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  • Stabi Berlin  (37)
  • UB Potsdam  (1)
  • Stasi-Unterlagen-Archiv
  • SB Rathenow
  • SB Hennigsdorf
  • Müncheberg Dt. Entomologisches Institut
  • GB Petershagen
  • Singh, Manmohan  (38)
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  • 1
    Buch
    Buch
    Regional development banks (1970)
    New York, NY : Carnegie Endowment for International Peace
    Details
    UID:
    b3kat_BV013262090
    Umfang: 83 S.
    Serie: International conciliation 576
    Sprache: Englisch
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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    Buch
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  • 2
    Bild
    Bild
    The Sasia story (2004)
    New Delhi : South Asia Foundation
    Details
    UID:
    gbv_1847140114
    Umfang: 219 pages , illustrations (chiefly color) , 25 x 30 cm
    Inhalt: Travelogue, covering South Asia
    Sprache: Englisch
    Schlagwort(e): Südasien ; Gesellschaft ; Entwicklung ; Indien ; Biografie
    Mehr zum Autor: Singh, Madanjeet 1924-2013
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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    Bild
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  • 3
    Online-Ressource
    Online-Ressource
    Puts in the Shadow (2012)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845824171
    Umfang: Online-Ressource (21 p)
    Ausgabe: Online-Ausg.
    ISBN: 147551056X , 9781475510560
    Serie: IMF Working Papers Working Paper No. 12/229
    Inhalt: 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
    Weitere Ausg.: Erscheint auch als Druck-Ausgabe Singh, Manmohan Puts in the Shadow Washington, D.C. : International Monetary Fund, 2012 ISBN 9781475510560
    Sprache: Englisch
    DOI: 10.5089/9781475510560.001
    URL: kostenfrei
    URL: kostenfrei
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    Online-Ressource
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    Stabi Berlin
  • 4
    Online-Ressource
    Online-Ressource
    The (Other) Deleveraging (2012)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845823795
    Umfang: Online-Ressource (22 p)
    Ausgabe: Online-Ausg.
    ISBN: 1475505272 , 9781475505276
    Serie: IMF Working Papers Working Paper No. 12/179
    Inhalt: Deleveraging has two components--shrinking of balance sheets due to increased haircuts/shedding of assets, and the reduction in the interconnectedness of the financial system. We focus on the second aspect and show that post-Lehman there has been a significant decline in the interconnectedness in the pledged collateral market between banks and nonbanks. We find that both the collateral and its associated velocity are not rebounding as of end-2011 and still about $4-5 trillion lower than the peak of $10 trillion as of end-2007. This paper updates Singh (2011) and we use this data to compare with the monetary aggregates (largely due to QE efforts in US, Euro area and UK), and discuss the overall financial lubrication that likely impacts the conduct of global monetary policy
    Weitere Ausg.: Erscheint auch als Druck-Ausgabe Singh, Manmohan The (Other) Deleveraging Washington, D.C. : International Monetary Fund, 2012 ISBN 9781475505276
    Sprache: Englisch
    DOI: 10.5089/9781475505276.001
    URL: kostenfrei
    URL: kostenfrei
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    Online-Ressource
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    Stabi Berlin
  • 5
    Online-Ressource
    Online-Ressource
    Money and Collateral (2012)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845833596
    Umfang: Online-Ressource (21 p)
    Ausgabe: Online-Ausg.
    ISBN: 1475502850 , 9781475502855
    Serie: IMF Working Papers Working Paper No. 12/95
    Inhalt: 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
    Weitere Ausg.: Erscheint auch als Druck-Ausgabe Singh, Manmohan Money and Collateral Washington, D.C. : International Monetary Fund, 2012 ISBN 9781475502855
    Sprache: Englisch
    DOI: 10.5089/9781475502855.001
    URL: kostenfrei
    URL: kostenfrei
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  • 6
    Online-Ressource
    Online-Ressource
    CDS Spreads in European Periphery : Some Technical Issues to Consider (2012)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845836161
    Umfang: Online-Ressource (18 p)
    Ausgabe: Online-Ausg.
    ISBN: 147550229X , 9781475502299
    Serie: IMF Working Papers Working Paper No. 12/77
    Inhalt: 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)
    Weitere Ausg.: 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
    Sprache: Englisch
    DOI: 10.5089/9781475502299.001
    URL: kostenfrei
    URL: kostenfrei
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    Online-Ressource
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  • 7
    Online-Ressource
    Online-Ressource
    The (Sizable) Role of Rehypothecation in the Shadow Banking System (2010)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845900498
    Umfang: Online-Ressource (15 p)
    Ausgabe: Online-Ausg.
    ISBN: 1455201839 , 9781455201839
    Serie: IMF Working Papers Working Paper No. 10/172
    Inhalt: This paper examines the sizable role of rehypothecation in the shadow banking system. Rehypothecation is the practice that allows collateral posted by, say, a hedge fund to its prime broker to be used again as collateral by that prime broker for its own funding. In the United Kingdom, such use of a customer’s assets by a prime broker can be for an unlimited amount of the customer’s assets while in the United States rehypothecation is capped. Incorporating estimates for rehypothecation (and the associated re-use of collateral) in the recent crisis indicates that the collapse in non-bank funding to banks was sizable. We show that the shadow banking system was at least 50 percent bigger than documented so far. We also provide estimates from the hedge fund industry for the - churning - factor or re-use of collateral. From a policy angle, supervisors of large banks that report on a global consolidated basis may need to enhance their understanding of the off-balance sheet funding that these banks receive via rehypothecation from other jurisdictions
    Weitere Ausg.: Erscheint auch als Druck-Ausgabe Singh, Manmohan The (Sizable) Role of Rehypothecation in the Shadow Banking System Washington, D.C. : International Monetary Fund, 2010 ISBN 9781455201839
    Sprache: Englisch
    DOI: 10.5089/9781455201839.001
    URL: kostenfrei
    URL: kostenfrei
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  • 8
    Online-Ressource
    Online-Ressource
    The Nonbank-Bank Nexus and the Shadow Banking System (2011)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845838431
    Umfang: Online-Ressource (19 p)
    Ausgabe: Online-Ausg.
    ISBN: 1463927231 , 9781463927233
    Serie: IMF Working Papers Working Paper No. 11/289
    Inhalt: 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
    Weitere Ausg.: 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
    Sprache: Englisch
    DOI: 10.5089/9781463927233.001
    URL: kostenfrei
    URL: kostenfrei
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  • 9
    Online-Ressource
    Online-Ressource
    Recovery Rates From Distressed Debt : Empirical Evidence From Chapter 11 Filings, International Litigation, and Recent Sovereign Debt Restructurings (2003)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845865773
    Umfang: Online-Ressource (24 p)
    Ausgabe: Online-Ausg.
    ISBN: 1451857837 , 9781451857832
    Serie: IMF Working Papers Working Paper No. 03/161
    Inhalt: On a credit rating-adjusted basis, spreads on U.S. high-yield debt have typically been regarded as a lower bound for emerging market debt. However in the C-rated and defaulted segment, emerging market debt has traded at lower spreads than similarly rated U.S. high yield debt. We show that the lower spreads reflect the fact that the total returns from defaulted debt in the emerging markets have been significantly higher than returns from similarly rated high yield defaulted debt under Chapter 11
    Weitere Ausg.: Erscheint auch als Druck-Ausgabe Singh, Manmohan Recovery Rates From Distressed Debt: Empirical Evidence From Chapter 11 Filings, International Litigation, and Recent Sovereign Debt Restructurings Washington, D.C. : International Monetary Fund, 2003 ISBN 9781451857832
    Sprache: Englisch
    DOI: 10.5089/9781451857832.001
    URL: kostenfrei
    URL: kostenfrei
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  • 10
    Online-Ressource
    Online-Ressource
    The Pricing of Credit Default Swaps During Distress (2006)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845870092
    Umfang: Online-Ressource (23 p)
    Ausgabe: Online-Ausg.
    ISBN: 1451865147 , 9781451865141
    Serie: IMF Working Papers Working Paper No. 06/254
    Inhalt: Credit default swaps (CDS) provide the buyer with insurance against certain types of credit events by entitling him to exchange any of the bonds permitted as deliverable against their par value. Unlike bonds, whose risk spreads are assumed to be the product of default risk and loss rate, CDS are par instruments, and their spreads reflect the partial recovery of the delivered bond''s face value. This paper addresses the implications of the difference between bond and CDS spreads and shows the extent to which the recovery assumption matters for determining CDS spreads. A no-arbitrage argument is applied to extract recovery rates from CDS and bond markets, using data from Brazil''s distress in 2002-03. Results are related to the observation that preemptive restructurings are now more common than straight defaults in sovereign bond markets and that this leads to a decoupling of CDS and bond spreads
    Weitere Ausg.: Erscheint auch als Druck-Ausgabe Singh, Manmohan The Pricing of Credit Default Swaps During Distress Washington, D.C. : International Monetary Fund, 2006 ISBN 9781451865141
    Sprache: Englisch
    DOI: 10.5089/9781451865141.001
    URL: kostenfrei
    URL: kostenfrei
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