X
feed icon rss

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
  • 1
    AV-Medium
    AV-Medium
    Lamhe : [DVD-Video] (2010)
    Mumbai : Yash Raj Films
    Details
    UID:
    kobvindex_ZLB15366191
    Format: 1 DVD-Video (ca. 185 Min.) , Tonformat: DD/5.1 ; NTSC , Bildformat: 16:9
    Note: Ländercode: 0 , Orig.: Indien, 1991 , Hindi mit engl. Untertiteln
    Language: Hindi
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    AV-Medium
    Berlin VÖBB/ZLB get availability status
  • 2
    Online Resource
    Online Resource
    Financial Plumbing and Monetary Policy (2014)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845951033
    Format: Online-Ressource (18 p)
    Edition: Online-Ausg.
    ISBN: 1498367135 , 9781498367134
    Series Statement: IMF Working Papers Working Paper No. 14/111
    Content: This paper focuses on how changes in financial plumbing of the markets may impact the monetary policy options as central banks contemplate lift off from zero lower bound (ZLB). Under the proposed regulations, banks will face leverage ratio constraints. As a result of quantitative easing (QE), banks want balance sheet “space” for financial intermediation/ non-depository activities. At the same time, regulatory changes are boosting demand for high quality liquid assets. The paper also discusses the role of repo markets and the importance of collateral velocity and the need to avoid wedges between repo and monetary policy rates when leaving ZLB
    Additional Edition: Erscheint auch als Druck-Ausgabe Singh, Manmohan Financial Plumbing and Monetary Policy Washington, D.C. : International Monetary Fund, 2014 ISBN 9781498367134
    Language: English
    DOI: 10.5089/9781498367134.001
    URL: kostenfrei
    URL: kostenfrei
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Open Access Request
    Stabi Berlin
  • 3
    Online Resource
    Online Resource
    Limiting Taxpayer “Puts” : An Example from Central Counterparties (2014)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845955667
    Format: Online-Ressource (16 p)
    Edition: Online-Ausg.
    ISBN: 1498322425 , 9781498322423
    Series Statement: IMF Working Papers Working Paper No. 14/203
    Content: Nonbanks such as central counterparties (CCPs) are a useful lens to see how regulators view the role of the lender-of-last-resort (LOLR). This paper explores the avenues available when a nonbank failure is likely, specifically by considering the options of keeping CCPs afloat. It is argued that CCPs have, by regulatory fiat, become “too important to fail,” and thus the imperative should be greater loss-sharing by all participants that better align the distribution of risks and rewards of CCPs, the clearing members and derivative end-users. In the context of LOLR, the proposed variation margin gains haircut (VMGH) is discussed as a way of limiting the taxpayer put
    Additional Edition: Erscheint auch als Druck-Ausgabe Singh, Manmohan Limiting Taxpayer "Puts" - An Example from Central Counterparties Washington, D.C. : International Monetary Fund, 2014 ISBN 9781498322423
    Language: English
    DOI: 10.5089/9781498322423.001
    URL: kostenfrei
    URL: kostenfrei
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Open Access Request
    Stabi Berlin
  • 4
    Online Resource
    Online Resource
    Money and Collateral (2012)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845833596
    Format: Online-Ressource (21 p)
    Edition: Online-Ausg.
    ISBN: 1475502850 , 9781475502855
    Series Statement: IMF Working Papers Working Paper No. 12/95
    Content: Between 1980 and before the recent crisis, the ratio of financial market debt to liquid assets rose exponentially in the U.S. (and in other financial markets), reflecting in part the greater use of securitized assets to collateralize borrowing. The subsequent crisis has reduced the pool of assets considered acceptable as collateral, resulting in a liquidity shortage. When trying to address this, policy makers will need to consider concepts of liquidity besides the traditional metric of excess bank reserves and do more than merely substitute central bank money for collateral that currently remains highly liquid
    Additional Edition: Erscheint auch als Druck-Ausgabe Singh, Manmohan Money and Collateral Washington, D.C. : International Monetary Fund, 2012 ISBN 9781475502855
    Language: English
    DOI: 10.5089/9781475502855.001
    URL: kostenfrei
    URL: kostenfrei
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Open Access Request
    Stabi Berlin
  • 5
    Online Resource
    Online Resource
    Price of Risk : Recent Evidence From Large Financials (2010)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845900447
    Format: Online-Ressource (12 p)
    Edition: Online-Ausg.
    ISBN: 145520224X , 9781455202249
    Series Statement: IMF Working Papers Working Paper No. 10/190
    Content: Probability of default (PD) measures have been widely used in estimating potential losses of, and contagion among, large financial institutions. In a period of financial stress however, the existing methods to compute PDs and generate loss estimates that may vary significantly. This paper discusses three issues that should be taken into account in using PD-based methodologies for loss or contagion analyses: (i) the use of - risk-neutral probabilities - vs. -real-world probabilities; - (ii) the divergence between movements in credit and equity markets during periods of financial stress; and (iii) the assumption of stochastic vs. fixed recovery for financial institutions’ assets. All three elements have nontrivial implications for providing an accurate estimate of default probabilities and associated losses as inputs for setting policies related to large banks in distress
    Additional Edition: Erscheint auch als Druck-Ausgabe Singh, Manmohan Price of Risk: Recent Evidence From Large Financials Washington, D.C. : International Monetary Fund, 2010 ISBN 9781455202249
    Language: English
    DOI: 10.5089/9781455202249.001
    URL: kostenfrei
    URL: kostenfrei
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Open Access Request
    Stabi Berlin
  • 6
    Online Resource
    Online Resource
    The Nonbank-Bank Nexus and the Shadow Banking System (2011)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845838431
    Format: Online-Ressource (19 p)
    Edition: Online-Ausg.
    ISBN: 1463927231 , 9781463927233
    Series Statement: IMF Working Papers Working Paper No. 11/289
    Content: The present way of thinking about financial intermediation does not fully incorporate the rise of asset managers as a major source of funding for banks through the shadow banking system. Asset managers are dominant sources of demand for non-M2 types of money and serve as source collateral ?mines'' for the shadow banking system. Banks receive funding through the re-use of pledged collateral ?mined'' from asset managers. Accounting for this, the size of the shadow banking system in the U.S. may be up to $25 trillion at year-end 2007 and $18 trillion at year-end 2010, higher than earlier estimates. In terms of policy, regulators will need to consider the re-use of pledged collateral when defining bank leverage ratios. Also, given asset managers'' demand for non-M2 types of money, monitoring the shadow banking system will warrant closer attention well beyond the regulatory perimeter
    Additional Edition: Erscheint auch als Druck-Ausgabe Singh, Manmohan The Nonbank-Bank Nexus and the Shadow Banking System Washington, D.C. : International Monetary Fund, 2011 ISBN 9781463927233
    Language: English
    DOI: 10.5089/9781463927233.001
    URL: kostenfrei
    URL: kostenfrei
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Open Access Request
    Stabi Berlin
  • 7
    Online Resource
    Online Resource
    Making OTC Derivatives Safe : A Fresh Look (2011)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845880063
    Format: Online-Ressource (22 p)
    Edition: Online-Ausg.
    ISBN: 1455228044 , 9781455228041
    Series Statement: IMF Working Papers Working Paper No. 11/66
    Content: Recent regulatory efforts, especially in the U.S. and Europe, are aimed at reducing moral hazard so that the next financial crisis is not bailed out by tax payers. This paper looks at the possibility that central counterparties (CCPs) may be too-big-to-fail entities in the making. The present regulatory and reform efforts may not remove the systemic risk from OTC derivatives but rather shift them from banks to CCPs. Under the present regulatory overhaul, the OTC derivative market could become more fragmented. Furthermore, another taxpayer bailout cannot be ruled out. A reexamination of the two key issues of (i) the interoperability of CCPs, and (ii) the cost of moving to CCPs with access to central bank funding, indicates that the proposed changes may not provide the best solution. The paper suggests that a tax on derivative liabilities could make the OTC derivatives market safer, particularly in the transition to a stable clearing infrastructure. It also suggests reconsideration of a ""public utility"" model for the OTC market infrastructure
    Additional Edition: Erscheint auch als Druck-Ausgabe Singh, Manmohan Making OTC Derivatives Safe-A Fresh Look Washington, D.C. : International Monetary Fund, 2011 ISBN 9781455228041
    Language: English
    DOI: 10.5089/9781455228041.001
    URL: kostenfrei
    URL: kostenfrei
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Open Access Request
    Stabi Berlin
  • 8
    Online Resource
    Online Resource
    Collateral, Netting and Systemic Risk in the OTC Derivatives Market (2010)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845900455
    Format: Online-Ressource (15 p)
    Edition: Online-Ausg.
    ISBN: 1451982763 , 9781451982763
    Series Statement: IMF Working Papers Working Paper No. 10/99
    Content: To mitigate systemic risk, some regulators have advocated the greater use of centralized counterparties (CCPs) to clear Over-The-Counter (OTC) derivatives trades. Regulators should be cognizant that large banks active in the OTC derivatives market do not hold collateral against all the positions in their trading book and the paper proves an estimate of this under-collateralization. Whatever collateral is held by banks is allowed to be rehypothecated (or re-used) to others. Since CCPs would require all positions to have collateral against them, off-loading a significant portion of OTC derivatives transactions to central counterparties (CCPs) would require large increases in posted collateral, possibly requiring large banks to raise more capital. These costs suggest that most large banks will be reluctant to offload their positions to CCPs, and the paper proposes an appropriate capital levy on remaining positions to encourage the transition
    Additional Edition: Erscheint auch als Druck-Ausgabe Singh, Manmohan Collateral, Netting and Systemic Risk in the OTC Derivatives Market Washington, D.C. : International Monetary Fund, 2010 ISBN 9781451982763
    Language: English
    DOI: 10.5089/9781451982763.001
    URL: kostenfrei
    URL: kostenfrei
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Open Access Request
    Stabi Berlin
  • 9
    Online Resource
    Online Resource
    Puts in the Shadow (2012)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845824171
    Format: Online-Ressource (21 p)
    Edition: Online-Ausg.
    ISBN: 147551056X , 9781475510560
    Series Statement: IMF Working Papers Working Paper No. 12/229
    Content: In the aftermath of the Lehman crisis, payouts (i.e., taxpayer bailouts) in various forms were provided by governments to a variety of financial institutions and markets that were outside the regulatory perimeter - the ?""shadow"" banking system. Although recent regulatory proposals attempt to reduce these ?""puts"", we provide examples from non-banking activities within a bank, money market funds, Triparty repo, OTC derivatives market, collateral with central banks, and issuance of floating rate notes etc., that these risks remain. We suggest that a regulatory environment where puts are not ambiguous will likely lower the cost of bail-outs after a crisis
    Additional Edition: Erscheint auch als Druck-Ausgabe Singh, Manmohan Puts in the Shadow Washington, D.C. : International Monetary Fund, 2012 ISBN 9781475510560
    Language: English
    DOI: 10.5089/9781475510560.001
    URL: kostenfrei
    URL: kostenfrei
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Open Access Request
    Stabi Berlin
  • 10
    Online Resource
    Online Resource
    CDS Spreads in European Periphery : Some Technical Issues to Consider (2012)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845836161
    Format: Online-Ressource (18 p)
    Edition: Online-Ausg.
    ISBN: 147550229X , 9781475502299
    Series Statement: IMF Working Papers Working Paper No. 12/77
    Content: This paper looks at some technical issues when using CDS data, and if these are incorporated, the analysis or regression results are likely to benefit. The paper endorses the use of stochastic recovery in CDS models when estimating probability of default (PD) and suggests that stochastic recovery may be a better harbinger of distress signals than fixed recovery. Similarly, PDs derived from CDS data are risk-neutral and may need to be adjusted when extrapolating to real world balance sheet and empirical data (e.g. estimating banks losses, etc). Another technical issue pertains to regressions trying to explain CDS spreads of sovereigns in peripheral Europe - the model specification should be cognizant of the under-collateralization aspects in the overall OTC derivatives market. One of the biggest drivers of CDS spreads in the region has been the CVA teams of the large banks that hedge their exposure stemming from derivative receivables due to non-posting of collateral by many sovereigns (and related entities)
    Additional Edition: Erscheint auch als Druck-Ausgabe Singh, Manmohan CDS Spreads in European Periphery: Some Technical Issues to Consider Washington, D.C. : International Monetary Fund, 2012 ISBN 9781475502299
    Language: English
    DOI: 10.5089/9781475502299.001
    URL: kostenfrei
    URL: kostenfrei
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Open Access Request
    Stabi Berlin
Nothing or not found what you are looking for? Please check your search query or use the Interlibrary Loan Search.
Close ⊗
This website uses cookies and the analysis tool Matomo. Further information can be found on the KOBV privacy pages