-LIQUIDITY STRESS TESTS; SUMMARY AND POLICY IMPLICATIONS-BANKING; INSURANCE-SOLVENCY STRESS TESTS; BOXES; 1. Review of Aggregation Approach; 2. Key Elements of Different Valuation Approaches Applied in the Stress Test; 3. Contagion Effects in Bank assurance; SUMMARY AND POLICY IMPLICATIONS-INSURANCE; REFERENCES; TABLES
1. Stress Test Matrix (Stem) for the Banking Sector: Solvency and Liquidity Risks 2. Composition of the System and Banks Included in the Stress Tests; 3. Financial Soundness Indicators for Banks Included in the Solvency Stress Test; 4. Macroeconomic Scenarios for Solvency Stress Test; 5. Overview of the Basel II and III Minimum Capital Requirements; 6. Liquidity Stress Test Parameters (Basel III Standard Measures); 7. Liquidity Stress Test Parameters (NBB Liquidity Ratio); 8. Insurance Sector-Stress Test Specification; FIGURES; 1. Banking Sector Developments
2. Liquidity and Short-term Funding 3. Bank Funding; 4. Insurance Financial Soundness Indicators (FSIs); 5. Macroeconomic Assumptions under Different Stress Test Scenarios; 6. Solvency Stress Tests-Risk Drivers; 7. Evolution of Aggregate Capital Ratios in Solvency Stress Tests; 8. Solvency Stress Test Results-Total Capital Hurdle Rates; 9. Solvency Stress Test Results-Tier 1 Capital Hurdle Rate; 10. Solvency Stress Test Results-CET1 Capital Hurdle Rate; 11. Banks' Liquidity Ratios and Stress Test Results; 12. Insurance Stress Test Results; ANNEX; I. Guidelines for the Bottom-Up Solvency Stress
APPENDICES I. Proposed Timeline for Completion of Solvency; II. Key BU Solvency Stress Test Parameters; III. Overview of Stress Test Scenarios (in percent); IV. Interpolated Interest Rate Term Structure and Swap Rate Curve; V. Possible Satellite Model Specification; VI. Minimum Funding Cost: Empirical Estimation of Nonlinear Change; VII. Sovereign Haircuts for Selected Countries; VIII. Estimation Methodology for Sovereign Risk Valuation Haircuts; IX. Pay-out Ratio, Hurdle Rates, and Changes in Risk-Weighted Assets; X. Suggested Output Format for Reporting by Firms to NBB
Record Nr. UNINA-9910787667403321
Washington, D.C. : , : International Monetary Fund, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Belgium : : Detailed Assessment of Observance of Insurance Core Principles
Belgium : : Detailed Assessment of Observance of Insurance Core Principles
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2013
Descrizione fisica 1 online resource (113 p.)
Collana IMF Staff Country Reports
Soggetto topico Insurance - Belgium
Finance: General
Insurance
Public Finance
Industries: Financial Services
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Insurance Companies
Actuarial Studies
Bankruptcy
Liquidation
Taxation, Subsidies, and Revenue: General
Finance
Insurance & actuarial studies
Public finance & taxation
Insurance companies
Solvency
Internal controls
Legal support in revenue administration
Financial institutions
Financial sector policy and analysis
Revenue administration
Debt
Revenue
ISBN 1-4843-3699-2
1-4843-6060-5
1-4843-6002-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; Glossary; A; B; C; E; F; I; M; N; O; P; R; S; T; U; EXECUTIVE SUMMARY; ASSESSMENT OF INSURANCE CORE PRINCIPLES INTRODUCTION AND SCOPE; A. Information and Methodology Used for Assessment; B. Overview-Institutional and Macro Prudential Setting; TABLES; 1: Insurance Penetration and Density in 2011; 2: Trend in Insurance Market Structure; 3: Insurance Distribution Channels; 4: Analysis of Direct Insurers' Assets; 5: Assets Covering Technical Provisions; 6: Analysis of Life Premiums; 7: Major lines of General Insurance Business: Gross Premiums written; FIGURES
1: Net result of Belgian Insurers (company basis)8: Solvency Position of Insurers; 2: Twin Peaks Structure in Belgium; C. Preconditions for Effective Insurance Supervision; 9: Summary of Compliance with the ICPs; 10: Summary of Observance Level; 11: Recommendations to Improve Observance of ICPs; D. Authorities' Response to the Assessment; DETAILED PRINCIPLE-BY-PRINCIPLE ASSESSMENT; 12: Detailed Assessment of Observance of the ICPs
Record Nr. UNINA-9910779761503321
Washington, D.C. : , : International Monetary Fund, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Belgium : : Financial System Stability Assessment
Belgium : : Financial System Stability Assessment
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2013
Descrizione fisica 1 online resource (104 p.)
Collana IMF Staff Country Reports
Soggetto topico Monetary policy - Belgium
Banks and Banking
Finance: General
Industries: Financial Services
Insurance
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Bankruptcy
Liquidation
Financial Institutions and Services: Government Policy and Regulation
Insurance Companies
Actuarial Studies
Finance
Banking
Insurance & actuarial studies
Insurance companies
Commercial banks
Solvency
Stress testing
Financial institutions
Financial sector policy and analysis
Banks and banking
Debt
Financial risk management
ISBN 1-4843-4267-4
1-4843-7253-0
1-4843-4965-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; TABLES; 1. Belgium: FSAP Update-High Priority Recommendations; CONTENTS; GLOSSARY; INTRODUCTION AND BACKGROUND; A. Macroeconomic and Financial Sector Developments; B. Household and Corporate Sector Developments; C. Implementation of 2006 FSAP Recommendations; SOUNDNESS OF THE FINANCIAL SYSTEM AND POTENTIAL RISKS; A. Financial Crisis and Policy Response; B. Vulnerabilities Analysis; BOXES; 1. Outward Spillovers from Belgium Financial Sector; 2. Network Analysis of Spillover Risk for the Belgian Banking System; C. Bank Stress Testing; D. Insurance Stress Testing
FINANCIAL STABILITY FRAMEWORK A. Banking Supervision; 3. The Impact of the Banking Union on Belgium; B. Insurance Supervision; C. Conglomerates Supervision; D. Securities Markets and Regulation; E. Soundness and Oversight of Market Infrastructures; F. Crisis Management and Safety Nets; G. Anti-Money Laundering and Combating the Financing of Terrorism (AML/CFT); FIGURES; 1. Structural Features of the Financial Sector; 2. Economic Developments; 3. Nonfinancial Sector Developments; 4. Financial Market Indicators; 5. Banking Sector Developments; 6. International Exposures of Belgian Banks, 2007-12
7. Insurance Financial Soundness Indicators 8. Macroeconomic Assumptions Under Different Stress Test Scenarios; 9. Solvency Stress Test Results-CET1 Hurdle Rate; 10. Liquidity Indicators and Stress Test Results; 2. Baseline-Selected Economic Indicators, 2009-17; 3. Structure of the Financial Sector; 4. Financial Sector State Support (2012); 5. Financial Soundness Indicators for the Banking Sector; APPENDICES; I. Belgian Covered Bonds and Financial Stability Considerations; II. Main Recommendations of the 2006 FSAP; III. Crisis Intervention and Restructuring Measures; IV. Risk Assessment Matrix
V. Overview of Stress Tests for Banks ANNEX; I. Report on the Observance of Standards and Codes-Summary Assessments; BASEL CORE PRINCIPLES FOR EFFECTIVE BANKING SUPERVISION; A. Background; B. NBB Approach to Supervision; C. Assessment Challenges; D. Preconditions for Effective Supervision; E. Main Findings; F. Authorities' Response to the Assessment; INTERNATIONAL ASSOCIATION OF INSURANCE SUPERVISORS (IAIS) INSURANCE CORE PRINCIPLES; A. Background; B. Preconditions for Effective Securities Regulation; C. Main Findings; D. Authorities' Response to the Assessment
Record Nr. UNINA-9910779768703321
Washington, D.C. : , : International Monetary Fund, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Belgium : : Detailed Assessment of Observance of Insurance Core Principles
Belgium : : Detailed Assessment of Observance of Insurance Core Principles
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2013
Descrizione fisica 1 online resource (113 p.)
Disciplina 332.1
Collana IMF Staff Country Reports
Soggetto topico Insurance - Belgium
Finance: General
Insurance
Public Finance
Industries: Financial Services
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Insurance Companies
Actuarial Studies
Bankruptcy
Liquidation
Taxation, Subsidies, and Revenue: General
Finance
Insurance & actuarial studies
Public finance & taxation
Insurance companies
Solvency
Internal controls
Legal support in revenue administration
Financial institutions
Financial sector policy and analysis
Revenue administration
Debt
Revenue
ISBN 1-4843-3699-2
1-4843-6060-5
1-4843-6002-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; Glossary; A; B; C; E; F; I; M; N; O; P; R; S; T; U; EXECUTIVE SUMMARY; ASSESSMENT OF INSURANCE CORE PRINCIPLES INTRODUCTION AND SCOPE; A. Information and Methodology Used for Assessment; B. Overview-Institutional and Macro Prudential Setting; TABLES; 1: Insurance Penetration and Density in 2011; 2: Trend in Insurance Market Structure; 3: Insurance Distribution Channels; 4: Analysis of Direct Insurers' Assets; 5: Assets Covering Technical Provisions; 6: Analysis of Life Premiums; 7: Major lines of General Insurance Business: Gross Premiums written; FIGURES
1: Net result of Belgian Insurers (company basis)8: Solvency Position of Insurers; 2: Twin Peaks Structure in Belgium; C. Preconditions for Effective Insurance Supervision; 9: Summary of Compliance with the ICPs; 10: Summary of Observance Level; 11: Recommendations to Improve Observance of ICPs; D. Authorities' Response to the Assessment; DETAILED PRINCIPLE-BY-PRINCIPLE ASSESSMENT; 12: Detailed Assessment of Observance of the ICPs
Record Nr. UNINA-9910812104103321
Washington, D.C. : , : International Monetary Fund, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Belgium : : Technical Note on Stress Testing the Banking and Insurance Sectors
Belgium : : Technical Note on Stress Testing the Banking and Insurance Sectors
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2013
Descrizione fisica 1 online resource (105 p.)
Disciplina 332.152
Collana IMF Staff Country Reports
Soggetto topico Banks and banking - Risk management - Belgium
Insurance - Risk management - Belgium
Banks and Banking
Finance: General
Financial Institutions and Services: Government Policy and Regulation
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
General Financial Markets: Government Policy and Regulation
Bankruptcy
Liquidation
Finance
Banking
Financial services law & regulation
Stress testing
Liquidity requirements
Basel III
Solvency
Financial sector policy and analysis
Financial regulation and supervision
Solvency stress testing
Banks and banking
Financial risk management
State supervision
Debt
ISBN 1-4843-7890-3
1-4843-7315-4
1-4843-9146-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; CONTENTS; GLOSSARY; INTRODUCTION; BANKING-SOLVENCY STRESS TESTS; A. Summary of Both Solvency Stress Tests; B. Bottom-Up Solvency Stress Tests; C. Top-Down Solvency Stress Tests; D. Reconciliation of Both Solvency Stress Tests; BANKING-LIQUIDITY STRESS TESTS; SUMMARY AND POLICY IMPLICATIONS-BANKING; INSURANCE-SOLVENCY STRESS TESTS; BOXES; 1. Review of Aggregation Approach; 2. Key Elements of Different Valuation Approaches Applied in the Stress Test; 3. Contagion Effects in Bank assurance; SUMMARY AND POLICY IMPLICATIONS-INSURANCE; REFERENCES; TABLES
1. Stress Test Matrix (Stem) for the Banking Sector: Solvency and Liquidity Risks 2. Composition of the System and Banks Included in the Stress Tests; 3. Financial Soundness Indicators for Banks Included in the Solvency Stress Test; 4. Macroeconomic Scenarios for Solvency Stress Test; 5. Overview of the Basel II and III Minimum Capital Requirements; 6. Liquidity Stress Test Parameters (Basel III Standard Measures); 7. Liquidity Stress Test Parameters (NBB Liquidity Ratio); 8. Insurance Sector-Stress Test Specification; FIGURES; 1. Banking Sector Developments
2. Liquidity and Short-term Funding 3. Bank Funding; 4. Insurance Financial Soundness Indicators (FSIs); 5. Macroeconomic Assumptions under Different Stress Test Scenarios; 6. Solvency Stress Tests-Risk Drivers; 7. Evolution of Aggregate Capital Ratios in Solvency Stress Tests; 8. Solvency Stress Test Results-Total Capital Hurdle Rates; 9. Solvency Stress Test Results-Tier 1 Capital Hurdle Rate; 10. Solvency Stress Test Results-CET1 Capital Hurdle Rate; 11. Banks' Liquidity Ratios and Stress Test Results; 12. Insurance Stress Test Results; ANNEX; I. Guidelines for the Bottom-Up Solvency Stress
APPENDICES I. Proposed Timeline for Completion of Solvency; II. Key BU Solvency Stress Test Parameters; III. Overview of Stress Test Scenarios (in percent); IV. Interpolated Interest Rate Term Structure and Swap Rate Curve; V. Possible Satellite Model Specification; VI. Minimum Funding Cost: Empirical Estimation of Nonlinear Change; VII. Sovereign Haircuts for Selected Countries; VIII. Estimation Methodology for Sovereign Risk Valuation Haircuts; IX. Pay-out Ratio, Hurdle Rates, and Changes in Risk-Weighted Assets; X. Suggested Output Format for Reporting by Firms to NBB
Record Nr. UNINA-9910817680903321
Washington, D.C. : , : International Monetary Fund, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Belgium : : Financial System Stability Assessment
Belgium : : Financial System Stability Assessment
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2013
Descrizione fisica 1 online resource (104 p.)
Disciplina 332.152
Collana IMF Staff Country Reports
Soggetto topico Monetary policy - Belgium
Banks and Banking
Finance: General
Industries: Financial Services
Insurance
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Bankruptcy
Liquidation
Financial Institutions and Services: Government Policy and Regulation
Insurance Companies
Actuarial Studies
Finance
Banking
Insurance & actuarial studies
Insurance companies
Commercial banks
Solvency
Stress testing
Financial institutions
Financial sector policy and analysis
Banks and banking
Debt
Financial risk management
ISBN 1-4843-4267-4
1-4843-7253-0
1-4843-4965-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; TABLES; 1. Belgium: FSAP Update-High Priority Recommendations; CONTENTS; GLOSSARY; INTRODUCTION AND BACKGROUND; A. Macroeconomic and Financial Sector Developments; B. Household and Corporate Sector Developments; C. Implementation of 2006 FSAP Recommendations; SOUNDNESS OF THE FINANCIAL SYSTEM AND POTENTIAL RISKS; A. Financial Crisis and Policy Response; B. Vulnerabilities Analysis; BOXES; 1. Outward Spillovers from Belgium Financial Sector; 2. Network Analysis of Spillover Risk for the Belgian Banking System; C. Bank Stress Testing; D. Insurance Stress Testing
FINANCIAL STABILITY FRAMEWORK A. Banking Supervision; 3. The Impact of the Banking Union on Belgium; B. Insurance Supervision; C. Conglomerates Supervision; D. Securities Markets and Regulation; E. Soundness and Oversight of Market Infrastructures; F. Crisis Management and Safety Nets; G. Anti-Money Laundering and Combating the Financing of Terrorism (AML/CFT); FIGURES; 1. Structural Features of the Financial Sector; 2. Economic Developments; 3. Nonfinancial Sector Developments; 4. Financial Market Indicators; 5. Banking Sector Developments; 6. International Exposures of Belgian Banks, 2007-12
7. Insurance Financial Soundness Indicators 8. Macroeconomic Assumptions Under Different Stress Test Scenarios; 9. Solvency Stress Test Results-CET1 Hurdle Rate; 10. Liquidity Indicators and Stress Test Results; 2. Baseline-Selected Economic Indicators, 2009-17; 3. Structure of the Financial Sector; 4. Financial Sector State Support (2012); 5. Financial Soundness Indicators for the Banking Sector; APPENDICES; I. Belgian Covered Bonds and Financial Stability Considerations; II. Main Recommendations of the 2006 FSAP; III. Crisis Intervention and Restructuring Measures; IV. Risk Assessment Matrix
V. Overview of Stress Tests for Banks ANNEX; I. Report on the Observance of Standards and Codes-Summary Assessments; BASEL CORE PRINCIPLES FOR EFFECTIVE BANKING SUPERVISION; A. Background; B. NBB Approach to Supervision; C. Assessment Challenges; D. Preconditions for Effective Supervision; E. Main Findings; F. Authorities' Response to the Assessment; INTERNATIONAL ASSOCIATION OF INSURANCE SUPERVISORS (IAIS) INSURANCE CORE PRINCIPLES; A. Background; B. Preconditions for Effective Securities Regulation; C. Main Findings; D. Authorities' Response to the Assessment
Record Nr. UNINA-9910807053303321
Washington, D.C. : , : International Monetary Fund, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Benefits and Costs of Corporate Debt Restructuring : : An Estimation for Korea / / Jae Chung, Lev Ratnovski
Benefits and Costs of Corporate Debt Restructuring : : An Estimation for Korea / / Jae Chung, Lev Ratnovski
Autore Chung Jae
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2016
Descrizione fisica 1 online resource (23 pages) : illustrations, tables
Disciplina 658.1526
Altri autori (Persone) RatnovskiLev
Collana IMF Working Papers
Soggetto topico Corporate debt - Korea (South) - Econometric models
Debt relief - Korea (South) - Econometric models
Exports and Imports
Financial Risk Management
Labor
Industries: Manufacturing
Investment
Capital
Intangible Capital
Capacity
Business Fluctuations
Cycles
Bankruptcy
Liquidation
Debt
Debt Management
Sovereign Debt
Employment
Unemployment
Wages
Intergenerational Income Distribution
Aggregate Human Capital
Aggregate Labor Productivity
Labor Force and Employment, Size, and Structure
International Lending and Debt Problems
Industry Studies: Manufacturing: General
Finance
Labour
income economics
International economics
Manufacturing industries
Debt restructuring
Labor force
Debt burden
Manufacturing
Asset and liability management
External debt
Economic sectors
Debts, External
Economic theory
Labor market
ISBN 1-4755-4555-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910154899503321
Chung Jae  
Washington, D.C. : , : International Monetary Fund, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Bulgaria : : Selected Issues Paper
Bulgaria : : Selected Issues Paper
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2016
Descrizione fisica 1 online resource (67 pages) : illustrations, tables
Disciplina 332.152
Collana IMF Staff Country Reports
Soggetto topico International Monetary Fund
International Monetary Fund - Bulgaria
Government business enterprises - Bulgaria
Finance: General
Investments: Bonds
Macroeconomics
Public Finance
Demography
Bankruptcy
Liquidation
Economics of the Elderly
Economics of the Handicapped
Non-labor Market Discrimination
Nonprofit Organizations and Public Enterprise: General
General Financial Markets: General (includes Measurement and Data)
Demographic Economics: General
Finance
Population & demography
Pensions
Investment & securities
Public ownership
nationalization
Solvency
Aging
Public enterprises
Bond yields
Population and demographics
Financial sector policy and analysis
Economic sectors
Financial institutions
Debt
Population aging
Government business enterprises
Bonds
ISBN 1-4755-5253-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910151744603321
Washington, D.C. : , : International Monetary Fund, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui