Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Monitoring Banking Sector Fragility
Download Monitoring Banking Sector Fragility full books in PDF, epub, and Kindle. Read online Monitoring Banking Sector Fragility ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Book Synopsis Monitoring Banking Sector Fragility by : Ms.Enrica Detragiache
Download or read book Monitoring Banking Sector Fragility written by Ms.Enrica Detragiache and published by International Monetary Fund. This book was released on 1999-10-01 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper explores how a multivariate logit empirical model of banking crisis probabilities can be used to monitor banking sector fragility. The proposed approach relies on readily available data, and the fragility assessment has a clear interpretation based on in-sample statistics. The model has better in-sample performance than currently available alternatives, and the monitoring system can be tailored to fit the preferences of the decision maker regarding type I and type II errors. The framework can be useful as a preliminary screen to economize on precautionary costs.
Book Synopsis Monitoring Banking Sector Fragility by : Aslı Demirgüç-Kunt
Download or read book Monitoring Banking Sector Fragility written by Aslı Demirgüç-Kunt and published by . This book was released on 1999 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Monitoring Banking Sector Fragility by : Asli Demirgüç-Kunt
Download or read book Monitoring Banking Sector Fragility written by Asli Demirgüç-Kunt and published by . This book was released on 2016 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt: A multivariate logit empirical model of banking crisis probabilities can be useful for monitoring fragility in the banking sector.Demirguuml;ccedil;-Kunt and Detragiache explore how a multivariate logit empirical model of banking crisis probabilities can be used to monitor fragility in the banking sector.The proposed approach relies on readily available data, and the fragility assessment has a clear interpretation based on in - sample statistics. Also, the monitoring system can be tailored to fit the preferences of the decisionmakers, and the model has better in-sample performance than currently available alternatives.Despite these advantages, the monitoring system would have missed the 1997 banking crises in Indonesia, Malaysia, and the Republic of Korea, while it would have detected some weakness in Thailand and the Philippines. It would have clearly foreseen the 1996 crisis in Jamaica.Aggregate variables can convey information about general economic conditions often associated with fragility in the banking sector but are silent about the situation at individual banks or in specific segments of the banking sector - so crises that may develop from specific weaknesses in some market segments and spread through contagion would not be detected. The econometric study of systemic banking crises is a relatively new field of study. The development and evaluation of monitoring and forecasting tools based on the results of studies such as this are at an embryonic stage at best.Demirguuml;ccedil;-Kunt and Detragiache highlight elements that need to be evaluated in developing ready-to-use procedures for decisionmakers and explore possible avenues for doing so.The monitoring system must be designed to fit the needs of policymakers, so systems must be developed as part of an interactive process involving both econometricians and decisionmakers.This paper - a product of Finance, Development Research Group - is part of a larger effort in the group to understand banking crises. The authors may be contacted at [email protected] or [email protected].
Book Synopsis Banking Sector Fragility and Systemic Sources of Fragility by : Ms.Brenda Gonzalez-Hermosillo
Download or read book Banking Sector Fragility and Systemic Sources of Fragility written by Ms.Brenda Gonzalez-Hermosillo and published by International Monetary Fund. This book was released on 1996-02 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt: A theoretical framework to assess the degree of fragility or, inversely, the soundness of the banking system is proposed. It is argued that, while a bank may be either solvent or insolvent at any given time, its degree of fragility must be a forward-looking measure based on the probability that it can withstand a destabilizing shock. Externalities are particularly important because they can constitute a serious source of systemic risk. The factors that determine banks’ soundness can be separated into bank-specific and those common to all banks (subject to microprudential and macroprudential considerations, respectively). The interconnection between banking crises and currency crises (in both directions) is also discussed.
Author :Ms.Brenda Gonzalez-Hermosillo Publisher :International Monetary Fund ISBN 13 :1451927533 Total Pages :26 pages Book Rating :4.4/5 (519 download)
Book Synopsis Banking System Fragility by : Ms.Brenda Gonzalez-Hermosillo
Download or read book Banking System Fragility written by Ms.Brenda Gonzalez-Hermosillo and published by International Monetary Fund. This book was released on 1996-12-01 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper tests empirically the proposition that bank fragility is determined by bank-specific factors, macroeconomic conditions and potential contagion effects. The methodology allows for the variables that determine bank failure to differ from those that influence banks’ time to failure (or survival rate). Based on the indicators of fragility of individual banks, we construct an index of fragility for the banking system. The framework is applied to the Mexican financial crisis beginning in 1994. In the case of Mexico, bank-specific variables as well as contagion effects explain the likelihood of bank failure, while macroeconomic variables largely determine the timing of failure.
Book Synopsis Cross-Country Empirical Studies of Systemic Bank Distress: A Survey by :
Download or read book Cross-Country Empirical Studies of Systemic Bank Distress: A Survey written by and published by World Bank Publications. This book was released on 2005-05-01 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: A rapidly growing empirical literature is studying the causes and consequences of bank fragility in present-day economies. The paper reviews the two basic methodologies adopted in cross-country empirical studies-the signals approach and the multivariate probability model-and their application to studying the determinants of banking crises. The use of these models to provide early warnings for crises is also reviewed, as are studies of the economic effects of banking crises and of the policies to forestall them. The paper concludes by identifying directions for future research.
Book Synopsis Monitoring Banking Fragility by : Asli Demirgüç-Kunt
Download or read book Monitoring Banking Fragility written by Asli Demirgüç-Kunt and published by . This book was released on 1999 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Transparency, Risk Management and International Financial Fragility by : Mario Draghi
Download or read book Transparency, Risk Management and International Financial Fragility written by Mario Draghi and published by Centre for Economic Policy Research. This book was released on 2003 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discussions of the role of derivatives and their risks, as well as discussions of financial risks in general, often fail to distinguish between risks that are taken consciously and ones that are not. To understand the breeding conditions for financial crises, the prime source of concern is not risk per se, but the unintended, or unanticipated accumulation of risks by individuals, institutions or governments including the concealing of risks from stakeholders and overseers of those entities. This report, the fourth in the ICMB/CEPR series of Geneva Reports on the World Economy, analyses specific situations in which significant unanticipated and unintended financial risks can accumulate. The focus is, in particular, on the implicit guarantees that governments extend to banks and other financial institutions, and which may result in the accumulation, often unrecognised from the viewpoint of the government, of unanticipated risks in the balance sheet of the public sector. that a government's exposure to risk arising from a guarantee is non-linear. For instance, in the case of a government which guarantees the liabilities of the banking system, the additional liability transferred onto the government's balance sheet by a 10% shock to the capital of firms is larger the lower that capital is to start with. Recognising this non-linearity in the transmission of risk exposures is essential to the reduction of the accumulation of unanticipated risks on the government's balance sheet. Analyses of recent international financial crises recognise that the implicit guarantees governments extend to banks and corporations create the potential to greatly weaken their balance sheets. exist, rather than on measurement of the exposures they create. This report offers just such a framework for measuring the extent of a government's exposure to risk and how that exposure changes over time. The report also discusses ideas on how risk exposures can be controlled, hedged and transferred through the use of derivatives, swap contracts, and other contractual agreements.
Book Synopsis Ratings, Rating Agencies and the Global Financial System by : Richard M. Levich
Download or read book Ratings, Rating Agencies and the Global Financial System written by Richard M. Levich and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ratings, Rating Agencies and the Global Financial System brings together the research of economists at New York University and the University of Maryland, along with those from the private sector, government bodies, and other universities. The first section of the volume focuses on the historical origins of the credit rating business and its present day industrial organization structure. The second section presents several empirical studies crafted largely around individual firm-level or bank-level data. These studies examine (a) the relationship between ratings and the default and recovery experience of corporate borrowers, (b) the comparability of credit ratings made by domestic and foreign rating agencies, and (c) the usefulness of financial market indicators for rating banks, among other topics. In the third section, the record of sovereign credit ratings in predicting financial crises and the reaction of financial markets to changes in credit ratings is examined. The final section of the volume emphasizes policy issues now facing regulators and credit rating agencies.
Book Synopsis The Determinants of Banking Crises - Evidence from Developing and Developed Countries by : Asli Demirgüç-Kunt
Download or read book The Determinants of Banking Crises - Evidence from Developing and Developed Countries written by Asli Demirgüç-Kunt and published by World Bank Publications. This book was released on 1997-09-01 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper studies the factors associated with the emergence of systemic banking crises in a large sample of developed and developing countries in 1980–94, using a multivariate logit econometric model. the results suggest that crises tend to erupt when the macroeconomic environment is weak, particularly when growth is low and inflation is high. Also, high real interest rates are clearly associated with systemic banking sector problems, and there is some evidence that vulnerability to balance of payments crises has played a role. Countries with an explicit deposit insurance scheme were particularly at risk, as were countries with weak law enforcement.
Book Synopsis Monotoring Banking Sector Fragility by : Asli DemirgücU+0327-Kunt
Download or read book Monotoring Banking Sector Fragility written by Asli DemirgücU+0327-Kunt and published by . This book was released on 1999 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Bank Fragility and Regulation by : G.G. Kaufman
Download or read book Bank Fragility and Regulation written by G.G. Kaufman and published by Elsevier. This book was released on 2000-12-20 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focuses on problems in banking that have the potential not only for disrupting the smooth provision of banking and other financial services, but also for adversely affecting domestic and even international macroeconomic activity. This work talks about fragility and regulation in different countries.
Book Synopsis Banking Sector Fragility and Systematic Sources of Fragility by : Brenda González-Hermosillo
Download or read book Banking Sector Fragility and Systematic Sources of Fragility written by Brenda González-Hermosillo and published by . This book was released on 1996 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Excessive Risk-taking, Banking Sector Fragility and Banking Crises by : Aykut Kibritçioğlu
Download or read book Excessive Risk-taking, Banking Sector Fragility and Banking Crises written by Aykut Kibritçioğlu and published by . This book was released on 2002 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Financial Stability Monitoring by : Tobias Adrian
Download or read book Financial Stability Monitoring written by Tobias Adrian and published by . This book was released on 2020 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In a recently released New York Fed staff report, we present a forward-looking monitoring program to identify and track time-varying sources of systemic risk.
Book Synopsis Banking Sector Fragility by : Jianbo Tian
Download or read book Banking Sector Fragility written by Jianbo Tian and published by . This book was released on 2010 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Bank Sector Fragility and Systemic Sources of Fragility by : B. Gonzalez-Hermosillo
Download or read book Bank Sector Fragility and Systemic Sources of Fragility written by B. Gonzalez-Hermosillo and published by . This book was released on 1996 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
