Cargando…
How is the likelihood of fire sales in a crisis affected by the interaction of various bank regulations? /
We present a model that describes how different types of bank regulation can interact to affect the likelihood of fire sales in a crisis. In our model, risk shifting motives drive how banks recapitalize following a negative shock, leading banks to concentrate their portfolios. Regulation affects the...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
2017.
|
| Colección: | IMF working paper ;
WP/17/68. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000Mi 4500 | ||
|---|---|---|---|
| 001 | EBSCO_ocn982012613 | ||
| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
| 006 | m o d | ||
| 007 | cr |n|---||||| | ||
| 008 | 170408s2017 dcu ob 000 0 eng d | ||
| 040 | |a EBLCP |b eng |e pn |c EBLCP |d YDX |d IDEBK |d MERUC |d LLB |d OCLCQ |d OCLCO |d OCLCF |d CUY |d WRM |d CEF |d OTZ |d N$T |d AGLDB |d IGB |d OCLCQ |d G3B |d S8J |d S8I |d STF |d D6H |d BTN |d AUW |d INTCL |d MHW |d SNK |d CUS |d OCLCQ |d SFB |d OCLCQ |d OCLCO | ||
| 019 | |a 981590648 |a 981834203 |a 981995832 |a 1056520586 |a 1150159015 |a 1162135701 |a 1241832315 |a 1264768078 |a 1300487321 | ||
| 020 | |a 9781475588996 |q (electronic bk.) | ||
| 020 | |a 1475588992 |q (electronic bk.) | ||
| 020 | |a 1475588674 | ||
| 020 | |a 9781475588675 | ||
| 024 | 7 | |a 10.5089/9781475588675.001 |2 doi | |
| 029 | 1 | |a AU@ |b 000065647892 | |
| 035 | |a (OCoLC)982012613 |z (OCoLC)981590648 |z (OCoLC)981834203 |z (OCoLC)981995832 |z (OCoLC)1056520586 |z (OCoLC)1150159015 |z (OCoLC)1162135701 |z (OCoLC)1241832315 |z (OCoLC)1264768078 |z (OCoLC)1300487321 | ||
| 037 | |a 1004679 |b MIL | ||
| 050 | 4 | |a HG1601 | |
| 072 | 7 | |a BUS |x 027000 |2 bisacsh | |
| 082 | 0 | 4 | |a 332.1 |2 23 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Kirti, Divya, |e author. | |
| 245 | 1 | 0 | |a How is the likelihood of fire sales in a crisis affected by the interaction of various bank regulations? / |c by Divya Kirti and Vijay Narasiman. |
| 260 | |a Washington, D.C. : |b International Monetary Fund, |c 2017. | ||
| 300 | |a 1 online resource (47 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a data file |2 rda | ||
| 490 | 1 | |a IMF Working Papers, |x 1018-5941 ; |v WP/17/68 | |
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Cover; How is the likelihood of fire sales in a crisis affected by the interaction of various bank regulations?; 1 Introduction; 2 Basic Model; 3 Generalized model; 4 Results; 5 Conclusion; References. | |
| 520 | 3 | |a We present a model that describes how different types of bank regulation can interact to affect the likelihood of fire sales in a crisis. In our model, risk shifting motives drive how banks recapitalize following a negative shock, leading banks to concentrate their portfolios. Regulation affects the likelihood of fire sales by giving banks the incentive to sell certain assets and retain others. Ex-post incentives from high risk weights and the interaction of capital and liquidity requirements can make fire sales more likely. Time-varying risk weights may be an effective tool to prevent fire sales. | |
| 504 | |a Includes bibliographical references at the end of each chapters. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Banks and banking. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Banks and banking |2 fast | |
| 700 | 1 | |a Narasiman, Vijay, |e author. | |
| 776 | 0 | 8 | |i Print version: |a Kirti, Divya. |t How is the likelihood of fire sales in a crisis affected by the interaction of various bank regulations? |d Washington, D.C. : International Monetary Fund, ©2017 |z 9781475588675 |
| 830 | 0 | |a IMF working paper ; |v WP/17/68. | |
| 856 | 4 | 0 | |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1496815 |z Texto completo |
| 938 | |a ProQuest Ebook Central |b EBLB |n EBL4835196 | ||
| 938 | |a EBSCOhost |b EBSC |n 1496815 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n cis37908725 | ||
| 938 | |a YBP Library Services |b YANK |n 13953464 | ||
| 994 | |a 92 |b IZTAP | ||