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What?s Different about Bank Holding Companies? /
The recent fnancial crisis highlighted the role of Bank Holding Companies (BHCs) in exacerbating the crisis and in transmitting monetary policy beyond the local economy to global markets. Yet, little is known about their behavior, as most models of banking typically focus on banks with a loan desk....
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
2017.
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| Colección: | IMF working paper ;
WP/17/26. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Cover; CONTENTS; I. Introduction; II. The Financial Market; A. Estimates of the Term Structure; III. The Bank Holding Company Model; A. Regulatory Constraints; A.1 Counter Cyclical Buffer; IV. The Role of the Trading Desk; A. The Role of the Attitude Toward Risk; B. The Role of Leverage; V. The Role of the COO; A. Determining the Optimal Loan Margin; B. Yield Curve, Regulatory Constraints, and Loan Rates; C. The Choice of Capital for the Loan Desk; D. The Probability of Distress and Loan Desk's Capital; VI. Is Ring-Fencing Optimal?; VII. Monetary Policy, Bank Capital, and Financial Stability.