Author: British Museum. Department of Printed Books
Publisher:
ISBN:
Category : Subject catalogs
Languages : en
Pages : 958
Book Description
Subject Index of the Modern Works Added to the Library of the British Museum in the Years 1881-1900
Author: British Museum. Department of Printed Books
Publisher:
ISBN:
Category : Subject catalogs
Languages : en
Pages : 958
Book Description
Publisher:
ISBN:
Category : Subject catalogs
Languages : en
Pages : 958
Book Description
Subject Index of Modern Books Acquired
Author: British Library
Publisher:
ISBN:
Category :
Languages : en
Pages : 954
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 954
Book Description
Subject Index of the Modern Works Added to the Library of the British Museum in the Years ...
Author: British Museum
Publisher:
ISBN:
Category : Best books
Languages : en
Pages : 956
Book Description
Publisher:
ISBN:
Category : Best books
Languages : en
Pages : 956
Book Description
Subject Index of the Modern Works Added to the Library of the British Museum in the Years ...
Author: British Museum. Department of Printed Books
Publisher:
ISBN:
Category : Subject catalogs
Languages : en
Pages : 956
Book Description
Publisher:
ISBN:
Category : Subject catalogs
Languages : en
Pages : 956
Book Description
Journal of the American Bankers Association
Author: American Bankers Association
Publisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 1422
Book Description
Publisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 1422
Book Description
Journal of the American Bankers Association
Author:
Publisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 1384
Book Description
Publisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 1384
Book Description
Revisiting Risk-Weighted Assets
Author: Vanessa Le Leslé
Publisher: International Monetary Fund
ISBN: 1475502656
Category : Business & Economics
Languages : en
Pages : 50
Book Description
In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdictions and how this might undermine the Basel III capital adequacy framework. We discuss the key drivers behind the differences in these calculations, drawing upon a sample of systemically important banks from Europe, North America, and Asia Pacific. We then discuss a range of policy options that could be explored to fix the actual and perceived problems with RWAs, and improve the use of risk-sensitive capital ratios.
Publisher: International Monetary Fund
ISBN: 1475502656
Category : Business & Economics
Languages : en
Pages : 50
Book Description
In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdictions and how this might undermine the Basel III capital adequacy framework. We discuss the key drivers behind the differences in these calculations, drawing upon a sample of systemically important banks from Europe, North America, and Asia Pacific. We then discuss a range of policy options that could be explored to fix the actual and perceived problems with RWAs, and improve the use of risk-sensitive capital ratios.
Estimating the Costs of Financial Regulation
Author: Mr.Andre Santos
Publisher: International Monetary Fund
ISBN: 147551008X
Category : Business & Economics
Languages : en
Pages : 43
Book Description
Staff Discussion Notes showcase the latest policy-related analysis and research being developed by individual IMF staff and are published to elicit comment and to further debate. These papers are generally brief and written in nontechnical language, and so are aimed at a broad audience interested in economic policy issues. This Web-only series replaced Staff Position Notes in January 2011.
Publisher: International Monetary Fund
ISBN: 147551008X
Category : Business & Economics
Languages : en
Pages : 43
Book Description
Staff Discussion Notes showcase the latest policy-related analysis and research being developed by individual IMF staff and are published to elicit comment and to further debate. These papers are generally brief and written in nontechnical language, and so are aimed at a broad audience interested in economic policy issues. This Web-only series replaced Staff Position Notes in January 2011.
Sovereign Debt Restructurings 1950-2010
Author: Mr.Udaibir S. Das
Publisher: International Monetary Fund
ISBN: 1475505531
Category : Business & Economics
Languages : en
Pages : 128
Book Description
This paper provides a comprehensive survey of pertinent issues on sovereign debt restructurings, based on a newly constructed database. This is the first complete dataset of sovereign restructuring cases, covering the six decades from 1950–2010; it includes 186 debt exchanges with foreign banks and bondholders, and 447 bilateral debt agreements with the Paris Club. We present new stylized facts on the outcome and process of debt restructurings, including on the size of haircuts, creditor participation, and legal aspects. In addition, the paper summarizes the relevant empirical literature, analyzes recent restructuring episodes, and discusses ongoing debates on crisis resolution mechanisms, credit default swaps, and the role of collective action clauses.
Publisher: International Monetary Fund
ISBN: 1475505531
Category : Business & Economics
Languages : en
Pages : 128
Book Description
This paper provides a comprehensive survey of pertinent issues on sovereign debt restructurings, based on a newly constructed database. This is the first complete dataset of sovereign restructuring cases, covering the six decades from 1950–2010; it includes 186 debt exchanges with foreign banks and bondholders, and 447 bilateral debt agreements with the Paris Club. We present new stylized facts on the outcome and process of debt restructurings, including on the size of haircuts, creditor participation, and legal aspects. In addition, the paper summarizes the relevant empirical literature, analyzes recent restructuring episodes, and discusses ongoing debates on crisis resolution mechanisms, credit default swaps, and the role of collective action clauses.
Sub-National Credit Risk and Sovereign Bailouts
Author: Ms.Eva Jenkner
Publisher: International Monetary Fund
ISBN: 1484399137
Category : Business & Economics
Languages : en
Pages : 29
Book Description
Studies have shown that markets may underprice sub-national governments’ risk on the implicit assumption that these entities would be bailed out by their central government in case of financial difficulties. However, the question of whether sovereigns pay a premium on their own borrowing as a result of (implicitly or explicitly) guaranteeing sub-entities’ debt has been explored only little. We use an event study approach with separate equations for two levels of government to test for a simultaneous increase in sovereign risk premia and decrease in sub-national risk premia—or a de facto transfer of risk from the latter to the former—on the day a sovereign bailout is announced. Using daily financial market data for Spain and its autonomous regions from January 2010 to June 2013, we find support for our risk transfer hypothesis. We estimate that the Spanish sovereign’s spread may have increased by around 70 basis points as a result of the central government’s support for fiscally distressed comunidades autónomas.
Publisher: International Monetary Fund
ISBN: 1484399137
Category : Business & Economics
Languages : en
Pages : 29
Book Description
Studies have shown that markets may underprice sub-national governments’ risk on the implicit assumption that these entities would be bailed out by their central government in case of financial difficulties. However, the question of whether sovereigns pay a premium on their own borrowing as a result of (implicitly or explicitly) guaranteeing sub-entities’ debt has been explored only little. We use an event study approach with separate equations for two levels of government to test for a simultaneous increase in sovereign risk premia and decrease in sub-national risk premia—or a de facto transfer of risk from the latter to the former—on the day a sovereign bailout is announced. Using daily financial market data for Spain and its autonomous regions from January 2010 to June 2013, we find support for our risk transfer hypothesis. We estimate that the Spanish sovereign’s spread may have increased by around 70 basis points as a result of the central government’s support for fiscally distressed comunidades autónomas.